# EDGAR Filing Document

**Accession Number:** 0000812015
**File Stem:** 0001752724-25-179522
**Filing Date:** 2025-7
**Character Count:** 751126
**Document Hash:** 000e21c2e70092648d09454e171ecefa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-179522.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001752724-25-179522

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB PORTFOLIOS
- **CENTRAL INDEX KEY:** 0000812015

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05088
- **FILM NUMBER:** 251151332

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN PORTFOLIOS
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE PORTFOLIOS
- **DATE OF NAME CHANGE:** 19930812

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EQUITABLE FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB All Market Total Return Portfolio (Series ID: S000010512)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000029015 | Class A       | ABWAX           |
| C000029017 | Class C       | ABWCX           |
| C000029018 | Advisor Class | ABWYX           |
| C000029021 | Class I       | ABWIX           |

## Nport-Ex

**AB All Market Total Return Portfolio** 

**Consolidated Portfolio of Investments** 

**May 31, 2025 (unaudited)** 

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 34.3%** | **COMMON STOCKS – 34.3%** | **COMMON STOCKS – 34.3%** |
|  **Information Technology – 8.5%** | **Information Technology – 8.5%** | **Information Technology – 8.5%** |
|  **Communications Equipment – 0.3%** | **Communications Equipment – 0.3%** | **Communications Equipment – 0.3%** |
|  GCI Liberty, Inc.<sup>(a) (b) (c) (d)</sup> | 2664 | $0 |
|  Juniper Networks, Inc. | 25420 | 913340 |
|  Motorola Solutions, Inc. | 813 | 337704 |
|  Telefonaktiebolaget LM Ericsson - Class B | 24517 | 208703 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;1459747 |
|  **Electronic Equipment, Instruments & Components – 0.2%** | **Electronic Equipment, Instruments & Components – 0.2%** | **Electronic Equipment, Instruments & Components – 0.2%** |
|  Celestica, Inc.<sup>(b)</sup> | 2874 | 332813 |
|  FARO Technologies, Inc.<sup>(b)</sup> | 10441 | 442385 |
|  |  | 775198 |
|  **IT Services – 0.7%** | **IT Services – 0.7%** | **IT Services – 0.7%** |
|  Accenture PLC - Class A | 2234 | 707776 |
|  Amdocs Ltd. | 3891 | 357038 |
|  Gartner, Inc.<sup>(b)</sup> | 796 | 347391 |
|  GoDaddy, Inc. - Class A<sup>(b)</sup> | 1915 | 348817 |
|  Nomura Research Institute Ltd. | 10700 | 412463 |
|  Okta, Inc.<sup>(b)</sup> | 904 | 93266 |
|  Twilio, Inc. - Class A<sup>(b)</sup> | 1120 | 131824 |
|  VeriSign, Inc. | 1243 | 338680 |
|  |  | 2737255 |
|  **Semiconductors & Semiconductor Equipment – 2.2%** | **Semiconductors & Semiconductor Equipment – 2.2%** | **Semiconductors & Semiconductor Equipment – 2.2%** |
|  Analog Devices, Inc. | 1555 | 332739 |
|  Applied Materials, Inc. | 2806 | 439840 |
|  Broadcom, Inc. | 6173 | 1494298 |
|  Monolithic Power Systems, Inc. | 519 | 343526 |
|  NVIDIA Corp. | 29326 | 3962822 |
|  Qorvo, Inc.<sup>(b)</sup> | 2835 | 215517 |
|  QUALCOMM, Inc. | 5488 | 796858 |
|  Skyworks Solutions, Inc. | 4723 | 326029 |
|  Taiwan Semiconductor Manufacturing Co., Ltd. | 42100 | 1342738 |
|  |  | 9254367 |
|  **Software – 3.9%** | **Software – 3.9%** | **Software – 3.9%** |
|  Adobe, Inc.<sup>(b)</sup> | 2093 | 868783 |
|  ANSYS, Inc.<sup>(b)</sup> | 2706 | 895199 |
|  AppLovin Corp. - Class A<sup>(b)</sup> | 1008 | 396144 |
|  Atlassian Corp. - Class A<sup>(b)</sup> | 1674 | 347573 |
|  Autodesk, Inc.<sup>(b)</sup> | 1248 | 369558 |
|  AvidXchange Holdings, Inc.<sup>(b)</sup> | 16408 | 160634 |
|  Constellation Software, Inc./Canada | 177 | 641753 |
|  Docusign, Inc.<sup>(b)</sup> | 488 | 43242 |
|  Dropbox, Inc. - Class A<sup>(b)</sup> | 8810 | 254257 |
|  E2open Parent Holdings, Inc.<sup>(b)</sup> | 150435 | 482896 |
|  Fortinet, Inc.<sup>(b)</sup> | 3638 | 370276 |
|  Fortnox AB | 16610 | 149852 |
|  Intuit, Inc. | 1069 | 805459 |
|  Manhattan Associates, Inc.<sup>(b)</sup> | 718 | 135544 |
|  Microsoft Corp. | 13963 | 6428007 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Nice Ltd.<sup>(b)</sup> | 2350 | $| 398014 |
|  Oracle Corp. | 3234 |  | 535324 |
|  Roper Technologies, Inc. | 1153 |  | 657521 |
|  Salesforce, Inc. | 995 |  | 264043 |
|  SAP SE | 1961 |  | 593242 |
|  ServiceNow, Inc.<sup>(b)</sup> | 573 |  | 579354 |
|  Synopsys, Inc.<sup>(b)</sup> | 1214 |  | 563272 |
|  Zoom Communications, Inc.<sup>(b)</sup> | 4190 |  | 340437 |
|  |  |  | 16280384 |
|  **Technology Hardware, Storage & Peripherals – 1.2%** | **Technology Hardware, Storage & Peripherals – 1.2%** | **Technology Hardware, Storage & Peripherals – 1.2%** | **Technology Hardware, Storage & Peripherals – 1.2%** |
|  Apple, Inc. | 19701 |  | 3956946 |
|  Logitech International SA (REG) | 1615 |  | 134571 |
|  Ricoh Co., Ltd.<sup>(e)</sup> | 34600 |  | 322617 |
|  Samsung Electronics Co., Ltd. | 12085 |  | 490381 |
|  |  |  | 4904515 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;35411466 |
|  **Financials – 6.1%** | **Financials – 6.1%** | **Financials – 6.1%** | **Financials – 6.1%** |
|  **Banks – 2.1%** | **Banks – 2.1%** | **Banks – 2.1%** | **Banks – 2.1%** |
|  AIB Group PLC | 44839 |  | 353768 |
|  Banco Bilbao Vizcaya Argentaria SA | 26121 |  | 392127 |
|  Banco de Sabadell SA | 108910 |  | 346713 |
|  Banco Santander SA | 53401 |  | 426014 |
|  Bank of America Corp. | 7275 |  | 321046 |
|  Barclays PLC | 85519 |  | 378717 |
|  BOC Hong Kong Holdings Ltd. - Class H | 11000 |  | 46261 |
|  Citigroup, Inc. | 5885 |  | 443258 |
|  Danske Bank A/S | 9325 |  | 357331 |
|  DBS Group Holdings Ltd. | 6890 |  | 237722 |
|  DNB Bank ASA | 5575 |  | 149108 |
|  First Citizens BancShares, Inc./NC - Class A | 14 |  | 25884 |
|  HarborOne Bancorp, Inc. | 12472 |  | 141931 |
|  JPMorgan Chase & Co. | 3052 |  | 805728 |
|  KBC Group NV | 2703 |  | 267227 |
|  Mitsubishi UFJ Financial Group, Inc. | 19200 |  | 268575 |
|  NatWest Group PLC | 117328 |  | 833129 |
|  Nordea Bank Abp | 18403 |  | 266507 |
|  Oversea-Chinese Banking Corp., Ltd. | 44200 |  | 555158 |
|  Pacific Premier Bancorp, Inc. | 642 |  | 13610 |
|  Royal Bank of Canada | 2014 |  | 255267 |
|  Societe Generale SA | 6579 |  | 357224 |
|  Standard Chartered PLC | 18129 |  | 282835 |
|  Sumitomo Mitsui Financial Group, Inc. | 18800 |  | 482989 |
|  UniCredit SpA | 5141 |  | 330600 |
|  US Bancorp | 5138 |  | 223966 |
|  |  |  | 8562695 |
|  **Capital Markets – 1.6%** | **Capital Markets – 1.6%** | **Capital Markets – 1.6%** | **Capital Markets – 1.6%** |
|  Ameriprise Financial, Inc. | 616 |  | 313692 |
|  B3 SA - Brasil Bolsa Balcao | 61500 |  | 150000 |
|  Blackrock, Inc. | 563 |  | 551678 |
|  Cboe Global Markets, Inc. | 3824 |  | 876155 |
|  CME Group, Inc. | 975 |  | 281775 |
|  CVC Capital Partners PLC<sup>(f)</sup> | 8976 |  | 167031 |
|  Goldman Sachs Group, Inc. (The) | 1669 |  | 1002151 |
|  Hong Kong Exchanges & Clearing Ltd. - Class H | 2000 |  | 100049 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Intermediate Capital Group PLC | 20974 | $| 567769 |
|  Julius Baer Group Ltd. | 9752 |  | 643172 |
|  London Stock Exchange Group PLC | 3501 |  | 532700 |
|  Moody's Corp. | 823 |  | 394480 |
|  MSCI, Inc. | 475 |  | 267909 |
|  Singapore Exchange Ltd. | 42100 |  | 457230 |
|  TMX Group Ltd. | 8200 |  | 331442 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;6637233 |
|  **Consumer Finance – 0.1%** | **Consumer Finance – 0.1%** | **Consumer Finance – 0.1%** | **Consumer Finance – 0.1%** |
|  Ally Financial, Inc. | 9662 |  | 338170 |
|  Synchrony Financial | 5852 |  | 337368 |
|  |  |  | 675538 |
|  **Financial Services – 1.0%** | **Financial Services – 1.0%** | **Financial Services – 1.0%** | **Financial Services – 1.0%** |
|  Berkshire Hathaway, Inc. - Class B<sup>(b)</sup> | 466 |  | 234845 |
|  Curo Group Holdings LLC<sup>(b)</sup> | 7850 |  | 40561 |
|  Eurazeo SE | 2296 |  | 160563 |
|  EXOR NV<sup>(a)</sup> | 2199 |  | 211717 |
|  Fiserv, Inc.<sup>(b)</sup> | 3125 |  | 508719 |
|  Global Blue Group Holding AG<sup>(b)</sup> | 954 |  | 7088 |
|  Mastercard, Inc. - Class A | 2037 |  | 1192867 |
|  Mr Cooper Group, Inc.<sup>(b)</sup> | 2222 |  | 287816 |
|  Visa, Inc. - Class A | 4432 |  | 1618522 |
|  |  |  | 4262698 |
|  **Insurance – 1.3%** | **Insurance – 1.3%** | **Insurance – 1.3%** | **Insurance – 1.3%** |
|  Ageas SA/NV | 1343 |  | 87696 |
|  AIA Group Ltd. - Class H | 50800 |  | 422865 |
|  American International Group, Inc. | 1607 |  | 136016 |
|  AXA SA | 13905 |  | 655420 |
|  Everest Group Ltd. | 996 |  | 345801 |
|  Hannover Rueck SE | 552 |  | 174546 |
|  Hanover Insurance Group, Inc. (The) | 474 |  | 83415 |
|  iA Financial Corp., Inc. | 3231 |  | 328951 |
|  Japan Post Holdings Co., Ltd. | 36800 |  | 360583 |
|  Marsh & McLennan Cos., Inc. | 2175 |  | 508211 |
|  Medibank Pvt. Ltd. | 85689 |  | 263338 |
|  ProAssurance Corp.<sup>(b)</sup> | 24911 |  | 577686 |
|  Prudential PLC | 31187 |  | 354713 |
|  Talanx AG | 2395 |  | 310705 |
|  Tryg A/S | 14445 |  | 371129 |
|  Unipol Assicurazioni SpA | 17367 |  | 339902 |
|  |  |  | 5320977 |
|  |  |  | 25459141 |
|  **Consumer Discretionary – 4.2%** | **Consumer Discretionary – 4.2%** | **Consumer Discretionary – 4.2%** | **Consumer Discretionary – 4.2%** |
|  **Automobile Components – 0.1%** | **Automobile Components – 0.1%** | **Automobile Components – 0.1%** | **Automobile Components – 0.1%** |
|  Aisin Corp. | 26900 |  | 342284 |
|  Energy Technology<sup>(b) (d)</sup> | 13 |  | 2444 |
|  |  |  | 344728 |
|  **Automobiles – 0.1%** | **Automobiles – 0.1%** | **Automobiles – 0.1%** | **Automobiles – 0.1%** |
|  Tesla, Inc.<sup>(b)</sup> | 1426 |  | 494052 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Broadline Retail – 0.9%** | **Broadline Retail – 0.9%** | **Broadline Retail – 0.9%** |
|  Alibaba Group Holding Ltd. (Sponsored ADR) | 1634 | $186015 |
|  Amazon.com, Inc.<sup>(b)</sup> | 12799 | 2623923 |
|  Dollarama, Inc. | 2564 | 329760 |
|  Global-e Online Ltd.<sup>(b)</sup> | 602 | 19186 |
|  K2016470219 South Africa Ltd. - Class A<sup>(a) (b) (d) (g)</sup> | 465862 | 0 |
|  K2016470219 South Africa Ltd. - Class B<sup>(a) (b) (d) (g)</sup> | 73623 | 0 |
|  MercadoLibre, Inc.<sup>(b)</sup> | 163 | 417816 |
|  Next PLC | 1978 | 343276 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;3919976 |
|  **Distributors – 0.1%** | **Distributors – 0.1%** | **Distributors – 0.1%** |
|  D'ieteren Group | 1599 | 328352 |
|  **Diversified Consumer Services – 0.2%** | **Diversified Consumer Services – 0.2%** | **Diversified Consumer Services – 0.2%** |
|  Pearson PLC | 21495 | 337596 |
|  Service Corp. International/US | 5368 | 418704 |
|  |  | 756300 |
|  **Hotels, Restaurants & Leisure – 1.8%** | **Hotels, Restaurants & Leisure – 1.8%** | **Hotels, Restaurants & Leisure – 1.8%** |
|  Amadeus IT Group SA | 5100 | 424168 |
|  Aristocrat Leisure Ltd. | 5530 | 222209 |
|  Booking Holdings, Inc. | 189 | 1043078 |
|  Compass Group PLC | 20884 | 734340 |
|  Everi Holdings, Inc.<sup>(b)</sup> | 35029 | 494259 |
|  Expedia Group, Inc. | 2022 | 337168 |
|  Flutter Entertainment PLC<sup>(b)</sup> | 2791 | 705286 |
|  InterContinental Hotels Group PLC | 1442 | 165236 |
|  Just Eat Takeaway.com NV<sup>(b)</sup> | 20704 | 457794 |
|  Marriott International, Inc./MD - Class A | 3494 | 921822 |
|  Playa Hotels & Resorts NV<sup>(b)</sup> | 33591 | 452135 |
|  PlayAGS, Inc.<sup>(b)</sup> | 21131 | 258221 |
|  Yum China Holdings, Inc. | 16710 | 729391 |
|  Yum! Brands, Inc. | 4137 | 595480 |
|  |  | 7540587 |
|  **Household Durables – 0.1%** | **Household Durables – 0.1%** | **Household Durables – 0.1%** |
|  Sony Group Corp. | 8500 | 227510 |
|  **Specialty Retail – 0.6%** | **Specialty Retail – 0.6%** | **Specialty Retail – 0.6%** |
|  AutoZone, Inc.<sup>(b)</sup> | 204 | 761540 |
|  Carvana Co.<sup>(b)</sup> | 506 | 165543 |
|  Dynatrace, Inc.<sup>(b)</sup> | 990 | 53470 |
|  Foot Locker, Inc.<sup>(b)</sup> | 19135 | 454648 |
|  Home Depot, Inc. (The) | 1634 | 601786 |
|  Industria de Diseno Textil SA | 9137 | 494999 |
|  |  | 2531986 |
|  **Textiles, Apparel & Luxury Goods – 0.3%** | **Textiles, Apparel & Luxury Goods – 0.3%** | **Textiles, Apparel & Luxury Goods – 0.3%** |
|  Christian Dior SE | 371 | 189103 |
|  Lululemon Athletica, Inc.<sup>(b)</sup> | 983 | 311287 |
|  Pandora A/S | 2085 | 381124 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Skechers USA, Inc. - Class A<sup>(b)</sup> | 5338 | $| 331170 |
|  |  |  | 1212684 |
|  |  |  | 17356175 |
|  **Industrials – 4.0%** | **Industrials – 4.0%** | **Industrials – 4.0%** | **Industrials – 4.0%** |
|  **Aerospace & Defense – 0.6%** | **Aerospace & Defense – 0.6%** | **Aerospace & Defense – 0.6%** | **Aerospace & Defense – 0.6%** |
|  Airbus SE | 2153 |  | 395989 |
|  Dassault Aviation SA | 853 |  | 310251 |
|  HEICO Corp. - Class A | 1466 |  | 345742 |
|  MTU Aero Engines AG | 849 |  | 339574 |
|  Rheinmetall AG | 109 |  | 233616 |
|  Safran SA | 830 |  | 245478 |
|  Triumph Group, Inc.<sup>(b)</sup> | 20985 |  | 541203 |
|  |  |  | 2411853 |
|  **Air Freight & Logistics – 0.2%** | **Air Freight & Logistics – 0.2%** | **Air Freight & Logistics – 0.2%** | **Air Freight & Logistics – 0.2%** |
|  DSV A/S | 3146 |  | 740834 |
|  **Building Products – 0.5%** | **Building Products – 0.5%** | **Building Products – 0.5%** | **Building Products – 0.5%** |
|  AGC, Inc.<sup>(e)</sup> | 9700 |  | 287726 |
|  Carrier Global Corp. | 8274 |  | 589109 |
|  Lennox International, Inc. | 172 |  | 97085 |
|  Otis Worldwide Corp. | 10392 |  | 990877 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1964797 |
|  **Commercial Services & Supplies – 0.3%** | **Commercial Services & Supplies – 0.3%** | **Commercial Services & Supplies – 0.3%** | **Commercial Services & Supplies – 0.3%** |
|  Cintas Corp. | 1703 |  | 385730 |
|  Rollins, Inc. | 5441 |  | 311497 |
|  TOPPAN Holdings, Inc. | 12500 |  | 331923 |
|  Veralto Corp. | 3379 |  | 341380 |
|  |  |  | 1370530 |
|  **Construction & Engineering – 0.3%** | **Construction & Engineering – 0.3%** | **Construction & Engineering – 0.3%** | **Construction & Engineering – 0.3%** |
|  Eiffage SA | 757 |  | 104122 |
|  EMCOR Group, Inc. | 726 |  | 342571 |
|  Shimizu Corp. | 30100 |  | 330930 |
|  Stantec, Inc. | 5245 |  | 539539 |
|  |  |  | 1317162 |
|  **Electrical Equipment – 0.4%** | **Electrical Equipment – 0.4%** | **Electrical Equipment – 0.4%** | **Electrical Equipment – 0.4%** |
|  ABB Ltd. (REG) | 3573 |  | 202402 |
|  Prysmian SpA | 8126 |  | 522600 |
|  Rockwell Automation, Inc. | 1132 |  | 357203 |
|  Schneider Electric SE | 1386 |  | 349704 |
|  Siemens Energy AG<sup>(b)</sup> | 589 |  | 57560 |
|  |  |  | 1489469 |
|  **Ground Transportation – 0.2%** | **Ground Transportation – 0.2%** | **Ground Transportation – 0.2%** | **Ground Transportation – 0.2%** |
|  Uber Technologies, Inc.<sup>(b)</sup> | 7633 |  | 642393 |
|  **Machinery – 0.1%** | **Machinery – 0.1%** | **Machinery – 0.1%** | **Machinery – 0.1%** |
|  Yangzijiang Shipbuilding Holdings Ltd. | 205200 |  | 336181 |
|  **Passenger Airlines – 0.1%** | **Passenger Airlines – 0.1%** | **Passenger Airlines – 0.1%** | **Passenger Airlines – 0.1%** |
|  Qantas Airways Ltd. | 49157 |  | 335946 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Professional Services – 1.2%** | **Professional Services – 1.2%** | **Professional Services – 1.2%** |
|  Automatic Data Processing, Inc. | 3637 | $1183953 |
|  Booz Allen Hamilton Holding Corp. | 3264 | 346800 |
|  Broadridge Financial Solutions, Inc. | 1162 | 282169 |
|  Dun & Bradstreet Holdings, Inc. | 43474 | 391701 |
|  Experian PLC | 15683 | 781096 |
|  Genpact Ltd. | 6160 | 265188 |
|  Leidos Holdings, Inc. | 3206 | 476155 |
|  RELX PLC | 13549 | 729960 |
|  Verisk Analytics, Inc. | 121 | 38011 |
|  Wolters Kluwer NV | 3927 | 696373 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;5191406 |
|  **Trading Companies & Distributors – 0.1%** | **Trading Companies & Distributors – 0.1%** | **Trading Companies & Distributors – 0.1%** |
|  H&E Equipment Services, Inc. | 5515 | 521940 |
|  WW Grainger, Inc. | 108 | 117456 |
|  |  | 639396 |
|  |  | 16439967 |
|  **Health Care – 3.9%** | **Health Care – 3.9%** | **Health Care – 3.9%** |
|  **Biotechnology – 0.9%** | **Biotechnology – 0.9%** | **Biotechnology – 0.9%** |
|  AbbVie, Inc. | 5190 | 965911 |
|  Biogen, Inc.<sup>(b)</sup> | 544 | 70606 |
|  BioMarin Pharmaceutical, Inc.<sup>(b)</sup> | 3887 | 225718 |
|  Genmab A/S<sup>(b)</sup> | 993 | 209483 |
|  Gilead Sciences, Inc. | 8150 | 897152 |
|  Incyte Corp.<sup>(b)</sup> | 3001 | 195245 |
|  SpringWorks Therapeutics, Inc.<sup>(b)</sup> | 19719 | 921075 |
|  United Therapeutics Corp.<sup>(b)</sup> | 677 | 215861 |
|  |  | 3701051 |
|  **Health Care Equipment & Supplies – 0.5%** | **Health Care Equipment & Supplies – 0.5%** | **Health Care Equipment & Supplies – 0.5%** |
|  Align Technology, Inc.<sup>(b)</sup> | 1882 | 340529 |
|  Dexcom, Inc.<sup>(b)</sup> | 1331 | 114200 |
|  IDEXX Laboratories, Inc.<sup>(b)</sup> | 700 | 359352 |
|  Medtronic PLC | 4693 | 389425 |
|  STERIS PLC | 1409 | 345501 |
|  Straumann Holding AG (REG) | 1336 | 171847 |
|  Surmodics, Inc.<sup>(b)</sup> | 12826 | 372211 |
|  |  | 2093065 |
|  **Health Care Providers & Services – 1.1%** | **Health Care Providers & Services – 1.1%** | **Health Care Providers & Services – 1.1%** |
|  Amedisys, Inc.<sup>(b)</sup> | 9594 | 902508 |
|  Andlauer Healthcare Group, Inc.<sup>(e)</sup> | 388 | 15112 |
|  Cardinal Health, Inc. | 2309 | 356602 |
|  Cencora, Inc. | 1250 | 364050 |
|  Cross Country Healthcare, Inc.<sup>(b)</sup> | 32191 | 424277 |
|  Elevance Health, Inc. | 1479 | 567699 |
|  McKesson Corp. | 1690 | 1215972 |
|  UnitedHealth Group, Inc. | 1178 | 355650 |
|  Universal Health Services, Inc. - Class B | 1754 | 333874 |
|  |  | 4535744 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Health Care Technology – 0.0%** | **Health Care Technology – 0.0%** | **Health Care Technology – 0.0%** |
|  Veeva Systems, Inc. - Class A<sup>(b)</sup> | 226 | $63212 |
|  **Life Sciences Tools & Services – 0.2%** | **Life Sciences Tools & Services – 0.2%** | **Life Sciences Tools & Services – 0.2%** |
|  QIAGEN NV | 4746 | 214230 |
|  Thermo Fisher Scientific, Inc. | 2082 | 838671 |
|  |  | 1052901 |
|  **Pharmaceuticals – 1.2%** | **Pharmaceuticals – 1.2%** | **Pharmaceuticals – 1.2%** |
|  AstraZeneca PLC | 2054 | 300878 |
|  AstraZeneca PLC (Sponsored ADR) | 7068 | 514762 |
|  Bristol-Myers Squibb Co. | 6680 | 322510 |
|  Eli Lilly & Co. | 841 | 620381 |
|  Haleon PLC | 89532 | 499796 |
|  Merck & Co., Inc. | 7600 | 583984 |
|  Novartis AG (REG) | 4026 | 464718 |
|  Novo Nordisk A/S - Class B | 10622 | 754670 |
|  Recordati Industria Chimica e Farmaceutica SpA | 3183 | 191015 |
|  Roche Holding AG | 682 | 220932 |
|  Zoetis, Inc. | 2181 | 367782 |
|  |  | 4841428 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;16287401 |
|  **Communication Services – 2.7%** | **Communication Services – 2.7%** | **Communication Services – 2.7%** |
|  **Diversified Telecommunication Services – 0.4%** | **Diversified Telecommunication Services – 0.4%** | **Diversified Telecommunication Services – 0.4%** |
|  Comcast Corp. - Class A | 8175 | 282610 |
|  Frontier Communications Parent, Inc.<sup>(b)</sup> | 24763 | 897164 |
|  HKT Trust & HKT Ltd. - Class H | 221000 | 318303 |
|  Telenor ASA | 13527 | 207694 |
|  |  | 1705771 |
|  **Entertainment – 0.5%** | **Entertainment – 0.5%** | **Entertainment – 0.5%** |
|  Electronic Arts, Inc. | 3724 | 535437 |
|  Netflix, Inc.<sup>(b)</sup> | 587 | 708644 |
|  Spotify Technology SA<sup>(b)</sup> | 345 | 229473 |
|  Walt Disney Co. (The) | 4294 | 485394 |
|  |  | 1958948 |
|  **Interactive Media & Services – 1.3%** | **Interactive Media & Services – 1.3%** | **Interactive Media & Services – 1.3%** |
|  Alphabet, Inc. - Class A | 4139 | 710832 |
|  Alphabet, Inc. - Class C | 7851 | 1357045 |
|  Auto Trader Group PLC | 37047 | 396758 |
|  LY Corp. | 31100 | 112143 |
|  Meta Platforms, Inc. - Class A | 3943 | 2553053 |
|  Rightmove PLC | 26411 | 266127 |
|  |  | 5395958 |
|  **Media – 0.5%** | **Media – 0.5%** | **Media – 0.5%** |
|  Dentsu Group, Inc. | 10700 | 231113 |
|  Fox Corp. - Class B | 6594 | 331546 |
|  Informa PLC | 23754 | 251866 |
|  Interpublic Group of Cos., Inc. (The) | 36206 | 867496 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  New York Times Co. (The) - Class A | 4601 | $| 262809 |
|  |  |  | 1944830 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;11005507 |
|  **Consumer Staples – 1.8%** | **Consumer Staples – 1.8%** | **Consumer Staples – 1.8%** | **Consumer Staples – 1.8%** |
|  **Beverages – 0.7%** | **Beverages – 0.7%** | **Beverages – 0.7%** | **Beverages – 0.7%** |
|  Asahi Group Holdings Ltd.<sup>(e)</sup> | 59017 |  | 777845 |
|  Budweiser Brewing Co. APAC Ltd. - Class H<sup>(e) (f)</sup> | 141000 |  | 146267 |
|  Carlsberg AS - Class B | 2676 |  | 383048 |
|  Coca-Cola Co. (The) | 6944 |  | 500662 |
|  Coca-Cola HBC AG | 6319 |  | 329299 |
|  Heineken Holding NV | 3816 |  | 297431 |
|  Monster Beverage Corp.<sup>(b)</sup> | 5648 |  | 361190 |
|  Pernod Ricard SA | 2080 |  | 215077 |
|  |  |  | 3010819 |
|  **Consumer Staples Distribution & Retail – 0.6%** | **Consumer Staples Distribution & Retail – 0.6%** | **Consumer Staples Distribution & Retail – 0.6%** | **Consumer Staples Distribution & Retail – 0.6%** |
|  Costco Wholesale Corp. | 652 |  | 678197 |
|  Koninklijke Ahold Delhaize NV | 12022 |  | 507376 |
|  Loblaw Cos. Ltd. | 931 |  | 157070 |
|  Tesco PLC | 117699 |  | 615875 |
|  Walgreens Boots Alliance, Inc. | 35236 |  | 396405 |
|  Walmart, Inc. | 694 |  | 68512 |
|  |  |  | 2423435 |
|  **Food Products – 0.2%** | **Food Products – 0.2%** | **Food Products – 0.2%** | **Food Products – 0.2%** |
|  Kellanova | 11013 |  | 910004 |
|  **Household Products – 0.1%** | **Household Products – 0.1%** | **Household Products – 0.1%** | **Household Products – 0.1%** |
|  Colgate-Palmolive Co. | 1700 |  | 157998 |
|  Procter & Gamble Co. (The) | 1745 |  | 296458 |
|  Southeastern Grocers, Inc.<sup>(a) (d)</sup> | 8714 |  | 1568 |
|  |  |  | 456024 |
|  **Tobacco – 0.2%** | **Tobacco – 0.2%** | **Tobacco – 0.2%** | **Tobacco – 0.2%** |
|  Imperial Brands PLC | 7917 |  | 300250 |
|  Philip Morris International, Inc. | 2297 |  | 414815 |
|  |  |  | 715065 |
|  |  |  | 7515347 |
|  **Materials – 1.2%** | **Materials – 1.2%** | **Materials – 1.2%** | **Materials – 1.2%** |
|  **Chemicals – 0.5%** | **Chemicals – 0.5%** | **Chemicals – 0.5%** | **Chemicals – 0.5%** |
|  CF Industries Holdings, Inc. | 3739 |  | 339165 |
|  Covestro AG<sup>(b)</sup> | 11078 |  | 761000 |
|  Mitsubishi Chemical Group Corp. | 63300 |  | 336948 |
|  Sherwin-Williams Co. (The) | 430 |  | 154288 |
|  Sumitomo Chemical Co., Ltd. | 141300 |  | 338830 |
|  |  |  | 1930231 |
|  **Containers & Packaging – 0.2%** | **Containers & Packaging – 0.2%** | **Containers & Packaging – 0.2%** | **Containers & Packaging – 0.2%** |
|  Crown Holdings, Inc. | 3432 |  | 338052 |
|  Smurfit WestRock PLC | 12634 |  | 547431 |
|  |  |  | 885483 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Metals & Mining – 0.5%** | **Metals & Mining – 0.5%** | **Metals & Mining – 0.5%** |
|  Agnico Eagle Mines Ltd.<sup>(e)</sup> | 1032 | $121650 |
|  Calibre Mining Corp.<sup>(b)</sup> | 10334 | 23871 |
|  Kinross Gold Corp. | 12963 | 191373 |
|  MAG Silver Corp. | 6611 | 124022 |
|  Newmont Corp. | 7066 | 372520 |
|  Nucor Corp. | 3174 | 347109 |
|  Radius Recycling, Inc. | 10304 | 305101 |
|  Teck Resources Ltd. - Class B | 10410 | 385800 |
|  United States Steel Corp. | 5333 | 287022 |
|  |  | 2158468 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;4974182 |
|  **Energy – 0.8%** | **Energy – 0.8%** | **Energy – 0.8%** |
|  **Energy Equipment & Services – 0.3%** | **Energy Equipment & Services – 0.3%** | **Energy Equipment & Services – 0.3%** |
|  Artsonig Equity<sup>(a) (b) (d)</sup> | 51133 | 0 |
|  ChampionX Corp. | 35374 | 851452 |
|  CHC Group LLC<sup>(a) (b) (d)</sup> | 1138 | 0 |
|  Schlumberger NV | 11729 | 387644 |
|  |  | 1239096 |
|  **Oil, Gas & Consumable Fuels – 0.5%** | **Oil, Gas & Consumable Fuels – 0.5%** | **Oil, Gas & Consumable Fuels – 0.5%** |
|  Cheniere Energy, Inc. | 105 | 24884 |
|  ENEOS Holdings, Inc. | 24100 | 114188 |
|  Equinor ASA | 8995 | 210580 |
|  Exxon Mobil Corp. | 670 | 68541 |
|  Inpex Corp. | 13900 | 185868 |
|  Shell PLC | 27946 | 922076 |
|  Targa Resources Corp. | 1150 | 181619 |
|  Texas Pacific Land Corp. | 204 | 227262 |
|  TotalEnergies SE | 5478 | 322480 |
|  |  | 2257498 |
|  |  | 3496594 |
|  **Utilities – 0.7%** | **Utilities – 0.7%** | **Utilities – 0.7%** |
|  **Electric Utilities – 0.4%** | **Electric Utilities – 0.4%** | **Electric Utilities – 0.4%** |
|  ALLETE, Inc. | 9701 | 630953 |
|  American Electric Power Co., Inc. | 4538 | 469638 |
|  Edison International | 6062 | 337350 |
|  TXNM Energy, Inc. | 3425 | 194163 |
|  |  | 1632104 |
|  **Multi-Utilities – 0.3%** | **Multi-Utilities – 0.3%** | **Multi-Utilities – 0.3%** |
|  Ameren Corp. | 1633 | 158205 |
|  Centrica PLC | 159716 | 341522 |
|  E.ON SE | 6048 | 105998 |
|  National Grid PLC<sup>(e)</sup> | 16764 | 237391 |
|  NiSource, Inc. | 8719 | 344749 |
|  |  | 1187865 |
|  |  | 2819969 |
|  **Real Estate – 0.4%** | **Real Estate – 0.4%** | **Real Estate – 0.4%** |
|  **Real Estate Management & Development – 0.3%** | **Real Estate Management & Development – 0.3%** | **Real Estate Management & Development – 0.3%** |
|  CBRE Group, Inc. - Class A<sup>(b)</sup> | 2975 | 371934 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** | **U.S. $ Value** |
|  Mitsui Fudosan Co., Ltd. |  | 16400 | $| 157071 |
|  Redfin Corp.<sup>(b)</sup> |  | 26210 |  | 261838 |
|  Vonovia SE |  | 9493 |  | 311034 |
|  |  |  |  | 1101877 |
|  **Residential REITs – 0.1%** | **Residential REITs – 0.1%** | **Residential REITs – 0.1%** | **Residential REITs – 0.1%** | **Residential REITs – 0.1%** |
|  Invitation Homes, Inc. | Invitation Homes, Inc. | 10300 |  | 347110 |
|  |  |  |  | 1448987 |
|  Total Common Stocks<br>(cost $116,513,599) | Total Common Stocks<br>(cost $116,513,599) | Total Common Stocks<br>(cost $116,513,599) |  | 142214736 |
|  **INVESTMENT COMPANIES – 22.0%** | **INVESTMENT COMPANIES – 22.0%** | **INVESTMENT COMPANIES – 22.0%** | **INVESTMENT COMPANIES – 22.0%** | **INVESTMENT COMPANIES – 22.0%** |
|  **Funds and Investment Trusts – 22.0%<sup>(h)</sup>** | **Funds and Investment Trusts – 22.0%<sup>(h)</sup>** | **Funds and Investment Trusts – 22.0%<sup>(h)</sup>** | **Funds and Investment Trusts – 22.0%<sup>(h)</sup>** | **Funds and Investment Trusts – 22.0%<sup>(h)</sup>** |
|  BBGI Global Infrastructure SA | BBGI Global Infrastructure SA | 116696 |  | 226097 |
|  iShares Core International Aggregate Bond ETF<sup>(e)</sup> | iShares Core International Aggregate Bond ETF<sup>(e)</sup> | 585171 |  | 29761797 |
|  iShares Core MSCI EAFE ETF | iShares Core MSCI EAFE ETF | 344960 |  | 28479898 |
|  iShares Core MSCI Emerging Markets ETF<sup>(e)</sup> | iShares Core MSCI Emerging Markets ETF<sup>(e)</sup> | 295348 |  | 16743278 |
|  iShares Core MSCI International Developed Markets ETF<sup>(e)</sup> | iShares Core MSCI International Developed Markets ETF<sup>(e)</sup> | 29216 |  | 2197627 |
|  iShares Core S&P 500 ETF | iShares Core S&P 500 ETF | 14380 |  | 8515117 |
|  VanEck J. P. Morgan EM Local Currency Bond ETF | VanEck J. P. Morgan EM Local Currency Bond ETF | 220470 |  | 5441200 |
|  Total Investment Companies<br>(cost $86,271,215) | Total Investment Companies<br>(cost $86,271,215) | Total Investment Companies<br>(cost $86,271,215) |  | 91365014 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |  |
|  **GOVERNMENTS - TREASURIES – 15.3%** | **GOVERNMENTS - TREASURIES – 15.3%** | **GOVERNMENTS - TREASURIES – 15.3%** | **GOVERNMENTS - TREASURIES – 15.3%** | **GOVERNMENTS - TREASURIES – 15.3%** |
|  **Austria – 0.2%** | **Austria – 0.2%** | **Austria – 0.2%** | **Austria – 0.2%** | **Austria – 0.2%** |
|  Republic of Austria Government Bond<br>0.00%, 02/20/2031<sup>(f)</sup> | EUR | 1039 |  | 1027665 |
|  **Belgium – 0.1%** | **Belgium – 0.1%** | **Belgium – 0.1%** | **Belgium – 0.1%** | **Belgium – 0.1%** |
|  Kingdom of Belgium Government Bond<br>Series 104<br>3.45%, 06/22/2042<sup>(f)</sup> |  | 527 |  | 590743 |
|  **Canada – 1.3%** | **Canada – 1.3%** | **Canada – 1.3%** | **Canada – 1.3%** | **Canada – 1.3%** |
|  Canadian Government Bond | Canadian Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 03/01/2030 | CAD | 6345 |  | 4612735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 12/01/2055 |  | 230 |  | 144749 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/2029 |  | 724 |  | 542954 |
|  |  |  |  | 5300438 |
|  **Colombia – 0.3%** | **Colombia – 0.3%** | **Colombia – 0.3%** | **Colombia – 0.3%** | **Colombia – 0.3%** |
|  Colombian TES<br>Series B<br>13.25%, 02/09/2033 | COP | 5080300 |  | 1291854 |
|  **Finland – 0.1%** | **Finland – 0.1%** | **Finland – 0.1%** | **Finland – 0.1%** | **Finland – 0.1%** |
|  Finland Government Bond<br>Series 10Y<br>1.50%, 09/15/2032<sup>(f)</sup> | EUR | 378 |  | 396555 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **France – 0.3%** | **France – 0.3%** | **France – 0.3%** | **France – 0.3%** |
|  French Republic Government Bond OAT<br>Series OAT<br>3.50%, 11/25/2033<sup>(f)</sup> | EUR | 1069 | $1259805 |
|  **Germany – 0.9%** | **Germany – 0.9%** | **Germany – 0.9%** | **Germany – 0.9%** |
|  Bundesrepublik Deutschland Bundesanleihe | Bundesrepublik Deutschland Bundesanleihe | Bundesrepublik Deutschland Bundesanleihe |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 08/15/2031<sup>(f)</sup> |  | 1363 | 1354359 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 08/15/2050<sup>(f)</sup> |  | 101 | 55154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 08/15/2034<sup>(f)</sup> |  | 334 | 383140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.60%, 05/15/2041<sup>(f)</sup> |  | 1166 | 1281013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 07/04/2042<sup>(f)</sup> |  | 585 | 698299 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3771965 |
|  **Italy – 0.7%** | **Italy – 0.7%** | **Italy – 0.7%** | **Italy – 0.7%** |
|  Italy Buoni Poliennali Del Tesoro<br>Series 7Y<br>3.45%, 07/15/2031<sup>(f)</sup> |  | 379 | 444515 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 10Y<br>4.20%, 03/01/2034<sup>(f)</sup> |  | 1178 | 1433784 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 13Y<br>4.05%, 10/30/2037<sup>(f)</sup> |  | 725 | 856393 |
|  |  |  | 2734692 |
|  **Japan – 4.0%** | **Japan – 4.0%** | **Japan – 4.0%** | **Japan – 4.0%** |
|  Japan Government Two Year Bond<br>Series 469<br>0.70%, 02/01/2027 | JPY | 848400 | 5894020 |
|  Japan Government Five Year Bond<br>Series 161<br>0.30%, 06/20/2028 |  | 682400 | 4669125 |
|  Japan Government Twenty Year Bond<br>Series 183<br>1.40%, 12/20/2042 |  | 331000 | 2007876 |
|  Japan Government Thirty Year Bond<br>Series 82<br>1.80%, 03/20/2054 |  | 280800 | 1550171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 86<br>2.40%, 03/20/2055 |  | 181350 | 1146930 |
|  Japan Government Forty Year Bond<br>Series 16<br>1.30%, 03/20/2063 |  | 58600 | 248780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4<br>2.20%, 03/20/2051 |  | 161700 | 1015071 |
|  |  |  | 16531973 |
|  **Mexico – 0.5%** |  |  |  |
|  Mexican Bonos |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M<br>8.00%, 07/31/2053 | MXN | 5116 | 212743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 02/28/2030 |  | 36271 | 1845803 |
|  |  |  | 2058546 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Poland – 0.4%** | **Poland – 0.4%** | **Poland – 0.4%** | **Poland – 0.4%** |
|  Republic of Poland Government Bond<br>Series 0730<br>4.50%, 07/25/2030 | PLN | 5889 | $1544561 |
|  **South Korea – 0.5%** | **South Korea – 0.5%** | **South Korea – 0.5%** | **South Korea – 0.5%** |
|  Korea Treasury Bond<br>Series 3412<br>3.00%, 12/10/2034 | KRW | 2817080 | 2077455 |
|  **Spain – 0.8%** | **Spain – 0.8%** | **Spain – 0.8%** | **Spain – 0.8%** |
|  Spain Government Bond<br>3.15%, 04/30/2035<sup>(f)</sup> | EUR | 1618 | 1844801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2041<sup>(f)</sup> |  | 1200 | 1343178 |
|  |  |  | 3187979 |
|  **United Kingdom – 1.3%** | **United Kingdom – 1.3%** | **United Kingdom – 1.3%** | **United Kingdom – 1.3%** |
|  United Kingdom Gilt<br>1.50%, 07/31/2053<sup>(f)</sup> | GBP | 281 | 168479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/22/2045<sup>(f)</sup> |  | 1025 | 1082139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/31/2034<sup>(f)</sup> |  | 209 | 274711 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/07/2040<sup>(f)</sup> |  | 991 | 1216402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/07/2030<sup>(f)</sup> |  | 767 | 1042718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/31/2040<sup>(f)</sup> |  | 520 | 651788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/22/2043<sup>(f)</sup> |  | 868 | 1100592 |
|  |  |  | 5536829 |
|  **United States – 3.9%** | **United States – 3.9%** | **United States – 3.9%** | **United States – 3.9%** |
|  U.S. Treasury Bonds<br>1.125%, 08/15/2040 | U.S.$| 8442 | 5057735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 08/15/2051 |  | 1553 | 869619 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 02/15/2055 |  | 1410 | 1341032 |
|  U.S. Treasury Notes<br>1.25%, 05/31/2028 |  | 2004 | 1855672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/15/2027 |  | 694 | 674443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/31/2030 |  | 5883 | 5763600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/15/2034 |  | 649 | 624464 |
|  |  |  | 16186565 |
|  Total Governments - Treasuries<br>(cost $62,309,955) | Total Governments - Treasuries<br>(cost $62,309,955) | Total Governments - Treasuries<br>(cost $62,309,955) | &nbsp;&nbsp;&nbsp;&nbsp;63497625 |
|  **CORPORATES - INVESTMENT GRADE – 9.3%** | **CORPORATES - INVESTMENT GRADE – 9.3%** | **CORPORATES - INVESTMENT GRADE – 9.3%** | **CORPORATES - INVESTMENT GRADE – 9.3%** |
|  **Financial Institutions – 4.5%** | **Financial Institutions – 4.5%** | **Financial Institutions – 4.5%** | **Financial Institutions – 4.5%** |
|  **Banking – 3.8%** | **Banking – 3.8%** | **Banking – 3.8%** | **Banking – 3.8%** |
|  ABN AMRO Bank NV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/22/2033<sup>(f)</sup> | EUR | 200 | 236719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/21/2033<sup>(f)</sup> |  | 200 | 240836 |
|  AIB Group PLC<br>Series E<br>2.25%, 04/04/2028<sup>(f)</sup> |  | 382 | 431100 |
|  American Express Co.<br>3.433%, 05/20/2032 |  | 182 | 208865 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Banco Bilbao Vizcaya Argentaria SA<br>6.138%, 09/14/2028 | U.S.$| 200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205854 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.883%, 11/15/2034 |  | 200 | 223652 |
|  Banco Santander SA<br>4.175%, 03/24/2028 |  | 200 | 198062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.796%, 01/23/2029<sup>(f)</sup> | AUD | 320 | 213929 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>5.75%, 08/23/2033<sup>(f)</sup> | EUR | 200 | 243150 |
|  Bank of Ireland Group PLC<br>Series E<br>4.625%, 11/13/2029<sup>(f)</sup> |  | 451 | 540806 |
|  Banque Federative du Credit Mutuel SA<br>1.25%, 06/03/2030<sup>(f)</sup> |  | 200 | 206118 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 06/16/2032<sup>(f)</sup> |  | 200 | 230353 |
|  Barclays PLC<br>5.088%, 06/20/2030 | U.S.$| 202 | 200943 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>8.407%, 11/14/2032<sup>(f)</sup> | GBP | 141 | 201189 |
|  BNP Paribas SA<br>2.159%, 09/15/2029<sup>(f)</sup> | U.S.$| 304 | 278759 |
|  BPCE SA<br>2.277%, 01/20/2032<sup>(f)</sup> |  | 329 | 279367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.116%, 10/19/2032<sup>(f)</sup> |  | 250 | 214125 |
|  CaixaBank SA<br>3.50%, 04/06/2028<sup>(f)</sup> | GBP | 300 | 393821 |
|  Citigroup, Inc.<br>4.542%, 09/19/2030 | U.S.$| 205 | 202364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.592%, 11/19/2034 |  | 337 | 337435 |
|  Commerzbank AG<br>Series 1061<br>3.625%, 01/14/2032<sup>(f)</sup> | EUR | 100 | 114311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 01/17/2031<sup>(f)</sup> |  | 200 | 239528 |
|  Credit Agricole SA<br>5.364%, 06/01/2028 <sup>(f)</sup> | AUD | 200 | 132531 |
|  Danske Bank A/S<br>4.613%, 10/02/2030<sup>(f)</sup> | U.S.$| 206 | 203674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.75%, 06/21/2030<sup>(f)</sup> | EUR | 177 | 214842 |
|  Deutsche Bank AG/New York NY<br>3.547%, 09/18/2031 | U.S.$| 200 | 184154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.729%, 01/14/2032 |  | 231 | 207634 |
|  Goldman Sachs Group, Inc. (The)<br>4.937%, 04/23/2028 |  | 217 | 217961 |
|  HSBC Holdings PLC<br>5.13%, 03/03/2031 |  | 288 | 288515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.364%, 11/16/2032<sup>(f)</sup> | EUR | 223 | 271484 |
|  ING Groep NV<br>Series E<br>4.875%, 10/02/2029<sup>(f)</sup> | GBP | 100 | 134094 |
|  Intesa Sanpaolo SpA<br>3.875%, 07/14/2027<sup>(f)</sup> | U.S.$| 416 | 408233 |
|  JPMorgan Chase & Co.<br>Series E<br>4.457%, 11/13/2031<sup>(f)</sup> | EUR | 470 | 568814 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  KBC Group NV<br>Series E<br>4.875%, 04/25/2033<sup>(f)</sup> | EUR | 300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353474 |
|  Lloyds Banking Group PLC<br>5.802%, 03/17/2029 | AUD | 100 | 66418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.75%, 09/21/2031<sup>(f)</sup> | EUR | 341 | 414334 |
|  Mitsubishi UFJ Financial Group, Inc.<br>2.494%, 10/13/2032 | U.S.$| 395 | 341110 |
|  Mizuho Financial Group, Inc.<br>3.153%, 07/16/2030 |  | 512 | 480287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.382%, 07/10/2030 |  | 200 | 204024 |
|  Morgan Stanley<br>4.656%, 03/02/2029 | EUR | 352 | 418935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.192%, 04/17/2031 | U.S.$| 135 | 136947 |
|  Nationwide Building Society<br>3.96%, 07/18/2030<sup>(f)</sup> |  | 207 | 199950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.178%, 12/07/2027<sup>(f)</sup> | GBP | 258 | 354117 |
|  NatWest Group PLC<br>3.032%, 11/28/2035 | U.S.$| 239 | 211266 |
|  Series E<br>5.763%, 02/28/2034<sup>(f)</sup> | EUR | 173 | 211154 |
|  Santander UK Group Holdings PLC<br>6.534%, 01/10/2029 | U.S.$| 200 | 207560 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>2.421%, 01/17/2029<sup>(f)</sup> | GBP | 100 | 125620 |
|  Societe Generale SA<br>6.447%, 01/12/2027<sup>(f)</sup> | U.S.$| 384 | 387187 |
|  Standard Chartered PLC<br>2.608%, 01/12/2028<sup>(e) (f)</sup> |  | 212 | 204684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.265%, 02/18/2036<sup>(f)</sup> |  | 233 | 207253 |
|  Sumitomo Mitsui Trust Bank Ltd.<br>4.45%, 09/10/2027<sup>(f)</sup> |  | 273 | 272801 |
|  Svenska Handelsbanken AB<br>5.00%, 03/02/2028<sup>(f)</sup> | AUD | 200 | 131876 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series E<br>4.625%, 08/23/2032<sup>(f)</sup> | GBP | 161 | 213149 |
|  Swedbank AB<br>Series G<br>3.625%, 08/23/2032<sup>(f)</sup> | EUR | 303 | 348445 |
|  Toronto-Dominion Bank (The)<br>5.248%, 07/23/2029<sup>(f)</sup> | AUD | 250 | 164980 |
|  UBS Group AG<br>2.875%, 04/02/2032<sup>(f)</sup> | EUR | 125 | 138535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 03/01/2029<sup>(f)</sup> |  | 318 | 406980 |
|  UniCredit SpA<br>1.982%, 06/03/2027<sup>(f)</sup> | U.S.$| 200 | 194058 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.861%, 06/19/2032<sup>(f)</sup> |  | 275 | 275421 |
|  Visa, Inc.<br>2.25%, 05/15/2028 | EUR | 163 | 184147 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Wells Fargo & Co.<br>Series E<br>1.741%, 05/04/2030<sup>(f)</sup> | EUR | 336 | $| 363981 |
|  |  |  |  | 15691915 |
|  **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** | **Finance – 0.2%** |
|  Air Lease Corp.<br>5.40%, 06/01/2028 | CAD | 175 |  | 133375 |
|  Aircastle Ltd.<br>5.95%, 02/15/2029<sup>(f)</sup> | U.S.$| 35 |  | 35909 |
|  Aircastle Ltd./Aircastle Ireland DAC<br>5.25%, 03/15/2030<sup>(f)</sup> |  | 271 |  | 269748 |
|  Aviation Capital Group LLC<br>1.95%, 09/20/2026<sup>(f)</sup> |  | 215 |  | 206864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 04/14/2027<sup>(f)</sup> |  | 37 |  | 36880 |
|  Temasek Financial I Ltd.<br>Series E<br>2.75%, 08/28/2034<sup>(f)</sup> | CNH | 2000 |  | 282111 |
|  |  |  |  | 964887 |
|  **Financial Services – 0.1%** |  |  |  |  |
|  Equinix Europe 2 Financing Corp. LLC<br>4.00%, 05/19/2034 | EUR | 185 |  | 212201 |
|  **Insurance – 0.1%** |  |  |  |  |
|  Athene Global Funding<br>2.55%, 11/19/2030<sup>(f)</sup> | U.S.$| 28 |  | 24559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.193% (SOFR + 0.85%), 05/08/2026<sup>(f) (i)</sup> |  | 156 |  | 156106 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/07/2030<sup>(f)</sup> |  | 44 |  | 44555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.526%, 07/11/2031<sup>(f)</sup> |  | 316 |  | 319738 |
|  |  |  |  | 544958 |
|  **REITs – 0.3%** |  |  |  |  |
|  American Tower Corp.<br>0.875%, 05/21/2029 | EUR | 122 |  | 127897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 03/15/2030 | U.S.$| 287 |  | 288587 |
|  EPR Properties<br>4.50%, 06/01/2027 |  | 234 |  | 231529 |
|  GLP Capital LP/GLP Financing II, Inc.<br>4.00%, 01/15/2030 |  | 217 |  | 205085 |
|  Trust Fibra Uno<br>4.869%, 01/15/2030<sup>(f)</sup> |  | 200 |  | 186350 |
|  WEA Finance LLC<br>2.875%, 01/15/2027<sup>(f)</sup> |  | 212 |  | 205171 |
|  |  |  |  | 1244619 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;18658580 |
|  **Industrial – 4.0%** |  |  |  |  |
|  **Basic – 0.3%** |  |  |  |  |
|  Alpek SAB de CV<br>4.25%, 09/18/2029<sup>(e) (f)</sup> |  | 220 |  | 206181 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Glencore Funding LLC<br>5.186%, 04/01/2030<sup>(f)</sup> | U.S.$| 174 | $| 176083 |
|  LYB International Finance III LLC<br>6.15%, 05/15/2035 |  | 36 |  | 36543 |
|  Nexa Resources SA<br>6.75%, 04/09/2034<sup>(e) (f)</sup> |  | 200 |  | 203900 |
|  Orbia Advance Corp. SAB de CV<br>2.875%, 05/11/2031<sup>(e) (f)</sup> |  | 400 |  | 329444 |
|  Sociedad Quimica y Minera de Chile SA<br>5.50%, 09/10/2034<sup>(f)</sup> |  | 200 |  | 190450 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1142601 |
|  **Capital Goods – 0.1%** | **Capital Goods – 0.1%** | **Capital Goods – 0.1%** | **Capital Goods – 0.1%** | **Capital Goods – 0.1%** |
|  John Deere Financial Ltd.<br>5.05%, 06/28/2029 | AUD | 320 |  | 211545 |
|  Parker-Hannifin Corp.<br>2.90%, 03/01/2030 | EUR | 364 |  | 410456 |
|  |  |  |  | 622001 |
|  **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** | **Communications - Media – 0.2%** |
|  Cox Communications, Inc.<br>5.70%, 06/15/2033<sup>(f)</sup> | U.S.$| 265 |  | 263961 |
|  Grupo Televisa SAB<br>8.50%, 03/11/2032 |  | 175 |  | 187085 |
|  Warnermedia Holdings, Inc.<br>4.279%, 03/15/2032 |  | 127 |  | 107906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.141%, 03/15/2052 |  | 236 |  | 152921 |
|  |  |  |  | 711873 |
|  **Communications - Telecommunications – 0.1%** |  |  |  |  |
|  Bell Telephone Co. of Canada or Bell Canada<br>5.85%, 11/10/2032 | CAD | 260 |  | 208040 |
|  TELUS Corp.<br>Series CAG<br>5.25%, 11/15/2032 |  | 277 |  | 213721 |
|  Verizon Communications, Inc.<br>2.35%, 03/23/2028<sup>(f)</sup> | AUD | 200 |  | 122371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/17/2027<sup>(f)</sup> |  | 80 |  | 51927 |
|  |  |  |  | 596059 |
|  **Consumer Cyclical - Automotive – 0.3%** |  |  |  |  |
|  General Motors Financial Co., Inc.<br>4.30%, 04/06/2029 | U.S.$| 85 |  | 82344 |
|  General Motors Financial of Canada Ltd.<br>5.10%, 07/14/2028 | CAD | 280 |  | 209957 |
|  Harley-Davidson Financial Services, Inc.<br>3.05%, 02/14/2027<sup>(f)</sup> | U.S.$| 183 |  | 175413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 06/11/2029<sup>(f)</sup> |  | 125 |  | 125609 |
|  Hyundai Capital America<br>1.80%, 01/10/2028<sup>(f)</sup> |  | 374 |  | 345980 |
|  Magna International, Inc.<br>3.625%, 05/21/2031 | EUR | 112 |  | 127898 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Toyota Finance Australia Ltd.<br>4.65%, 09/17/2029 | AUD | 230 | $149407 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1216608 |
|  **Consumer Cyclical - Entertainment – 0.1%** |  |  |  |
|  CPUK Finance Ltd.<br>5.876%, 08/28/2027<sup>(f)</sup> | GBP | 200 | 272046 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  GENM Capital Labuan Ltd.<br>3.882%, 04/19/2031<sup>(f)</sup> | U.S.$| 225 | 198000 |
|  MDC Holdings, Inc.<br>6.00%, 01/15/2043 |  | 197 | 174294 |
|  |  |  | 372294 |
|  **Consumer Non-Cyclical – 1.1%** |  |  |  |
|  Altria Group, Inc.<br>3.125%, 06/15/2031 | EUR | 227 | 253170 |
|  American Medical Systems Europe BV<br>3.00%, 03/08/2031 |  | 303 | 343219 |
|  BAT International Finance PLC<br>Series E<br>4.125%, 04/12/2032<sup>(f)</sup> |  | 154 | 179430 |
|  Cencosud SA<br>5.95%, 05/28/2031<sup>(f)</sup> | U.S.$| 200 | 203300 |
|  CommonSpirit Health<br>5.318%, 12/01/2034 |  | 337 | 331234 |
|  CVS Health Corp.<br>1.75%, 08/21/2030 |  | 164 | 139461 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 06/01/2034 |  | 267 | 268661 |
|  Diageo Investment Corp.<br>5.125%, 08/15/2030 |  | 200 | 204008 |
|  General Mills, Inc.<br>3.60%, 04/17/2032 | EUR | 362 | 413960 |
|  Imperial Brands Finance PLC<br>5.875%, 07/01/2034<sup>(f)</sup> | U.S.$| 267 | 268535 |
|  Loblaw Cos. Ltd.<br>6.54%, 02/17/2033<sup>(f)</sup> | CAD | 165 | 136338 |
|  Molson Coors Beverage Co.<br>3.80%, 06/15/2032 | EUR | 305 | 354080 |
|  Mondelez International, Inc.<br>4.50%, 05/06/2030 | U.S.$| 213 | 211002 |
|  Pfizer Netherlands International Finance BV<br>2.875%, 05/19/2029 | EUR | 139 | 158975 |
|  Philip Morris International, Inc.<br>0.80%, 08/01/2031 |  | 350 | 345299 |
|  Stryker Corp.<br>3.375%, 12/11/2028 |  | 121 | 140347 |
|  Sutter Health<br>Series 2025<br>5.213%, 08/15/2032 | U.S.$| 68 | 68930 |
|  Takeda Pharmaceutical Co., Ltd.<br>2.05%, 03/31/2030 |  | 469 | 415557 |
|  |  |  | 4435506 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Energy – 0.9%** | **Energy – 0.9%** | **Energy – 0.9%** | **Energy – 0.9%** |
|  BP Capital Markets PLC<br>3.625%, 03/22/2029<sup>(f) (j)</sup> | EUR | 214 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.751%, 08/28/2029<sup>(f)</sup> | AUD | 250 | 163282 |
|  Continental Resources, Inc./OK<br>2.875%, 04/01/2032<sup>(f)</sup> | U.S.$| 176 | 144000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(f)</sup> |  | 198 | 197218 |
|  Devon Energy Corp.<br>7.95%, 04/15/2032 |  | 139 | 156748 |
|  Enbridge, Inc.<br>6.10%, 11/09/2032 | CAD | 171 | 138715 |
|  Eni SpA<br>5.75%, 05/19/2035<sup>(f)</sup> | U.S.$| 343 | 343312 |
|  ONEOK Partners LP<br>6.65%, 10/01/2036 |  | 314 | 329983 |
|  Ovintiv, Inc.<br>7.20%, 11/01/2031 |  | 52 | 55168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 11/01/2031 |  | 321 | 342863 |
|  Raizen Fuels Finance SA<br>6.45%, 03/05/2034<sup>(f)</sup> |  | 200 | 198000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/25/2037<sup>(f)</sup> |  | 200 | 192860 |
|  TotalEnergies SE<br>Series NC7<br>1.625%, 10/25/2027<sup>(f) (j)</sup> | EUR | 334 | 361560 |
|  Transportadora de Gas Internacional SA ESP<br>5.55%, 11/01/2028<sup>(f)</sup> | U.S.$| 300 | 302343 |
|  Var Energi ASA<br>5.875%, 05/22/2030<sup>(f)</sup> |  | 200 | 202526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(f)</sup> |  | 245 | 257644 |
|  Wintershall Dea Finance BV<br>1.823%, 09/25/2031<sup>(f)</sup> | EUR | 300 | 297282 |
|  |  |  | 3923711 |
|  **Services – 0.1%** |  |  |  |
|  Alibaba Group Holding Ltd.<br>2.80%, 11/28/2029<sup>(f)</sup> | CNH | 2500 | 349582 |
|  Sodexo, Inc.<br>5.15%, 08/15/2030<sup>(f)</sup> | U.S.$| 343 | 345754 |
|  |  |  | 695336 |
|  **Technology – 0.4%** |  |  |  |
|  Alphabet, Inc.<br>2.50%, 05/06/2029 | EUR | 182 | 206873 |
|  Broadridge Financial Solutions, Inc.<br>2.60%, 05/01/2031 | U.S.$| 397 | 349626 |
|  Fidelity National Information Services, Inc.<br>1.00%, 12/03/2028 | EUR | 270 | 286788 |
|  Fiserv, Inc.<br>1.625%, 07/01/2030 |  | 144 | 151742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/21/2033 | U.S.$| 261 | 265547 |
|  Foundry JV Holdco LLC<br>6.15%, 01/25/2032<sup>(f)</sup> |  | 268 | 278224 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Oracle Corp.<br>5.25%, 02/03/2032 | U.S.$| 337 | $| 342015 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1880815 |
|  **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** | **Transportation - Airlines – 0.1%** |
|  AS Mileage Plan IP Ltd.<br>5.021%, 10/20/2029<sup>(f)</sup> |  | 41 |  | 40157 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.<br>4.75%, 10/20/2028<sup>(f)</sup> |  | 270 |  | 268853 |
|  |  |  |  | 309010 |
|  **Transportation - Railroads – 0.1%** | **Transportation - Railroads – 0.1%** | **Transportation - Railroads – 0.1%** | **Transportation - Railroads – 0.1%** | **Transportation - Railroads – 0.1%** |
|  Lima Metro Line 2 Finance Ltd.<br>4.35%, 04/05/2036<sup>(f)</sup> |  | 202 |  | 187093 |
|  MTR Corp., Ltd.<br>Series E<br>2.75%, 09/20/2034<sup>(f)</sup> | CNH | 1500 |  | 212313 |
|  |  |  |  | 399406 |
|  **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** | **Transportation - Services – 0.1%** |
|  Heathrow Funding Ltd.<br>6.45%, 12/10/2033<sup>(f)</sup> | GBP | 192 |  | 272803 |
|  |  |  |  | 16850069 |
|  **Utility – 0.8%** | **Utility – 0.8%** | **Utility – 0.8%** | **Utility – 0.8%** | **Utility – 0.8%** |
|  **Electric – 0.5%** | **Electric – 0.5%** | **Electric – 0.5%** | **Electric – 0.5%** | **Electric – 0.5%** |
|  E.ON International Finance BV<br>Series E<br>6.25%, 06/03/2030<sup>(f)</sup> |  | 101 |  | 143085 |
|  EDP Servicios Financieros Espana SA<br>Series E<br>3.50%, 07/21/2031<sup>(f)</sup> | EUR | 299 |  | 345240 |
|  Electricite de France SA<br>Series MPLE<br>5.993%, 05/23/2030<sup>(f)</sup> | CAD | 262 |  | 206562 |
|  Engie SA<br>Series E<br>3.50%, 09/27/2029<sup>(f)</sup> | EUR | 100 |  | 116265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 01/11/2030<sup>(f)</sup> |  | 100 |  | 116812 |
|  Kallpa Generacion SA<br>5.875%, 01/30/2032<sup>(f)</sup> | U.S.$| 202 |  | 203616 |
|  LG Energy Solution Ltd.<br>5.375%, 04/02/2030<sup>(e) (f)</sup> |  | 344 |  | 340491 |
|  Niagara Mohawk Power Corp.<br>4.278%, 12/15/2028<sup>(f)</sup> |  | 343 |  | 337495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 01/17/2034<sup>(f)</sup> |  | 205 |  | 201431 |
|  SSE PLC<br>Series E<br>8.375%, 11/20/2028<sup>(f)</sup> | GBP | 98 |  | 146466 |
|  |  |  |  | 2157463 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Natural Gas – 0.1%** |  |  |  |
|  Cadent Finance PLC<br>Series E<br>3.75%, 04/16/2033<sup>(f)</sup> | EUR | 203 | $231188 |
|  Grupo Energia Bogota SA ESP<br>7.85%, 11/09/2033<sup>(f)</sup> | U.S.$| 200 | 220500 |
|  |  |  | 451688 |
|  **Other Utility – 0.2%** |  |  |  |
|  Suez SACA<br>Series E<br>2.375%, 05/24/2030<sup>(f)</sup> | EUR | 300 | 330447 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/03/2028<sup>(f)</sup> |  | 100 | 119540 |
|  Veolia Environnement SA<br>Series E<br>1.94%, 01/07/2030<sup>(f)</sup> |  | 100 | 108934 |
|  |  |  | 558921 |
|  |  |  | 3168072 |
|  Total Corporates - Investment Grade<br>(cost $37,714,268) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;38676721 |
|  **MORTGAGE PASS-THROUGHS – 5.1%** |  |  |  |
|  **Agency Fixed Rate 30-Year – 5.1%** |  |  |  |
|  Government National Mortgage Association<br>Series 2025<br>2.50%, 06/01/2055, TBA | U.S.$| 1675 | 1403707 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 06/01/2055, TBA |  | 1919 | 1672498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 06/01/2055, TBA |  | 1120 | 1026465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/2055, TBA |  | 795 | 750864 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2055, TBA |  | 5636 | 5468783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/2055, TBA |  | 5821 | 5780864 |
|  Uniform Mortgage-Backed Security<br>Series 2025<br>2.00%, 06/01/2055, TBA |  | 1398 | 1086672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 06/01/2055, TBA |  | 1643 | 1338981 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/2055, TBA |  | 2038 | 2058297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 06/01/2055, TBA |  | 364 | 373782 |
|  Total Mortgage Pass-Throughs<br>(cost $21,033,905) |  |  | 20960913 |
|  **COLLATERALIZED LOAN OBLIGATIONS – 1.3%** |  |  |  |
|  **CLO - Floating Rate – 1.3%** |  |  |  |
|  AMMC CLO 25 Ltd.<br>Series 2022-25A, Class A1R<br>5.606% (CME Term SOFR 3 Month + 1.35%), 04/15/2035<sup>(f) (i)</sup> |  | 500 | 500088 |
|  Apidos CLO XV<br>Series 2013-15A, Class BRR<br>6.081% (CME Term SOFR 3 Month + 1.81%), 04/20/2031<sup>(f) (i)</sup> |  | 250 | 250330 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Apidos CLO XXXII<br>Series 2019-32A, Class A1R<br>5.369% (CME Term SOFR 3 Month + 1.10%), 01/20/2033<sup>(f) (i)</sup> | U.S.$| 527 | $527062 |
|  Chenango Park CLO Ltd.<br>Series 2018-1A, Class BR<br>6.056% (CME Term SOFR 3 Month + 1.80%), 04/15/2030<sup>(f) (i)</sup> |  | 250 | 250485 |
|  CIFC Funding Ltd.<br>Series 2018-3A, Class B<br>6.131% (CME Term SOFR 3 Month + 1.86%), 07/18/2031<sup>(f) (i)</sup> |  | 500 | 500580 |
|  Clover CLO LLC<br>Series 2021-3A, Class BR<br>5.732% (CME Term SOFR 3 Month + 1.45%), 01/25/2035<sup>(f) (i)</sup> |  | 256 | 254136 |
|  Dryden 113 CLO Ltd.<br>Series 2022-113A, Class BR2<br>5.906% (CME Term SOFR 3 Month + 1.65%), 10/15/2037<sup>(f) (i)</sup> |  | 250 | 249339 |
|  Juniper Valley Park CLO Ltd.<br>Series 2023-1A, Class AR<br>5.519% (CME Term SOFR 3 Month + 1.25%), 07/20/2036<sup>(f) (i)</sup> |  | 260 | 260264 |
|  Magnetite XIX Ltd.<br>Series 2017-19A, Class B1RR<br>5.73% (CME Term SOFR 3 Month + 1.45%), 04/17/2034<sup>(f) (i)</sup> |  | 250 | 249883 |
|  Magnetite XXVII Ltd.<br>Series 2020-27A, Class BR<br>6.081% (CME Term SOFR 3 Month + 1.81%), 10/20/2034<sup>(f) (i)</sup> |  | 350 | 350558 |
|  OCP CLO Ltd.<br>Series 2021-23A, Class BR<br>5.832% (CME Term SOFR 3 Month + 1.55%), 01/17/2037<sup>(f) (i)</sup> |  | 250 | 249625 |
|  Pikes Peak CLO 6<br>Series 2020-6A, Class ARR<br>5.264% (CME Term SOFR 3 Month + 0.94%), 05/18/2034<sup>(f) (i)</sup> |  | 250 | 249004 |
|  Signal Peak CLO 11 Ltd.<br>Series 2024-11A, Class A1<br>5.719% (CME Term SOFR 3 Month + 1.45%), 07/18/2037<sup>(f) (i)</sup> |  | 500 | 500039 |
|  Voya CLO Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-2A, Class A1R<br>5.513% (CME Term SOFR 3 Month + 1.23%), 04/25/2031<sup>(f) (i)</sup> |  | 152 | 152225 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1A, Class A1<br>5.481% (CME Term SOFR 3 Month + 1.21%), 04/19/2031<sup>(f) (i)</sup> |  | 195 | 194610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2A, Class A2<br>5.768% (CME Term SOFR 3 Month + 1.51%), 07/15/2031<sup>(f) (i)</sup> |  | 500 | 500033 |
|  Total Collateralized Loan Obligations<br>(cost $5,242,383) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5238261 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 1.3%** |  |  |  |
|  **Risk Share Floating Rate – 0.9%** |  |  |  |
|  Connecticut Avenue Securities<br>Series 2025-R01, Class 1M1<br>5.421% (CME Term SOFR + 1.10%), 01/25/2045<sup>(f) (i)</sup> | U.S.$| 120 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119901 |
|  Connecticut Avenue Securities Trust<br>Series 2022-R06, Class 1M1<br>7.072% (CME Term SOFR + 2.75%), 05/25/2042<sup>(f) (i)</sup> |  | 196 | 200478 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1M1<br>6.872% (CME Term SOFR + 2.55%), 07/25/2042<sup>(f) (i)</sup> |  | 248 | 253547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1M2<br>7.922% (CME Term SOFR + 3.60%), 07/25/2042<sup>(f) (i)</sup> |  | 400 | 417252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R01, Class 1M1<br>6.721% (CME Term SOFR + 2.40%), 12/25/2042<sup>(f) (i)</sup> |  | 334 | 341610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1M2<br>6.122% (CME Term SOFR + 1.80%), 02/25/2044<sup>(f) (i)</sup> |  | 262 | 264849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1A1<br>5.321% (CME Term SOFR + 1.00%), 02/25/2045<sup>(f) (i)</sup> |  | 105 | 105257 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R03, Class 2A1<br>5.772% (CME Term SOFR + 1.45%), 03/25/2045<sup>(f) (i)</sup> |  | 259 | 260256 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2021-DNA6, Class M2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.822% (CME Term SOFR + 1.50%), 10/25/2041<sup>(f) (i)</sup> |  | 205 | 205438 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class M2<br>6.122% (CME Term SOFR + 1.80%), 11/25/2041<sup>(f) (i)</sup> |  | 400 | 403125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class M1A<br>5.622% (CME Term SOFR + 1.30%), 02/25/2042<sup>(f) (i)</sup> |  | 231 | 230578 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M1A<br>6.472% (CME Term SOFR + 2.15%), 09/25/2042<sup>(f) (i)</sup> |  | 137 | 138056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1B<br>7.571% (CME Term SOFR + 3.25%), 04/25/2043<sup>(f) (i)</sup> |  | 250 | 261952 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DNA3, Class M1<br>5.322% (CME Term SOFR + 1.00%), 10/25/2044<sup>(f) (i)</sup> |  | 31 | 31392 |

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------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2023-HQA2<br>Series 2023-HQA2, Class M1B<br>7.672% (CME Term SOFR + 3.35%), 06/25/2043<sup>(f) (i)</sup> | U.S.$| 326 | $340559 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA1<br>Series 2025-DNA1, Class A1<br>5.272% (CME Term SOFR + 0.95%), 01/25/2045<sup>(f) (i)</sup> |  | 87 | 86522 |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes 2025-DNA2<br>Series 2025-DNA2, Class A1<br>5.431% (CME Term SOFR + 1.10%), 05/25/2045<sup>(f) (i)</sup> |  | 66 | 65700 |
|  |  |  | 3726472 |
|  **Non-Agency Fixed Rate – 0.3%** |  |  |  |
|  Angel Oak Mortgage Trust<br>Series 2025-4, Class A1<br>5.855%, 04/25/2070<sup>(f)</sup> |  | 110 | 110178 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6, Class A1<br>5.515%, 03/25/2070<sup>(f)</sup> |  | 156 | 156298 |
|  BRAVO Residential Funding Trust<br>Series 2025-NQM5, Class A1<br>5.496%, 02/25/2065<sup>(f)</sup> |  | 159 | 158525 |
|  COLT Mortgage Loan Trust<br>Series 2025-5, Class A1<br>5.536%, 05/25/2070<sup>(f)</sup> |  | 108 | 108361 |
|  Cross Mortgage Trust<br>Series 2025-H4, Class A1<br>5.596%, 06/25/2070<sup>(d) (f)</sup> |  | 167 | 166925 |
|  GCAT Trust<br>Series 2025-NQM2, Class A1<br>5.604%, 04/25/2070<sup>(f)</sup> |  | 137 | 137534 |
|  OBX Trust<br>Series 2025-NQM7, Class A1<br>5.56%, 05/25/2055<sup>(f)</sup> |  | 370 | 370849 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM8, Class A1<br>5.472%, 03/25/2065<sup>(f)</sup> |  | 122 | 122528 |
|  |  |  | 1331198 |
|  **Non-Agency Floating Rate – 0.1%** |  |  |  |
|  Morgan Stanley Residential Mortgage Loan Trust<br>Series 2025-NQM3, Class A1<br>5.53%, 05/25/2070<sup>(f)</sup> |  | 128 | 128077 |
|  |  |  | 128077 |
|  Total Collateralized Mortgage Obligations<br>(cost $5,196,585) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;5185747 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **ASSET-BACKED SECURITIES – 1.0%** | **ASSET-BACKED SECURITIES – 1.0%** | **ASSET-BACKED SECURITIES – 1.0%** | **ASSET-BACKED SECURITIES – 1.0%** |
|  **Other ABS - Fixed Rate – 0.7%** | **Other ABS - Fixed Rate – 0.7%** | **Other ABS - Fixed Rate – 0.7%** | **Other ABS - Fixed Rate – 0.7%** |
|  Accelerated LLC<br>Series 2024-1A, Class A<br>4.68%, 08/22/2044<sup>(f)</sup> | U.S.$| 363 | $358077 |
|  Affirm Asset Securitization Trust<br>Series 2024-B, Class A<br>4.62%, 09/15/2029<sup>(f)</sup> |  | 109 | 108798 |
|  BHG Securitization Trust<br>Series 2025-1CON, Class A<br>4.82%, 04/17/2036<sup>(f)</sup> |  | 182 | 181218 |
|  CCG Receivables Trust<br>Series 2024-1, Class A2<br>4.99%, 03/15/2032<sup>(f)</sup> |  | 326 | 327489 |
|  Clarus Capital Funding LLC<br>Series 2024-1A, Class A2<br>4.71%, 08/20/2032<sup>(f)</sup> |  | 151 | 151203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class B<br>4.79%, 08/20/2032<sup>(f)</sup> |  | 140 | 139415 |
|  Crossroads Asset Trust<br>Series 2024-A, Class A2<br>5.90%, 08/20/2030<sup>(f)</sup> |  | 202 | 203817 |
|  DLLMT LLC<br>Series 2024-1A, Class A2<br>5.08%, 02/22/2027<sup>(f)</sup> |  | 376 | 376885 |
|  Lendmark Funding Trust<br>Series 2024-2A, Class B<br>4.86%, 02/21/2034<sup>(f)</sup> |  | 106 | 104626 |
|  M&T Equipment Notes<br>Series 2024-1A, Class A2<br>4.99%, 08/18/2031<sup>(f)</sup> |  | 174 | 174129 |
|  MVW LLC<br>Series 2025-1A, Class A<br>4.97%, 09/22/2042<sup>(f)</sup> |  | 114 | 114230 |
|  NMEF Funding LLC<br>Series 2024-A, Class A2<br>5.15%, 12/15/2031<sup>(f)</sup> |  | 249 | 249398 |
|  PEAC Solutions Receivables LLC<br>Series 2025-1A, Class A2<br>4.94%, 10/20/2028<sup>(f)</sup> |  | 44 | 44061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1A, Class B<br>5.20%, 07/20/2032<sup>(f)</sup> |  | 72 | 72480 |
|  Sierra Timeshare Receivables Funding LLC<br>Series 2024-2A, Class A<br>5.14%, 06/20/2041<sup>(f)</sup> |  | 104 | 104376 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;2710202 |
|  **Autos - Fixed Rate – 0.3%** |  |  |  |
|  Ally Bank Auto Credit-Linked Notes<br>Series 2024-A, Class A2<br>5.681%, 05/17/2032<sup>(f)</sup> |  | 170 | 172184 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Hertz Vehicle Financing III LLC<br>Series 2025-1A, Class A<br>4.91%, 09/25/2029<sup>(f)</sup> | U.S.$| 205 | $| 204411 |
|  PenFed Auto Receivables Owner Trust<br>Series 2024-A, Class A3<br>4.70%, 06/15/2029<sup>(f)</sup> |  | 163 |  | 163229 |
|  Stellantis Financial Underwritten Enhanced Lease Trust<br>Series 2025-AA, Class B<br>4.74%, 04/20/2029<sup>(f)</sup> |  | 140 |  | 139886 |
|  Tesla Auto Lease Trust<br>Series 2024-B, Class B<br>5.11%, 08/21/2028<sup>(f)</sup> |  | 203 |  | 203784 |
|  Wheels Fleet Lease Funding 1 LLC<br>Series 2024-2A, Class A1<br>4.87%, 06/21/2039<sup>(f)</sup> |  | 248 |  | 248706 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1132200 |
|  **Other ABS - Floating Rate – 0.0%** | **Other ABS - Floating Rate – 0.0%** | **Other ABS - Floating Rate – 0.0%** | **Other ABS - Floating Rate – 0.0%** | **Other ABS - Floating Rate – 0.0%** |
|  Capital Street Master Trust<br>Series 2024-1, Class A<br>5.681% (CME Term SOFR + 1.35%), 10/16/2028<sup>(f) (i)</sup> |  | 100 |  | 99461 |
|  Total Asset-Backed Securities<br>(cost $3,939,603) |  |  |  | 3941863 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.9%** |  |  |  |  |
|  **Non-Agency Floating Rate CMBS – 0.7%** |  |  |  |  |
|  ALA Trust<br>Series 2025-OANA, Class A<br>6.043% (CME Term SOFR 1 Month + 1.74%), 06/15/2030<sup>(f) (i)</sup> |  | 222 |  | 222664 |
|  BAMLL Trust<br>Series 2025-ASHF, Class A<br>6.179% (CME Term SOFR 1 Month + 1.85%), 02/15/2042<sup>(f) (i)</sup> |  | 437 |  | 436997 |
|  BOCA Commercial Mortgage Trust<br>Series 2024-BOCA, Class A<br>6.249% (CME Term SOFR 1 Month + 1.92%), 08/15/2041<sup>(f) (i)</sup> |  | 408 |  | 408908 |
|  BPR Trust<br>Series 2022-OANA, Class A<br>6.227% (CME Term SOFR 1 Month + 1.90%), 04/15/2037<sup>(f) (i)</sup> |  | 268 |  | 268405 |
|  BX Commercial Mortgage Trust<br>Series 2019-IMC, Class A<br>5.375% (CME Term SOFR 1 Month + 1.05%), 04/15/2034<sup>(f) (i)</sup> |  | 190 |  | 188296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AIR2, Class A<br>5.821% (CME Term SOFR 1 Month + 1.49%), 10/15/2041<sup>(f) (i)</sup> |  | 148 |  | 147852 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** | **U.S. $ Value** |
|  Hawaii Hotel Trust<br>Series 2025-MAUI, Class A<br>5.722% (CME Term SOFR 1 Month + 1.39%), 03/15/2042<sup>(f) (i)</sup> | U.S.$| 207 | $| 206483 |
|  HLTN Commercial Mortgage Trust<br>Series 2024-DPLO, Class A<br>5.97% (CME Term SOFR 1 Month + 1.64%), 06/15/2041<sup>(f) (i)</sup> |  | 304 |  | 303382 |
|  ORL Trust<br>Series 2024-GLKS, Class A<br>5.821% (CME Term SOFR 1 Month + 1.49%), 12/15/2039<sup>(f) (i)</sup> |  | 261 |  | 259429 |
|  SWCH Commercial Mortgage Trust<br>Series 2025-DATA, Class A<br>5.772% (CME Term SOFR 1 Month + 1.44%), 02/15/2042<sup>(f) (i)</sup> |  | 387 |  | 383544 |
|  Wells Fargo Commercial Mortgage Trust<br>Series 2024-MGP, Class A12<br>6.02% (CME Term SOFR 1 Month + 1.69%), 08/15/2041<sup>(f) (i)</sup> |  | 242 |  | 240616 |
|  |  |  |  | 3066576 |
|  **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** | **Non-Agency Fixed Rate CMBS – 0.2%** |
|  BX Commercial Mortgage Trust<br>Series 2024-BIO2, Class A<br>5.413%, 08/13/2041<sup>(f)</sup> |  | 281 |  | 282113 |
|  Fashion Show Mall LLC<br>Series 2024-SHOW, Class A<br>5.104%, 10/10/2041<sup>(f)</sup> |  | 300 |  | 300426 |
|  WB Commercial Mortgage Trust<br>Series 2024-HQ, Class A<br>5.937%, 03/15/2040<sup>(f)</sup> |  | 192 |  | 192465 |
|  |  |  |  | 775004 |
|  Total Commercial Mortgage-Backed Securities<br>(cost $3,839,741) |  |  |  | 3841580 |
|  **COVERED BONDS – 0.8%** |  |  |  |  |
|  **Australia – 0.3%** |  |  |  |  |
|  National Australia Bank Ltd.<br>Series E<br>0.875%, 02/19/2027<sup>(f)</sup> | EUR | 522 |  | 579079 |
|  Westpac Banking Corp.<br>Series E<br>3.106%, 11/23/2027<sup>(f)</sup> |  | 510 |  | 590296 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1169375 |
|  **France – 0.5%** |  |  |  |  |
|  BPCE SFH SA<br>Series E<br>0.01%, 01/29/2029<sup>(f)</sup> |  | 700 |  | 728146 |
|  Caisse de Refinancement de l'Habitat SA<br>Series E<br>2.75%, 09/06/2030<sup>(f)</sup> |  | 200 |  | 228280 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Cie de Financement Foncier SA<br>2.625%, 03/05/2030<sup>(f)</sup> | EUR | 300 | $341357 |
|  Credit Agricole Home Loan SFH SA<br>Series E<br>0.875%, 08/31/2027<sup>(f)</sup> |  | 700 | 771567 |
|  |  |  | 2069350 |
|  Total Covered Bonds<br>(cost $3,065,339) |  |  | 3238725 |
|  **INFLATION-LINKED SECURITIES – 0.6%** |  |  |  |
|  **United States – 0.6%** |  |  |  |
|  U.S. Treasury Inflation Index<br>1.625%, 04/15/2030 (TIPS)<br>(cost $2,334,022) | U.S.$| 2331 | 2335817 |
|  **GOVERNMENTS - SOVEREIGN AGENCIES – 0.5%** |  |  |  |
|  **Canada – 0.2%** |  |  |  |
|  Canada Housing Trust No. 1<br>3.55%, 09/15/2032<sup>(f)</sup> | CAD | 930 | 688497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/2034<sup>(f)</sup> |  | 370 | 285194 |
|  |  |  | 973691 |
|  **France – 0.2%** |  |  |  |
|  SNCF Reseau<br>Series E<br>3.125%, 10/25/2028<sup>(f)</sup> | EUR | 700 | 810624 |
|  **Kazakhstan – 0.1%** |  |  |  |
|  Baiterek National Managing Holding JSC<br>5.45%, 05/08/2028<sup>(f)</sup> | U.S.$| 275 | 274667 |
|  **Netherlands – 0.0%** |  |  |  |
|  BNG Bank NV<br>3.50%, 07/19/2027 | AUD | 294 | 188669 |
|  Total Governments - Sovereign Agencies<br>(cost $2,170,087) |  |  | 2247651 |
|  **SUPRANATIONALS – 0.5%** |  |  |  |
|  European Union<br>Series UFA<br>3.375%, 10/05/2054<sup>(f)</sup> | EUR | 830 | 873153 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/04/2044<sup>(f)</sup> |  | 866 | 1036575 |
|  Total Supranationals<br>(cost $1,877,283) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;1909728 |
|  **GOVERNMENTS - SOVEREIGN BONDS – 0.4%** |  |  |  |
|  **Chile – 0.1%** |  |  |  |
|  Chile Electricity Lux MPC SARL<br>6.01%, 01/20/2033<sup>(f)</sup> | U.S.$| 299 | 307358 |
|  Chile Government International Bond<br>3.75%, 01/14/2032 | EUR | 181 | 208445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/05/2034 |  | 200 | 233549 |
|  |  |  | 749352 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Hungary – 0.1%** | **Hungary – 0.1%** | **Hungary – 0.1%** | **Hungary – 0.1%** |
|  Hungary Government International Bond<br>Series 10Y<br>5.375%, 09/12/2033<sup>(f)</sup> | EUR | 224 | $268965 |
|  **Indonesia – 0.1%** | **Indonesia – 0.1%** | **Indonesia – 0.1%** | **Indonesia – 0.1%** |
|  Indonesia Government International Bond<br>1.00%, 07/28/2029 |  | 234 | 243111 |
|  **Saudi Arabia – 0.1%** |  |  |  |
|  Saudi Government International Bond<br>3.375%, 03/05/2032<sup>(f)</sup> |  | 222 | 251029 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/13/2028<sup>(f)</sup> | U.S.$| 307 | 311022 |
|  |  |  | 562051 |
|  Total Governments - Sovereign Bonds<br>(cost $1,727,142) |  |  | 1823479 |
|  **LOCAL GOVERNMENTS - PROVINCIAL BONDS – 0.2%** |  |  |  |
|  **Canada – 0.2%** |  |  |  |
|  Hydro Quebec Interest Strip<br>Zero Coupon, 08/15/2041 | CAD | 144 | 51076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 02/15/2042 |  | 144 | 49963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2042 |  | 144 | 48474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 02/15/2044 |  | 144 | 44900 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 08/15/2044 |  | 144 | 43852 |
|  Province of Ontario Generic Coupon Strip<br>Zero Coupon, 06/02/2037 |  | 144 | 63997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/02/2037 |  | 144 | 61826 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/02/2038 |  | 144 | 59130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2039 |  | 144 | 57757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2040 |  | 144 | 54767 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/02/2040 |  | 144 | 53208 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2041 |  | 144 | 51800 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 12/02/2041 |  | 144 | 51011 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 06/02/2042 |  | 144 | 49339 |
|  Province of Quebec Canada<br>4.40%, 12/01/2055 |  | 245 | 178588 |
|  Total Local Governments - Provincial Bonds<br>(cost $924,088) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919688 |
|  **LOCAL GOVERNMENTS - REGIONAL BONDS – 0.2%** |  |  |  |
|  **Japan – 0.2%** |  |  |  |
|  Japan Finance Organization for Municipalities<br>Series G<br>0.05%, 02/12/2027<sup>(f)</sup> | EUR | 668 | 731388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 09/08/2027<sup>(f)</sup> |  | 100 | 113734 |
|  Total Local Governments - Regional Bonds<br>(cost $791,026) |  |  | 845122 |
|  **QUASI-SOVEREIGNS – 0.2%** |  |  |  |
|  **Quasi-Sovereign Bonds – 0.2%** |  |  |  |
|  **Hong Kong – 0.1%** |  |  |  |
|  Airport Authority<br>Series E<br>2.85%, 01/14/2035<sup>(f)</sup> | CNH | 1500 | 215231 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Hong Kong Mortgage Corp., Ltd. (The)<br>Series E<br>2.60%, 10/18/2031<sup>(f)</sup> | CNH | 2500 | $353924 |
|  |  |  | 569155 |
|  **Hungary – 0.1%** |  |  |  |
|  Magyar Export-Import Bank Zrt<br>6.125%, 12/04/2027<sup>(f)</sup> | U.S.$| 255 | 258953 |
|  Total Quasi-Sovereigns<br>(cost $809,817) |  |  | 828108 |
|  **LOCAL GOVERNMENTS - US MUNICIPAL BONDS – 0.1%** |  |  |  |
|  **United States – 0.1%** |  |  |  |
|  State of California<br>(State of California)<br>Series 2010<br>7.60%, 11/01/2040<br>(cost $557,313) |  | 465 | 552027 |
|  **CORPORATES - NON-INVESTMENT GRADE – 0.1%** |  |  |  |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Finance – 0.1%** |  |  |  |
|  Curo SPV LLC<br>13.00%, 08/02/2027<sup>(d)</sup> |  | 241 | 238731 |
|  **Industrial – 0.0%** |  |  |  |
|  **Basic – 0.0%** |  |  |  |
|  Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023<sup>(a) (b) (d) (k) (l)</sup> |  | 146 | 0 |
|  **Communications - Media – 0.0%** |  |  |  |
|  National CineMedia, Inc.<br>5.75%, 08/15/2026<sup>(a) (b) (c) (d)</sup> |  | 33 | 0 |
|  **Consumer Cyclical - Automotive – 0.0%** |  |  |  |
|  Exide Technologies<br>11.00%, 10/31/2024<sup>(a) (b) (c) (d) (k) (l)</sup> |  | 83 | 0 |
|  **Services – 0.0%** |  |  |  |
|  Monitronics International, Inc.<br>9.125%, 04/01/2020<sup>(a) (b) (c) (d) (k)</sup> |  | 120 | 0 |
|  |  |  | 0 |
|  Total Corporates - Non-Investment Grade<br>(cost $256,988) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238731 |
|  | **Shares** | **Shares** |  |
|  **PREFERRED STOCKS – 0.0%** |  |  |  |
|  **Industrials – 0.0%** |  |  |  |
|  **Consumer Cyclical - Automotive – 0.0%** |  |  |  |
|  Energy Technology<br>0.00%<sup>(b) (d)</sup><br>(cost $87,984) |  | 117 | 121446 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **RIGHTS – 0.0%** |  |  |  |
|  **Health Care – 0.0%** |  |  |  |
|  **Biotechnology – 0.0%** |  |  |  |
|  Chinook Therapeutics, Inc. (CVR)<sup>(a) (b) (d)</sup> |  | 30997 | $310 |
|  Mirati Therapeutics, Inc. (CVR)<sup>(a) (b) (d)</sup> |  | 25914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18140 |
|  |  |  | 18450 |
|  **Health Care Providers & Services – 0.0%** |  |  |  |
|  ABIOMED, Inc. (CVR)<sup>(a) (b) (d)</sup> |  | 3960 | 9999 |
|  |  |  | 28449 |
|  **Materials – 0.0%** |  |  |  |
|  **Paper & Forest Products – 0.0%** |  |  |  |
|  Resolute Forest Products, Inc., (CVR)<sup>(a) (b) (d)</sup> |  | 14789 | 21000 |
|  Total Rights<br>(cost $43,179) |  |  | 49449 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **EMERGING MARKETS - TREASURIES – 0.0%** |  |  |  |
|  **Russia – 0.0%** |  |  |  |
|  Russian Federal Bond - OFZ<br>Series 6212<br>7.05%, 01/19/2028<sup>(a) (d) (m)</sup><br>(cost $360,189) | RUB | 23770 | 0 |
|  **EMERGING MARKETS - CORPORATE BONDS – 0.0%** |  |  |  |
|  **Industrial – 0.0%** |  |  |  |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  Edcon Tranche D<br>0.01%, 06/25/2023<sup>(a) (b) (d) (k)</sup> | ZAR | 2 | 0 |
|  K2016470219 South Africa Ltd.<br>3.00%, 12/31/2022<sup>(a) (b) (d) (k) (l)</sup> | U.S.$| 40 | 0 |
|  K2016470260 South Africa Ltd.<br>25.00%, 12/31/2022<sup>(a) (b) (d) (k) (l)</sup> |  | 28 | 0 |
|  Total Emerging Markets - Corporate Bonds<br>(cost $68,616) |  |  | 0 |
|  | **Shares** | **Shares** |  |
|  **WARRANTS – 0.0%** |  |  |  |
|  **Information Technology – 0.0%** |  |  |  |
|  **Software – 0.0%** |  |  |  |
|  Constellation Software, Inc./Canada, expiring<br>03/31/2040<sup>(a) (b) (d) (e)</sup><br>(cost $0) |  | 541 | 0 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **SHORT-TERM INVESTMENTS – 9.1%** |  |  |  |
|  **Investment Companies – 3.7%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.14%<sup>(h) (n) (o)</sup><br>(cost $15,425,175) |  | 15425175 | $15425175 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **Treasury Bills – 5.4%** |  |  |  |
|  **Japan – 5.4%** |  |  |  |
|  Japan Treasury Discount Bill<br>Series 1290<br>Zero Coupon, 06/02/2025<br>(cost $21,749,750) | JPY | 3250000 | 22585913 |
|  **Total Investments Before Security Lending Collateral for Securities Loaned – 103.2%**<br> (cost $394,309,252) |  |  | 428043519 |
|  | **Shares** | **Shares** |  |
|  **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 3.2%** |  |  |  |
|  **Investment Companies – 3.2%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 4.14%<sup>(h) (n) (o)</sup><br>(cost $13,199,559) |  | 13199559 | 13199559 |
|  **Total Investments – 106.4%**<br> (cost $407,508,811)<sup>(p)</sup> |  |  | 441243078 |
|  Other assets less liabilities – (6.4)% |  |  | (26614455) |
|  **Net Assets – 100.0%** |  |  | $**414628623** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** |  |  |  |  |
| Australian 10 Yr Bond Futures | 75 | June 2025 | $5517923 | $37245 |
| Canadian 5 Yr Bond Futures | 26 | September 2025 | 2163399 | 10568 |
| Canadian 10 Yr Bond Futures | 32 | September 2025 | 2851984 | 24666 |
| Euro Buxl 30 Yr Bond Futures | 19 | June 2025 | 2622912 | 55657 |
| Euro-BOBL Futures | 45 | June 2025 | 6087489 | 4343 |
| Euro-BTP Futures | 13 | June 2025 | 1788277 | 72642 |
| Euro-Bund Futures | 34 | June 2025 | 5065402 | 16017 |
| Euro-OAT Futures | 20 | June 2025 | 2855657 | 5847 |
| Euro-Schatz Futures | 50 | June 2025 | 6094245 | 6466 |
| FTSE China A50 Futures | 57 | June 2025 | 759582 | (12194) |
| FTSE KLCI Futures | 66 | June 2025 | 1159826 | (22681) |
| FTSE Taiwan Index Futures | 20 | June 2025 | 1401600 | (29645) |
| Gold 100 OZ Futures | 13 | August 2025 | 4310020 | 70166 |
| Hang Seng Index Futures | 6 | June 2025 | 887095 | 3501 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of<br>Contracts** | **Expiration<br>Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized<br>Appreciation**<br> **(Depreciation)** |
| Japan 10 Yr Bond (OSE) Futures | 9 | June 2025 | $8699468 | $(2404) |
| Long Gilt Futures | 26 | September 2025 | 3204643 | 26020 |
| Mini Japan 10 Yr Government Bond Futures | 6 | June 2025 | 580465 | 355 |
| MSCI Emerging Markets Index Futures | 137 | June 2025 | 7872705 | 200156 |
| OMXS 30 Index Futures | 48 | June 2025 | 1248697 | (21247) |
| S&P 500 E-Mini Futures | 219 | June 2025 | 64780200 | 3504075 |
| S&P/TSX 60 Index Futures | 22 | June 2025 | 5027289 | 248551 |
| SPI 200 Futures | 6 | June 2025 | 817707 | 51449 |
| TOPIX Index Futures | 1 | June 2025 | 194413 | 8463 |
| U.S. Long Bond (CBT) Futures | 118 | September 2025 | 13308187 | 27479 |
| U.S. T-Note 2 Yr (CBT) Futures | 29 | September 2025 | 6015687 | 4494 |
| U.S. T-Note 5 Yr (CBT) Futures | 433 | September 2025 | 46845188 | 311399 |
| U.S. Ultra Bond (CBT) Futures | 33 | September 2025 | 3830063 | 33393 |
| **Sold Contracts** |  |  |  |  |
| Australian 3 Yr Bond Futures | 8 | June 2025 | 554529 | (5762) |
| Australian 10 Yr Bond Futures | 8 | June 2025 | 588578 | (10648) |
| Canadian 10 Yr Bond Futures | 60 | September 2025 | 5347470 | (45461) |
| Euro STOXX 50 Index Futures | 20 | June 2025 | 1219019 | 3512 |
| Euro-Bund Futures | 15 | June 2025 | 2234736 | (56280) |
| FTSE/JSE Top 40 Futures | 14 | June 2025 | 675535 | (5924) |
| Japan 10 Yr Bond (OSE) Futures | 6 | June 2025 | 5799646 | (30605) |
| MSCI Emerging Markets Index Futures | 31 | June 2025 | 1781415 | 6288 |
| MSCI Singapore ETS Index Futures | 31 | June 2025 | 987025 | (6613) |
| S&P 500 E-Mini Futures | 1 | June 2025 | 295800 | (20403) |
| SET 50 Futures | 498 | June 2025 | 2242460 | 124426 |
| SPI 200 Futures | 2 | June 2025 | 272569 | (27114) |
| TOPIX Index Futures | 9 | June 2025 | 1749713 | (130791) |
| U.S. 10 Yr Ultra Futures | 55 | September 2025 | 6190078 | (8251) |
| U.S. Long Bond (CBT) Futures | 64 | September 2025 | 7218000 | (15424) |
| U.S. T-Note 10 Yr (CBT) Futures | 107 | September 2025 | 11850250 | (25171) |
| U.S. Ultra Bond (CBT) Futures | 23 | September 2025 | 2669438 | (3896) |
| WIG 20 Index Futures | 52 | June 2025 | 773807 | (2039) |
|  |  |  |  | $4374625 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Bank of America NA | BRL | 16307 | USD | 2857 | 06/03/2025 | $5394 |
| Bank of America NA | BRL | 12646 | USD | 2207 | 06/03/2025 | (3782) |
| Bank of America NA | USD | 2846 | BRL | 16307 | 06/03/2025 | 4877 |
| Bank of America NA | USD | 2215 | BRL | 12646 | 06/03/2025 | (4183) |
| Bank of America NA | CNH | 13668 | USD | 1885 | 06/05/2025 | (12061) |
| Bank of America NA | USD | 583 | CNH | 4192 | 06/05/2025 | (1119) |
| Bank of America NA | USD | 547 | ZAR | 10692 | 06/05/2025 | 47741 |
| Bank of America NA | ZAR | 14188 | USD | 769 | 06/05/2025 | (19544) |
| Bank of America NA | USD | 1077 | NZD | 1855 | 06/12/2025 | 32189 |
| Bank of America NA | CAD | 11145 | USD | 7938 | 06/18/2025 | (189553) |
| Bank of America NA | USD | 2970 | CAD | 4183 | 06/18/2025 | 80107 |
| Bank of America NA | USD | 1394 | JPY | 202785 | 06/25/2025 | 18831 |
| Bank of America NA | USD | 1939 | NOK | 20140 | 06/26/2025 | 34179 |
| Bank of America NA | CHF | 3194 | USD | 3915 | 07/09/2025 | 16422 |
| Bank of America NA | PEN | 686 | USD | 187 | 07/15/2025 | (1993) |
| Bank of America NA | KRW | 2922570 | USD | 2029 | 07/17/2025 | (92413) |
| Bank of America NA | USD | 1567 | KRW | 2154177 | 07/17/2025 | (3057) |
| Bank of America NA | CZK | 52323 | USD | 2389 | 07/18/2025 | 1567 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Barclays Capital, Inc. | AUD | 847 | USD | 549 | 06/12/2025 | $2464 |
| Barclays Capital, Inc. | AUD | 2073 | USD | 1331 | 06/12/2025 | (4977) |
| Barclays Capital, Inc. | NZD | 3146 | USD | 1861 | 06/12/2025 | (19453) |
| Barclays Capital, Inc. | USD | 607 | AUD | 938 | 06/12/2025 | (2479) |
| Barclays Capital, Inc. | MYR | 2568 | USD | 612 | 06/18/2025 | 7631 |
| Barclays Capital, Inc. | MYR | 8033 | USD | 1827 | 06/18/2025 | (62951) |
| Barclays Capital, Inc. | USD | 1654 | MYR | 7305 | 06/18/2025 | 65376 |
| Barclays Capital, Inc. | EUR | 557 | USD | 633 | 07/09/2025 | (740) |
| Barclays Capital, Inc. | COP | 1856463 | USD | 438 | 07/15/2025 | (7500) |
| Barclays Capital, Inc. | KRW | 873767 | USD | 609 | 07/17/2025 | (25214) |
| Barclays Capital, Inc. | USD | 604 | KRW | 828680 | 07/17/2025 | (2919) |
| Barclays Capital, Inc. | USD | 1847 | PHP | 104769 | 07/29/2025 | 28175 |
| Barclays Capital, Inc. | USD | 3969 | INR | 341486 | 08/14/2025 | 6383 |
| BNP Paribas SA | CNH | 9900 | USD | 1364 | 06/05/2025 | (9800) |
| Citibank NA | MXN | 36462 | USD | 1761 | 06/13/2025 | (115989) |
| Citibank NA | CAD | 2069 | USD | 1500 | 06/18/2025 | (8285) |
| Citibank NA | JPY | 209882 | USD | 1448 | 06/25/2025 | (13826) |
| Citibank NA | SEK | 11384 | USD | 1169 | 06/26/2025 | (19664) |
| Citibank NA | PEN | 1654 | USD | 454 | 07/15/2025 | (2796) |
| Citibank NA | EUR | 18480 | USD | 20825 | 07/16/2025 | (217488) |
| Citibank NA | GBP | 8880 | USD | 11809 | 07/16/2025 | (157658) |
| Citibank NA | USD | 5526 | GBP | 4155 | 07/16/2025 | 73773 |
| Citibank NA | KRW | 2840520 | USD | 1998 | 07/17/2025 | (64103) |
| Citibank NA | USD | 1302 | IDR | 21969113 | 07/24/2025 | 38386 |
| Citibank NA | TWD | 34364 | USD | 1153 | 08/22/2025 | (19429) |
| Citibank NA | USD | 576 | TWD | 16944 | 08/22/2025 | 1860 |
| Deutsche Bank AG | CNH | 7136 | USD | 991 | 06/05/2025 | 998 |
| Deutsche Bank AG | CNH | 6868 | USD | 951 | 06/05/2025 | (2754) |
| Deutsche Bank AG | USD | 729 | CNH | 5236 | 06/05/2025 | (1795) |
| Deutsche Bank AG | USD | 724 | ZAR | 13068 | 06/05/2025 | 2609 |
| Deutsche Bank AG | NZD | 3328 | USD | 1997 | 06/12/2025 | 8571 |
| Deutsche Bank AG | USD | 1114 | NZD | 1996 | 06/12/2025 | 78857 |
| Deutsche Bank AG | USD | 1359 | CAD | 1873 | 06/18/2025 | 6550 |
| Deutsche Bank AG | JPY | 2962919 | USD | 21208 | 06/25/2025 | 565766 |
| Deutsche Bank AG | USD | 4040 | JPY | 564430 | 06/25/2025 | (107777) |
| Deutsche Bank AG | USD | 591 | NOK | 6142 | 06/26/2025 | 11089 |
| Deutsche Bank AG | CLP | 509316 | USD | 545 | 07/15/2025 | 6367 |
| Deutsche Bank AG | USD | 562 | CLP | 524393 | 07/15/2025 | (7878) |
| Deutsche Bank AG | CZK | 12281 | USD | 558 | 07/18/2025 | (2654) |
| Goldman Sachs Bank USA | BRL | 6522 | USD | 1145 | 06/03/2025 | 4759 |
| Goldman Sachs Bank USA | USD | 1144 | BRL | 6522 | 06/03/2025 | (3837) |
| Goldman Sachs Bank USA | JPY | 3250000 | USD | 21737 | 06/04/2025 | (851461) |
| Goldman Sachs Bank USA | AUD | 3328 | USD | 2133 | 06/12/2025 | (12186) |
| Goldman Sachs Bank USA | CAD | 1350 | USD | 981 | 06/18/2025 | (3283) |
| Goldman Sachs Bank USA | MYR | 672 | USD | 158 | 06/18/2025 | 179 |
| Goldman Sachs Bank USA | JPY | 370114 | USD | 2595 | 06/25/2025 | 16961 |
| Goldman Sachs Bank USA | USD | 690 | EUR | 605 | 07/09/2025 | (1479) |
| Goldman Sachs Bank USA | PEN | 1272 | USD | 345 | 07/15/2025 | (6688) |
| HSBC Bank USA | USD | 1377 | CNH | 9892 | 06/05/2025 | (3894) |
| JPMorgan Chase Bank | BRL | 12646 | USD | 2215 | 06/03/2025 | 4183 |
| JPMorgan Chase Bank | USD | 2223 | BRL | 12646 | 06/03/2025 | (12128) |
| JPMorgan Chase Bank | CNH | 7917 | USD | 1098 | 06/05/2025 | (566) |
| JPMorgan Chase Bank | USD | 1453 | CNH | 10443 | 06/05/2025 | (3208) |
| JPMorgan Chase Bank | AUD | 2291 | USD | 1383 | 06/12/2025 | (94335) |
| JPMorgan Chase Bank | NZD | 1033 | USD | 611 | 06/12/2025 | (6581) |
| JPMorgan Chase Bank | USD | 517 | JPY | 73440 | 06/25/2025 | (5009) |
| JPMorgan Chase Bank | USD | 599 | SEK | 5740 | 06/26/2025 | 921 |
| JPMorgan Chase Bank | EUR | 2178 | USD | 2427 | 07/09/2025 | (51383) |
| JPMorgan Chase Bank | USD | 658 | CHF | 550 | 07/09/2025 | 13642 |
| JPMorgan Chase Bank | USD | 2917 | GBP | 2195 | 07/16/2025 | 40904 |
| JPMorgan Chase Bank | USD | 889 | KRW | 1258810 | 07/17/2025 | 24877 |
| JPMorgan Chase Bank | PLN | 6022 | USD | 1605 | 07/18/2025 | (2133) |
| JPMorgan Chase Bank | USD | 566 | IDR | 9546715 | 07/24/2025 | 16110 |
| Morgan Stanley Capital Services, Inc. | BRL | 13018 | USD | 2301 | 06/03/2025 | 25350 |
| Morgan Stanley Capital Services, Inc. | USD | 2280 | BRL | 13018 | 06/03/2025 | (4306) |
| Morgan Stanley Capital Services, Inc. | USD | 2753 | CNH | 19966 | 06/05/2025 | 18242 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Morgan Stanley Capital Services, Inc. | AUD | 2810 | USD | 1818 | 06/12/2025 | $6136 |
| Morgan Stanley Capital Services, Inc. | USD | 1387 | CAD | 1922 | 06/18/2025 | 15008 |
| Morgan Stanley Capital Services, Inc. | USD | 897 | MYR | 3968 | 06/18/2025 | 36383 |
| Morgan Stanley Capital Services, Inc. | JPY | 158176 | USD | 1107 | 06/25/2025 | 4849 |
| Morgan Stanley Capital Services, Inc. | NOK | 14931 | USD | 1408 | 06/26/2025 | (54475) |
| Morgan Stanley Capital Services, Inc. | USD | 542 | NOK | 5607 | 06/26/2025 | 7649 |
| Morgan Stanley Capital Services, Inc. | USD | 2286 | BRL | 13018 | 07/02/2025 | (25524) |
| Morgan Stanley Capital Services, Inc. | CHF | 727 | USD | 869 | 07/09/2025 | (18147) |
| Morgan Stanley Capital Services, Inc. | EUR | 12427 | USD | 14174 | 07/09/2025 | 30364 |
| Morgan Stanley Capital Services, Inc. | USD | 527 | CHF | 438 | 07/09/2025 | 8069 |
| Morgan Stanley Capital Services, Inc. | USD | 738 | EUR | 661 | 07/09/2025 | 14348 |
| Morgan Stanley Capital Services, Inc. | USD | 10310 | EUR | 9040 | 07/09/2025 | (22087) |
| Morgan Stanley Capital Services, Inc. | CLP | 2676793 | USD | 2836 | 07/15/2025 | 7168 |
| Morgan Stanley Capital Services, Inc. | COP | 8172763 | USD | 1907 | 07/15/2025 | (50823) |
| Morgan Stanley Capital Services, Inc. | GBP | 512 | USD | 691 | 07/16/2025 | 1052 |
| Morgan Stanley Capital Services, Inc. | USD | 1366 | HUF | 486013 | 07/18/2025 | (2540) |
| Morgan Stanley Capital Services, Inc. | CNH | 19966 | USD | 2765 | 08/05/2025 | (18588) |
| Standard Chartered Bank | EUR | 1520 | USD | 1707 | 07/09/2025 | (23063) |
| Standard Chartered Bank | PHP | 45285 | USD | 797 | 07/29/2025 | (13469) |
| State Street Bank & Trust Co. | CNH | 1241 | USD | 173 | 06/05/2025 | 273 |
| State Street Bank & Trust Co. | CNH | 29330 | USD | 4063 | 06/05/2025 | (6587) |
| State Street Bank & Trust Co. | USD | 1741 | CNH | 12612 | 06/05/2025 | 9910 |
| State Street Bank & Trust Co. | USD | 1517 | ZAR | 28528 | 06/05/2025 | 69490 |
| State Street Bank & Trust Co. | USD | 304 | ZAR | 5442 | 06/05/2025 | (1022) |
| State Street Bank & Trust Co. | ZAR | 32174 | USD | 1696 | 06/05/2025 | (93601) |
| State Street Bank & Trust Co. | AUD | 1471 | USD | 950 | 06/12/2025 | 2230 |
| State Street Bank & Trust Co. | AUD | 1130 | USD | 712 | 06/12/2025 | (16065) |
| State Street Bank & Trust Co. | ILS | 1025 | USD | 278 | 06/12/2025 | (14006) |
| State Street Bank & Trust Co. | NZD | 1002 | USD | 601 | 06/12/2025 | 2486 |
| State Street Bank & Trust Co. | NZD | 3204 | USD | 1867 | 06/12/2025 | (47898) |
| State Street Bank & Trust Co. | USD | 2457 | AUD | 3926 | 06/12/2025 | 74035 |
| State Street Bank & Trust Co. | USD | 1188 | NZD | 1997 | 06/12/2025 | 5348 |
| State Street Bank & Trust Co. | MXN | 3255 | USD | 168 | 06/13/2025 | 571 |
| State Street Bank & Trust Co. | MXN | 9201 | USD | 443 | 06/13/2025 | (31584) |
| State Street Bank & Trust Co. | USD | 1347 | MXN | 26492 | 06/13/2025 | 16896 |

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---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| State Street Bank & Trust Co. | CAD | 126 | USD | 92 | 06/18/2025 | $11 |
| State Street Bank & Trust Co. | CAD | 7477 | USD | 5384 | 06/18/2025 | (68763) |
| State Street Bank & Trust Co. | USD | 3059 | CAD | 4235 | 06/18/2025 | 29635 |
| State Street Bank & Trust Co. | JPY | 209002 | USD | 1494 | 06/25/2025 | 37332 |
| State Street Bank & Trust Co. | USD | 4696 | JPY | 683050 | 06/25/2025 | 62706 |
| State Street Bank & Trust Co. | USD | 1381 | JPY | 194595 | 06/25/2025 | (25558) |
| State Street Bank & Trust Co. | NOK | 1397 | USD | 132 | 06/26/2025 | (4436) |
| State Street Bank & Trust Co. | SEK | 2407 | USD | 253 | 06/26/2025 | 1626 |
| State Street Bank & Trust Co. | SEK | 10357 | USD | 1068 | 06/26/2025 | (13422) |
| State Street Bank & Trust Co. | USD | 2032 | NOK | 21054 | 06/26/2025 | 30828 |
| State Street Bank & Trust Co. | USD | 1028 | SEK | 9918 | 06/26/2025 | 8320 |
| State Street Bank & Trust Co. | USD | 445 | SEK | 4246 | 06/26/2025 | (1159) |
| State Street Bank & Trust Co. | EUR | 648 | USD | 739 | 07/09/2025 | 1467 |
| State Street Bank & Trust Co. | EUR | 2019 | USD | 2285 | 07/09/2025 | (14213) |
| State Street Bank & Trust Co. | USD | 509 | CHF | 421 | 07/09/2025 | 4357 |
| State Street Bank & Trust Co. | USD | 476 | CHF | 388 | 07/09/2025 | (1983) |
| State Street Bank & Trust Co. | USD | 1457 | EUR | 1290 | 07/09/2025 | 9808 |
| State Street Bank & Trust Co. | GBP | 983 | USD | 1311 | 07/16/2025 | (15056) |
| State Street Bank & Trust Co. | USD | 279 | GBP | 211 | 07/16/2025 | 5546 |
| State Street Bank & Trust Co. | SGD | 1207 | USD | 939 | 07/17/2025 | 958 |
| State Street Bank & Trust Co. | PLN | 1653 | USD | 439 | 07/18/2025 | (2179) |
| State Street Bank & Trust Co. | USD | 243 | HUF | 86788 | 07/18/2025 | 229 |
| State Street Bank & Trust Co. | THB | 52134 | USD | 1577 | 07/24/2025 | (17364) |
| State Street Bank & Trust Co. | USD | 660 | THB | 21583 | 07/24/2025 | (59) |
| UBS | BRL | 3113 | USD | 546 | 06/03/2025 | 2030 |
| UBS | USD | 545 | BRL | 3113 | 06/03/2025 | (1030) |
| UBS | AUD | 2463 | USD | 1483 | 06/12/2025 | (105062) |
| UBS | USD | 3114 | AUD | 5172 | 06/12/2025 | 220589 |
| UBS | JPY | 165226 | USD | 1159 | 06/25/2025 | 8248 |
| UBS | USD | 505 | CLP | 474947 | 07/15/2025 | (3331) |
| UBS | KRW | 790832 | USD | 555 | 07/17/2025 | (19540) |
| UBS | PLN | 4597 | USD | 1228 | 07/18/2025 | 934 |
| UBS | USD | 356 | IDR | 6019303 | 07/24/2025 | 10880 |
|  |  |  |  |  |  | $(940886) |

---

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | <br>**Termination**<br> **Date** | **Payments**<br> **made**<br> **by the**<br> **Fund** | **Payments**<br> **received**<br> **by the**<br> **Fund** |<br>**Payment<br>Frequency**<br> **Paid/**<br> **Received** |<br>**Market**<br> **Value** |<br>**Upfront**<br> **Premiums**<br> **Paid**<br> **(Received)** |<br>**Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| NZD | 400 | 12/20/2034 | 3 Month<br>BKBM | 3.965% | Quarterly/<br> Semi-Annual | $(536) | $— | $(536) |
| SEK | 1570 | 03/17/2035 | 3 Month<br>STIBOR | 2.943% | Quarterly/<br> Annual | 4809 |  | 4809 |
| NZD | 1053 | 03/17/2035 | 3 Month<br>BKBM | 4.170% | Quarterly/<br> Semi-Annual | 2789 |  | 2789 |
| NZD | 1904 | 03/18/2035 | 3 Month<br>BKBM | 4.153% | Quarterly/<br> Semi-Annual | 3343 |  | 3343 |
| NZD | 966 | 03/18/2035 | 3 Month<br>BKBM | 4.155% | Quarterly/<br> Semi-Annual | 1817 |  | 1817 |
| SEK | 1559 | 03/26/2035 | 3 Month<br>STIBOR | 2.989% | Quarterly/<br> Annual | 5408 | 49 | 5359 |
| NZD | 1289 | 03/26/2035 | 3 Month<br>BKBM | 4.154% | Quarterly/<br> Semi-Annual | 2246 |  | 2246 |
| NZD | 416 | 04/22/2035 | 3 Month<br>BKBM | 4.050% | Quarterly/<br> Semi-Annual | (1541) |  | (1541) |
| CHF | 111 | 04/25/2035 | 0.510% | 1 Day SARON | Annual | (2147) | 19 | (2166) |
| CHF | 130 | 05/19/2035 | 0.457% | 1 Day SARON | Annual | (1586) |  | (1586) |
|  |  |  |  |  |  | $14602 | $68 | $14534 |

---

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Receive Total Return on Reference Obligation** |  |  |  |  |  |  |
|  Citibank NA |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Bloomberg Commodity Index | 0.00% | Maturity | USD | 4071 | 06/16/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58474) |
|  Goldman Sachs International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 102 | 07/15/2025 | 13904 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 73 | 07/15/2025 | 9977 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 67 | 07/15/2025 | 8842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 35 | 07/15/2025 | 4355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 29 | 07/15/2025 | 3981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 13 | 07/15/2025 | 1486 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 12 | 07/15/2025 | 1356 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 15 | 07/15/2025 | 1006 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 15 | 07/15/2025 | 936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 10 | 07/15/2025 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 9 | 07/15/2025 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 7 | 07/15/2025 | 639 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 14 | 07/15/2025 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 13 | 07/15/2025 | 515 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 10 |  | 07/15/2025 | $445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 5 |  | 07/15/2025 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 3 |  | 07/15/2025 | 229 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 2 |  | 07/15/2025 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 0 | \*\*\* | 07/15/2025 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp; Direct Line Insurance Group PLC | SONIA plus<br>0.40% | Maturity | GBP | 0 | \*\*\* | 07/15/2025 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 316 |  | 07/15/2025 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 335 |  | 07/15/2025 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 49 |  | 07/15/2025 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 212 |  | 07/15/2025 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 407 |  | 07/15/2025 | (13) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 154 |  | 07/15/2025 | (85) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 407 |  | 07/15/2025 | (186) |
| &nbsp;&nbsp;&nbsp;&nbsp; Fortnox AB | STIBOR plus<br>0.35% | Maturity | SEK | 2173 |  | 07/15/2025 | (1793) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 53 |  | 07/15/2025 | 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 30 |  | 07/15/2025 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2025 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 20 |  | 07/15/2025 | 272 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2025 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 14 |  | 07/15/2025 | 81 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 0 | \*\*\* | 07/15/2025 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 3 |  | 07/15/2025 | (16) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 9 |  | 07/15/2025 | (35) |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Catalana Occidente SA | ESTR plus<br>0.40% | Maturity | EUR | 21 |  | 07/15/2025 | (136) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 7 |  | 07/15/2025 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 4 |  | 07/15/2025 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2025 | (40) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2025 | (51) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2025 | (71) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 22 |  | 07/15/2025 | (97) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 39 |  | 07/15/2025 | (116) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 5 |  | 07/15/2025 | (159) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 4 |  | 07/15/2025 | (165) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 20 |  | 07/15/2025 | (342) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 21 | 07/15/2025 | $(663) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 22 | 07/15/2025 | (758) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 14 | 07/15/2025 | (764) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 18 | 07/15/2025 | (1057) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 20 | 07/15/2025 | (1142) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 21 | 07/15/2025 | (1158) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 41 | 07/15/2025 | (1288) |
| &nbsp;&nbsp;&nbsp;&nbsp; Verallia SA | ESTR plus<br>0.40% | Maturity | EUR | 27 | 07/15/2025 | (1599) |
| Morgan Stanley Capital Services LLC |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 11 | 10/20/2025 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 7 | 10/20/2025 | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 12 | 10/20/2025 | (11) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 12 | 10/20/2025 | (16) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 11 | 10/20/2025 | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 5 | 10/20/2025 | (19) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 11 | 10/20/2025 | (20) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 16 | 10/20/2025 | (21) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 11 | 10/20/2025 | (27) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 12 | 10/20/2025 | (31) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 15 | 10/20/2025 | (32) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 11 | 10/20/2025 | (39) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 12 | 10/20/2025 | (46) |
| &nbsp;&nbsp;&nbsp;&nbsp; Andlauer Healthcare Group, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 46 | 10/20/2025 | (118) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 70 | 10/20/2025 | 7914 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 14 | 10/20/2025 | 868 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 17 | 10/20/2025 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 64 | 10/20/2025 | 804 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 175 | 10/20/2025 | 733 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 10 | 10/20/2025 | 651 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 15 | 10/20/2025 | 566 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 27 | 10/20/2025 | $486 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 113 | 10/20/2025 | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 17 | 10/20/2025 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 58 | 10/20/2025 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 17 | 10/20/2025 | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 16 | 10/20/2025 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 17 | 10/20/2025 | (24) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 13 | 10/20/2025 | (144) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 17 | 10/20/2025 | (181) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 58 | 10/20/2025 | (337) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 39 | 10/20/2025 | (353) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 17 | 10/20/2025 | (605) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 16 | 10/20/2025 | (666) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 16 | 10/20/2025 | (742) |
| &nbsp;&nbsp;&nbsp;&nbsp; AZEK Co., Inc. (The) | FedFundEffective<br>plus 0.35% | Maturity | USD | 21 | 10/20/2025 | (1076) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 92 | 10/20/2025 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 388 | 10/20/2025 | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 183 | 10/20/2025 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 89 | 10/20/2025 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 10 | 10/20/2025 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 6 | 10/20/2025 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 124 | 10/20/2025 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 200 | 10/20/2025 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 110 | 10/20/2025 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 24 | 10/20/2025 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 75 | 10/20/2025 | (2) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 116 | 10/20/2025 | $(14) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 242 | 10/20/2025 | (47) |
| &nbsp;&nbsp;&nbsp;&nbsp; Biotage AB | STIBOR plus<br>0.50% | Maturity | SEK | 385 | 10/20/2025 | (75) |
| &nbsp;&nbsp;&nbsp;&nbsp; CI Financial Corp. | CORRA plus<br>0.40% | Maturity | CAD | 234 | 10/20/2025 | 279 |
| &nbsp;&nbsp;&nbsp;&nbsp; CI Financial Corp. | CORRA plus<br>0.40% | Maturity | CAD | 83 | 10/20/2025 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp; CI Financial Corp. | CORRA plus<br>0.40% | Maturity | CAD | 180 | 10/20/2025 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp; CI Financial Corp. | CORRA plus<br>0.40% | Maturity | CAD | 43 | 10/20/2025 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp; CI Financial Corp. | CORRA plus<br>0.40% | Maturity | CAD | 113 | 10/20/2025 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp; CI Financial Corp. | CORRA plus<br>0.40% | Maturity | CAD | 13 | 10/20/2025 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; CI Financial Corp. | CORRA plus<br>0.40% | Maturity | CAD | 195 | 10/20/2025 | (61) |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 39 | 10/20/2025 | 279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 37 | 10/20/2025 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 34 | 10/20/2025 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 29 | 10/20/2025 | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 23 | 10/20/2025 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 17 | 10/20/2025 | 96 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 11 | 10/20/2025 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 9 | 10/20/2025 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 8 | 10/20/2025 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 6 | 10/20/2025 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 8 | 10/20/2025 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 1 | 10/20/2025 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 1 | 10/20/2025 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 2 | 10/20/2025 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Innergex Renewable Energy, Inc. | CORRA plus<br>0.40% | Maturity | CAD | 5 | 10/20/2025 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; KOSPI 200 Futures Contract | 0.00% | Maturity | KRW | 630175 | 06/12/2025 | 14911 |
| &nbsp;&nbsp;&nbsp;&nbsp; KOSPI 200 Futures Contract | 0.00% | Maturity | KRW | 450125 | 06/12/2025 | 12840 |
| &nbsp;&nbsp;&nbsp;&nbsp; MAG Silver Corp. | FedFundEffective<br>plus 0.35% | Maturity | USD | 122 | 10/20/2025 | 4291 |
| &nbsp;&nbsp;&nbsp;&nbsp; MAG Silver Corp. | FedFundEffective<br>plus 0.35% | Maturity | USD | 36 | 10/20/2025 | 1750 |
| &nbsp;&nbsp;&nbsp;&nbsp; MAG Silver Corp. | FedFundEffective<br>plus 0.35% | Maturity | USD | 5 | 10/20/2025 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp; MAG Silver Corp. | FedFundEffective<br>plus 0.35% | Maturity | USD | 6 | 10/20/2025 | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 48 | 10/20/2025 | 3901 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 42 |  | 10/20/2025 | $3160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 27 |  | 10/20/2025 | 2164 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 32 |  | 10/20/2025 | 1921 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 42 |  | 10/20/2025 | 1856 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 27 |  | 10/20/2025 | 1779 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 17 |  | 10/20/2025 | 1545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 31 |  | 10/20/2025 | 1474 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 26 |  | 10/20/2025 | 1239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 26 |  | 10/20/2025 | 1181 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 19 |  | 10/20/2025 | 1174 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 26 |  | 10/20/2025 | 1123 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 12 |  | 10/20/2025 | 760 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 10 |  | 10/20/2025 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 9 |  | 10/20/2025 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 9 |  | 10/20/2025 | 574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 5 |  | 10/20/2025 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 4 |  | 10/20/2025 | 488 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 7 |  | 10/20/2025 | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 10 |  | 10/20/2025 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spirent Communications PLC | SONIA plus<br>0.50% | Maturity | GBP | 2 |  | 10/20/2025 | 135 |
| UBS AG | UBS AG |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Assura PLC | SONIA plus<br>0.35% | Maturity | GBP | 31 |  | 08/22/2029 | 1822 |
| &nbsp;&nbsp;&nbsp;&nbsp; Renewi PLC | SONIA plus<br>0.35% | Maturity | GBP | 7 |  | 08/22/2029 | 66 |
| &nbsp;&nbsp;&nbsp;&nbsp; Renewi PLC | SONIA plus<br>0.35% | Maturity | GBP | 3 |  | 08/22/2029 | 32 |
| **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** |
| Bank of America NA | Bank of America NA |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | OBFR minus<br>0.30% | Maturity | USD | 3 |  | 05/20/2027 | (26) |
| Goldman Sachs International | Goldman Sachs International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 0 | \*\*\* | 07/15/2025 | (14) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 0 | \*\*\* | 07/15/2025 | (38) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 1 |  | 07/15/2025 | (142) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 2 |  | 07/15/2025 | (230) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 3 |  | 07/15/2025 | (296) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 6 | 07/15/2025 | $(492) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 5 | 07/15/2025 | (538) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 7 | 07/15/2025 | (562) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 5 | 07/15/2025 | (626) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 4 | 07/15/2025 | (667) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 8 | 07/15/2025 | (726) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 5 | 07/15/2025 | (737) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 7 | 07/15/2025 | (760) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 6 | 07/15/2025 | (815) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 9 | 07/15/2025 | (1038) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 10 | 07/15/2025 | (1168) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 7 | 07/15/2025 | (1451) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 8 | 07/15/2025 | (1591) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 22 | 07/15/2025 | (2642) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 41 | 07/15/2025 | (3685) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 20 | 07/15/2025 | (4378) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 39 | 07/15/2025 | (8937) |
| &nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC | SONIA minus<br>0.35% | Maturity | GBP | 39 | 07/15/2025 | (9035) |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. | CORRA<br>minus 0.35% | Maturity | CAD | 29 | 07/15/2025 | 1087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Equinox Gold Corp. | CORRA<br>minus 0.35% | Maturity | CAD | 4 | 07/15/2025 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 74 | 07/15/2025 | 22677 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 45 | 07/15/2025 | 13786 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 78 | 07/15/2025 | $11230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 44 | 07/15/2025 | 10548 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 44 | 07/15/2025 | 10202 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 70 | 07/15/2025 | 8939 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 59 | 07/15/2025 | 7839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 27 | 07/15/2025 | 7704 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 36 | 07/15/2025 | 7144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 54 | 07/15/2025 | 7127 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 34 | 07/15/2025 | 6292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 47 | 07/15/2025 | 6214 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 26 | 07/15/2025 | 5883 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 27 | 07/15/2025 | 4210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 37 | 07/15/2025 | 3719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 14 | 07/15/2025 | 2675 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 14 | 07/15/2025 | 2671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 11 | 07/15/2025 | 2538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 7 | 07/15/2025 | 1424 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 12 | 07/15/2025 | 1331 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 7 | 07/15/2025 | 1158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 5 | 07/15/2025 | 1151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 16 | 07/15/2025 | 914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 17 | 07/15/2025 | 834 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 17 |  | 07/15/2025 | $830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 16 |  | 07/15/2025 | 647 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.30% | Maturity | USD | 17 |  | 07/15/2025 | 612 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 16 |  | 07/15/2025 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 20 |  | 07/15/2025 | 547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 17 |  | 07/15/2025 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 3 |  | 07/15/2025 | 513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 1 |  | 07/15/2025 | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2025 | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | SOFR minus<br>0.35% | Maturity | USD | 32 |  | 07/15/2025 | 1616 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | SOFR minus<br>0.35% | Maturity | USD | 3 |  | 07/15/2025 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2025 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 191 |  | 07/15/2025 | 137061 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 78 |  | 07/15/2025 | 44769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 46 |  | 07/15/2025 | 32987 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 55 |  | 07/15/2025 | 30547 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 41 |  | 07/15/2025 | 29797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 51 |  | 07/15/2025 | 28889 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 44 |  | 07/15/2025 | 24072 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 41 |  | 07/15/2025 | 22590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 39 |  | 07/15/2025 | 20901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 29 |  | 07/15/2025 | 17227 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 32 |  | 07/15/2025 | $17165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 31 |  | 07/15/2025 | 17059 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 27 |  | 07/15/2025 | 14716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 26 |  | 07/15/2025 | 13522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 22 |  | 07/15/2025 | 12683 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 13 |  | 07/15/2025 | 9512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 18 |  | 07/15/2025 | 9463 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 17 |  | 07/15/2025 | 6513 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 11 |  | 07/15/2025 | 5938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 16 |  | 07/15/2025 | 5819 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 9 |  | 07/15/2025 | 5499 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 11 |  | 07/15/2025 | 5318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 4 |  | 07/15/2025 | 2503 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 3 |  | 07/15/2025 | 1827 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 1 |  | 07/15/2025 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2025 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2025 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2025 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2025 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Schlumberger NV | SOFR minus<br>0.35% | Maturity | USD | 0 | \*\*\* | 07/15/2025 | 115 |
| Morgan Stanley Capital Services LLC |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 14 |  | 10/20/2025 | (608) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 58 | 10/20/2025 | $215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 5 | 10/20/2025 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 | 10/20/2025 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 5 | 10/20/2025 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 6 | 10/20/2025 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 | 10/20/2025 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 | 10/20/2025 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 | 10/20/2025 | (11) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | (20) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 4 | 10/20/2025 | (50) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 6 | 10/20/2025 | (101) |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 19 | 10/20/2025 | (161) |
| &nbsp;&nbsp;&nbsp;&nbsp; Herc Holdings, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 88 | 10/20/2025 | 40774 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1798 | 06/18/2025 | 4758 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 830 | 06/18/2025 | 2242 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1383 | 06/18/2025 | 2218 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 830 | 06/18/2025 | 1653 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 968 | 06/18/2025 | 929 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 3457 | 06/18/2025 | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 1245 | 06/18/2025 | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp; IBOVESPA Futures Contract | 0.00% | Maturity | BRL | 2766 | 06/18/2025 | (9737) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 83 | 10/20/2025 | $6223 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 84 | 10/20/2025 | 5936 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 28 | 10/20/2025 | 1486 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 28 | 10/20/2025 | 1467 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 10 | 10/20/2025 | 1368 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | 872 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 7 | 10/20/2025 | 828 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | 670 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 21 | 10/20/2025 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 19 | 10/20/2025 | 421 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | 343 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 | 10/20/2025 | (97) |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 7 | 10/20/2025 | (147) |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 5 | 10/20/2025 | (176) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 7 |  | 10/20/2025 | $(265) |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 |  | 10/20/2025 | (379) |
| &nbsp;&nbsp;&nbsp;&nbsp; James Hardie Industries PLC | FedFundEffective<br>minus 0.35% | Maturity | USD | 33 |  | 10/20/2025 | (4768) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 1 |  | 10/20/2025 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 10 |  | 10/20/2025 | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 0 | \*\*\* | 10/20/2025 | (10) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 9 |  | 10/20/2025 | (64) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 15 |  | 10/20/2025 | (83) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 5 |  | 10/20/2025 | (216) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 4 |  | 10/20/2025 | (287) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 11 |  | 10/20/2025 | (911) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 27 |  | 10/20/2025 | (1997) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 46 |  | 10/20/2025 | (3399) |
| &nbsp;&nbsp;&nbsp;&nbsp; Pan American Silver Corp. | FedFundEffective<br>minus 0.35% | Maturity | USD | 92 |  | 10/20/2025 | (4917) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 43 |  | 10/20/2025 | 4433 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 33 |  | 10/20/2025 | 3648 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 55 |  | 10/20/2025 | 3252 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 21 |  | 10/20/2025 | $2179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 21 |  | 10/20/2025 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 14 |  | 10/20/2025 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 16 |  | 10/20/2025 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 |  | 10/20/2025 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 13 |  | 10/20/2025 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 14 |  | 10/20/2025 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 16 |  | 10/20/2025 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 0 | \*\*\* | 10/20/2025 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 17 |  | 10/20/2025 | (143) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 6 |  | 10/20/2025 | (170) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 7 |  | 10/20/2025 | (293) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 20 |  | 10/20/2025 | (373) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 30 |  | 10/20/2025 | (578) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 19 |  | 10/20/2025 | (604) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 13 |  | 10/20/2025 | (962) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 17 |  | 10/20/2025 | (1036) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 24 | 10/20/2025 | $(2290) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 35 | 10/20/2025 | (3185) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 49 | 10/20/2025 | (3357) |
| &nbsp;&nbsp;&nbsp;&nbsp; Rocket Cos., Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 50 | 10/20/2025 | (4427) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 122 | 06/20/2025 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 122 | 06/20/2025 | (474) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 122 | 06/20/2025 | (1236) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 244 | 06/20/2025 | (1514) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 122 | 06/20/2025 | (2097) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 122 | 06/20/2025 | (2335) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 122 | 06/20/2025 | (4088) |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 244 | 06/20/2025 | (18345) |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 64 | 10/20/2025 | 14568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 51 | 10/20/2025 | 12313 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 50 | 10/20/2025 | 11126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 37 | 10/20/2025 | 9442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 30 | 10/20/2025 | 7848 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 26 | 10/20/2025 | 6744 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 27 | 10/20/2025 | 6384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 24 | 10/20/2025 | 5549 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 19 | 10/20/2025 | 4671 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &<br>Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 13 |  | 10/20/2025 | $4587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 25 |  | 10/20/2025 | 4406 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 10 |  | 10/20/2025 | 2659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 11 |  | 10/20/2025 | 2357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 15 |  | 10/20/2025 | 2136 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 10 |  | 10/20/2025 | 1897 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 8 |  | 10/20/2025 | 1887 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 6 |  | 10/20/2025 | 1872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 5 |  | 10/20/2025 | 1241 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 3 |  | 10/20/2025 | 1035 |
| &nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. | FedFundEffective<br>minus 0.35% | Maturity | USD | 0 | \*\*\* | 10/20/2025 | 97 |
|  |  |  |  |  |  |  | $806877 |

---

*\*\*\** *Notional amount less than 500.* 

*(a)* *Fair valued by the Adviser.* 

*(b)* *Non-income producing security.* 

*(c)* *Escrow shares.* 

*(d)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(e)* *Represents entire or partial securities out on loan.* 

*(f)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At May 31, 2025, the aggregate market value of these securities amounted to $71,251,847 or 17.2% of net assets.* 

*(g)* *Defaulted.* 

*(h)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.* 

*(i)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at May 31, 2025.* 

*(j)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

------

*(k)* *Defaulted matured security.* 

*(l)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.00% of net assets as of May 31, 2025, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition**<br> **Date** | **Acquisition**<br> **Date** | | **Cost** | | **Market**<br> **Value** | | **Percentage**<br> **of**<br> **Net Assets** |
|  *Exide Technologies<br>11.00%, 10/31/2024* | | *06/21/2019-10/26/2020* | | $*17967* | | $*0* | | *0.00%* |
|  *K2016470219 South Africa Ltd.<br>3.00%, 12/31/2022* | | *04/26/2017* | | *40372* | | *0* | | *0.00%* |
|  *K2016470260 South Africa Ltd.<br>25.00%, 12/31/2022* | | *04/26/2017* | | *28244* | | *0* | | *0.00%* |
|  *Magnetation LLC/Mag Finance Corp.<br>11.00%, 05/15/2023* | | *04/26/2017* | | *15* | | *0* | | *0.00%* |
| <br> *(m) Restricted and illiquid security.* | <br> *(m) Restricted and illiquid security.* | <br> *(m) Restricted and illiquid security.* | <br>|  |  |  |  |  |
| **Restricted & Illiquid Securities** | **Acquisition**<br> **Date** | **Acquisition**<br> **Date** |  | **Cost** |  | **Market**<br> **Value** |  | **Percentage**<br> **of**<br> **Net Assets** |
|  *Russian Federal Bond - OFZ Series 6212<br>7.05%, 01/19/2028* | | *04/11/2019* | | $*360189* | | $*0* | | *0.00%* |

---

*(n)* *The rate shown represents the 7-day yield as of period end.* 

*(o)* *Affiliated investments.* 

*(p)* *As of May 31, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $46,128,657 and gross unrealized depreciation of investments was $(8,139,240), resulting in net unrealized appreciation of $37,989,417.* 

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

*CLP – Chilean Peso* 

*CNH – Chinese Yuan Renminbi (Offshore)* 

*COP – Colombian Peso* 

*CZK – Czech Koruna* 

*EUR – Euro* 

*GBP – Great British Pound* 

*HUF – Hungarian Forint* 

*IDR – Indonesian Rupiah* 

*ILS – Israeli Shekel* 

*INR – Indian Rupee* 

*JPY – Japanese Yen* 

*KRW – South Korean Won* 

*MXN – Mexican Peso* 

*MYR – Malaysian Ringgit* 

*NOK – Norwegian Krone* 

*NZD – New Zealand Dollar* 

*PEN – Peruvian Sol* 

*PHP – Philippine Peso* 

*PLN – Polish Zloty* 

*RUB – Russian Ruble* 

*SEK – Swedish Krona* 

*SGD – Singapore Dollar* 

*THB – Thailand Baht* 

*TWD – New Taiwan Dollar* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

------

*Glossary:* 

*ABS – Asset-Backed Securities* 

*ADR – American Depositary Receipt* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BOBL – Bundesobligationen* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

*CLO – Collateralized Loan Obligations* 

*CMBS – Commercial Mortgage-Backed Securities* 

*CME – Chicago Mercantile Exchange* 

*CORRA – Canadian Overnight Repo Rate Average* 

*CVR – Contingent Value Right* 

*EAFE – Europe, Australia, and Far East* 

*ESTR – Euro Short Term Rate* 

*ETF – Exchange Traded Fund* 

*ETS – Emission Trading Scheme* 

*FedFundEffective – Federal Funds Effective Rate* 

*FTSE – Financial Times Stock Exchange* 

*JSC – Joint Stock Company* 

*JSE – Johannesburg Stock Exchange* 

*KLCI – Kuala Lumpur Composite Index* 

*KOSPI – Korea Composite Stock Price Index* 

*MSCI – Morgan Stanley Capital International* 

*OAT – Obligations Assimilables du Trésor* 

*OBFR – Overnight Bank Funding Rate* 

*OMXS – Stockholm Stock Exchange* 

*OSE – Osaka Securities Exchange* 

*REG – Registered Shares* 

*REIT – Real Estate Investment Trust* 

*SARON – Swiss Average Rate Overnight* 

*SET – Stock Exchange of Thailand* 

*SOFR – Secured Overnight Financing Rate* 

*SONIA – Sterling Overnight Index Average* 

*SPI – Share Price Index* 

*STIBOR – Stockholm Interbank Offered Rate* 

*TBA – To Be Announced* 

*TIPS – Treasury Inflation Protected Security* 

*TOPIX – Tokyo Price Index* 

*TSX – Toronto Stock Exchange* 

*WIG – Warszawski Indeks Gieldowy* 

**Country Breakdown<sup>1</sup>** 

**May 31, 2025 (unaudited)** 

43.4 % United States

17.5 % Multinational

5.8 % Japan

4.8 % United Kingdom

2.8 % Canada

2.5 % France

1.8 % Germany

1.6 % Spain

1.3 % Italy

0.8 % Denmark

0.7 % Mexico

0.7 % South Korea

0.6 % Netherlands

6.8 % Other

8.9 % Short-Term Investments

100.0 % Total Investments

---

| | |
|:---|:---|
| *1* | *The Fund's country breakdown is expressed as a percentage of total investments (excluding security lending collateral) and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details). "Other" country weightings represent 0.5% or less in the following: Australia, Austria, Belgium, Brazil, Chile, China, Colombia, Finland, Hong Kong, Hungary, Indonesia, Ireland, Israel, Kazakhstan, Luxembourg, Malaysia, Norway, Peru, Poland, Portugal, Russia, Saudi Arabia, Singapore, South Africa, Supranational, Sweden, Switzerland and Taiwan.*  |

---

------

**AB All Market Total Return Portfolio** 

**May 31, 2025 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

------

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of May 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Common Stocks | $102027295 | $40183429 | $4012 <sup>(a)</sup> | $142214736 |
| Investment Companies | 91365014 |  |  | 91365014 |
| Governments - Treasuries |  | 63497625 |  | 63497625 |
| Corporates - Investment Grade |  | 38676721 |  | 38676721 |
| Mortgage Pass-Throughs |  | 20960913 |  | 20960913 |
| Collateralized Loan Obligations |  | 5238261 |  | 5238261 |
| Collateralized Mortgage Obligations |  | 5018822 | 166925 | 5185747 |
| Asset-Backed Securities |  | 3941863 |  | 3941863 |
| Commercial Mortgage-Backed Securities |  | 3841580 |  | 3841580 |
| Covered Bonds |  | 3238725 |  | 3238725 |
| Inflation-Linked Securities |  | 2335817 |  | 2335817 |
| Governments - Sovereign Agencies |  | 2247651 |  | 2247651 |
| Supranationals |  | 1909728 |  | 1909728 |
| Governments - Sovereign Bonds |  | 1823479 |  | 1823479 |
| Local Governments - Provincial Bonds |  | 919688 |  | 919688 |
| Local Governments - Regional Bonds |  | 845122 |  | 845122 |
| Quasi-Sovereigns |  | 828108 |  | 828108 |
| Local Governments - US Municipal Bonds |  | 552027 |  | 552027 |
| Corporates - Non-Investment Grade |  |  | 238731 <sup>(a)</sup> | 238731 |
| Preferred Stocks |  |  | 121446 | 121446 |
| Rights |  |  | 49449 | 49449 |
| Emerging Markets - Treasuries |  |  | 0 <sup>(a)</sup> |  |
| Emerging Markets - Corporate Bonds |  |  | 0 <sup>(a)</sup> |  |
| Warrants |  |  | 0 <sup>(a)</sup> |  |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 15425175 |  |  | 15425175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Treasury Bills |  | 22585913 |  | 22585913 |
| Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund | 13199559 |  |  | 13199559 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222017043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218645472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580563 <sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441243078 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | $4857178 | $— | $— | $4857178 |
| Forward Currency Exchange Contracts |  | 2060059 |  | 2060059 |
| Centrally Cleared Interest Rate Swaps |  | 20412 |  | 20412 |
| Total Return Swaps |  | 998355 |  | 998355 |
| **Liabilities:** |  |  |  |  |
| Futures | (482553) |  |  | (482553) |
| Forward Currency Exchange Contracts |  | (3000945) |  | (3000945) |
| Centrally Cleared Interest Rate Swaps |  | (5810) |  | (5810) |
| Total Return Swaps |  | (191478) |  | (191478) |
| **Total** | $**226391668** | $**218526065** | $**580563** **<sup>(a)</sup>** | $**445498296** |

---

*<sup>(a)</sup>* *The Fund held securities with zero market value at period end.* 

*<sup>(b)</sup>* *Other financial instruments include derivative instruments, such as futures, forwards and swaps. Derivative instruments are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Fund's transactions in AB mutual funds for the nine months ended May 31, 2025 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>08/31/2024<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>05/31/2025<br>(000)** | **Dividend<br>Income<br>(000)** |
| AB Government Money Market Portfolio | $22609 | $198449 | $205633 | $15425 | $558 |
| AB Government Money Market Portfolio\* | 4756 | 164911 | 156467 | 13200 | 101 |
| **Total** | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27365 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363360 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28625 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |

---

*\** *Investments of cash collateral for securities lending transactions.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB PORTFOLIOS

- **b. Investment Company Act file number:** 811-05088

- **c. CIK number of Registrant:** 0000812015

- **d. LEI of Registrant:** 549300SL79FN46SWRF45

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB All Market Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000010512

- **c. LEI of Series:** 549300MLR3FD8Z8LJS86

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $457034485.14

**Total Liabilities:** $42344410.13

**Net Assets:** $414690075.01

**Amount of Assets Invested in Other Investment Companies:** $11688281.13

**Delayed Delivery Securities:** $221180.66

**Cash Not Reported:** $4611919.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -124.25000000 | **1-Year:** -5005.09000000 | **5-Year:** -13620.54000000 | **10-Year:** -5704.36000000 | **30-Year:** -458.68000000

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

- **3-Month:** -1.81000000 | **1-Year:** -87.73000000 | **5-Year:** -124.65000000 | **10-Year:** -949.98000000 | **30-Year:** -418.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029021 | -2.46%               | 0.97%                | 2.88%                |
| Class ID C000029018 | -2.51%               | 0.99%                | 2.87%                |
| Class ID C000029017 | -2.58%               | 0.95%                | 2.75%                |
| Class ID C000029015 | -2.48%               | 1.00%                | 2.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $46169.11                | $-6550260.65                               |
| Month 2  | $-237608.11              | $5902784.05                                |
| Month 3  | $-1222501.21             | $6511601.03                                |

**Designated Index Information**

- **Index Name:** 60% MSCI ACWI Index (Net, Unhedged) /40% Bloomberg Global Aggregate (Hedged to USD)

- **Index Identifier:** .MIWD00000GUS,LEGATRUH:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley                                         | Long: IS2VL73   TRS USD R V 00MFEDL IS2VL84/FEDL01/-35 BPS / Short: IS2VL73   TRS USD P E IS2VL73/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      11101 | OU      | $1896.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     173000 | PA      | $211153.55    | 0.05%             | 2034-02-28      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $565765.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-2754.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                     | Hong Kong Exchanges & Clearing Ltd                                                                                 | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |       2000 | NS      | $100048.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                            | Bell Telephone Co of Canada or Bell Canada                                                                         | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $208039.78    | 0.05%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32R11   TRS CAD R E IS32R11/CA45790B1040 / Short: IS32R11   TRS CAD P V 00MCORRA IS32R22/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7785 | OU      | $67.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE JUN25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -15 | NC      | $-56279.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| K2016470260 SA LTD                                     | K2016470260 South Africa Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | DBT              | CORP              | ZA        |      28244 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     694100 | PA      | $674442.87    | 0.16%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                        | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     267000 | PA      | $268535.25    | 0.06%             | 2034-07-01      | Fixed         | 5.88%                 | 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      | $1094.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Playa Hotels & Resorts NV                              | Playa Hotels & Resorts NV                                                                                          | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |      33591 | NS      | $452134.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-504.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                             | BOC Hong Kong Holdings Ltd                                                                                         | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      11000 | NS      | $46260.63     | 0.01%             |  |  |  | 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      | $-13384.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                   | Heathrow Funding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     192000 | PA      | $272802.68    | 0.07%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33I66   TRS USD R E IS33I66/US05478C1053 / Short: IS33I66   TRS USD P V 00MFEDL IS33I77/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      62961 | OU      | $804.04       | 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      | $1481.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                         | Salesforce Inc                                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        995 | NS      | $264043.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                             | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       1069 | NS      | $805459.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                                                      | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        990 | NS      | $53469.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS344M7   TRS USD R V 00MFEDL IS344N8/FEDL01/-35 BPS / Short: IS344M7   TRS USD P E IS344M7/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13460 | OU      | $8.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                    | Imperial Brands PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       7917 | NS      | $300249.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34J44   TRS USD R V 00MFEDL IS34J55/FEDL01/-35 BPS / Short: IS34J44   TRS USD P E IS34J44/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      10243 | OU      | $-911.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-17199.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33GY0   TRS GBP R V 00MSONIA IS33GZ1/SONIO/N/-35 BPS / Short: IS33GY0   TRS GBP P E IS33GY0/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      20025 | OU      | $-2642.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31CS0   TRS CAD R E IS31CS0/CA1254911003 / Short: IS31CS0   TRS CAD P V 00MCORRA IS31CT1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |     111669 | OU      | $58.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                            | Cencosud SA                                                                                                        | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $203300.00    | 0.05%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33QY0   TRS USD R V 00MFEDL IS33QZ1/FEDL01/-35 BPS / Short: IS33QY0   TRS USD P E IS33QY0/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      28399 | OU      | $-4768.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33AO8   TRS GBP R V 00MSONIA IS33AP9/SONIO/N/-35 BPS / Short: IS33AO8   TRS GBP P E IS33AO8/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4936 | OU      | $-626.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                   | Parker-Hannifin Corp                                                                                               | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     364000 | PA      | $410456.18    | 0.10%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS348I1   TRS GBP R V 00MSONIA IS348J2/SONIO/N/-35 BPS / Short: IS348I1   TRS GBP P E IS348I1/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7574 | OU      | $-725.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                   | Republic of Austria Government Bonds                                                                               | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    1039000 | PA      | $1027665.13   | 0.25%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-925.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                   | Grupo Energia Bogota SA ESP                                                                                        | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $220500.00    | 0.05%             | 2033-11-09      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32QP8   TRS USD R V 00MSOFR IS32QQ9/SOFRRATE/-35 BPS / Short: IS32QP8   TRS USD P E IS32QP8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      40366 | OU      | $6292.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     382000 | PA      | $431100.46    | 0.10%             | 2028-04-04      | Fixed         | 2.25%                 | 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      | $-2152.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc                                          | Blackrock Inc                                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        563 | NS      | $551678.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                          | Accenture PLC                                                                                                      | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       2234 | NS      | $707775.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $556.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31G66   TRS USD R V 00MSOFR IS31G77/SOFRRATE/-35 BPS / Short: IS31G66   TRS USD P E IS31G66/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      42552 | OU      | $7143.50      | 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      | $9547.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33JK7   TRS SEK R E IS33JK7/SE0017161243 / Short: IS33JK7   TRS SEK P V 01MSTIBO IS33JL8/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     154401 | OU      | $-84.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33714   TRS GBP R V 00MSONIA IS33725/SONIO/N/-35 BPS / Short: IS33714   TRS GBP P E IS33714/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6173 | OU      | $-760.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                         | American Electric Power Co Inc                                                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       4538 | NS      | $469637.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $38385.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amedisys Inc                                           | Amedisys Inc                                                                                                       | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       9594 | NS      | $902507.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34CA1   TRS CAD R E IS34CA1/CA0342231077 / Short: IS34CA1   TRS CAD P V 00MCORRA IS34CB2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11441 | OU      | $-19.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33HM5   TRS EUR R E IS33HM5/FR0013447729 / Short: IS33HM5   TRS EUR P V 00MESTR IS33HN6/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21209 | OU      | $-663.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAG Silver Corp                                        | MAG Silver Corp                                                                                                    | CUSIP: 55903Q104<br>LEI: 254900LGL904N7F3EL14 | Long             | EC               | CORP              | CA        |       5951 | NS      | $111640.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUXL 30Y BND JUN25                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         19 | NC      | $55657.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34H40   TRS USD R V 00MFEDL IS34H51/FEDL01/-35 BPS / Short: IS34H40   TRS USD P E IS34H40/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       3438 | OU      | $-286.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     215000 | PA      | $206864.40    | 0.05%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                     | Cadent Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |     203000 | PA      | $231187.86    | 0.06%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No 1                                                                                          | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     370000 | PA      | $285193.98    | 0.07%             | 2034-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31E28   TRS USD R V 00MSOFR IS31E39/SOFRRATE/-35 BPS / Short: IS31E28   TRS USD P E IS31E28/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13244 | OU      | $2537.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                   | French Republic Government Bonds OAT                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1068717 | PA      | $1259805.32   | 0.30%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-739.56      | -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      | $-3949.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                            | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |      31412 | PA      | $31392.31     | 0.01%             | 2044-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       2703 | NS      | $267227.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                               | MSCI Inc                                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        475 | NS      | $267909.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $1004.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redfin Corp                                            | Redfin Corp                                                                                                        | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      26210 | NS      | $261837.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $33963.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $4794.10      | 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      | $6549.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33ZU9   TRS USD R V 00MFEDL IS33ZV0/FEDL01/-35 BPS / Short: IS33ZU9   TRS USD P E IS33ZU9/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4624 | OU      | $-175.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                | Wintershall Dea Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $297282.41    | 0.07%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $-1021.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $20770.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $393820.79    | 0.09%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1675000 | PA      | $1403707.12   | 0.34%             | 2055-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS33X83   IRS NZD R F  4.04970 IS33X83 CCPVANILLA / Short: SS33X83   IRS NZD P V 03MNZDBB IS33X94 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     416000 | OU      | $-1540.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                                         | Atlassian Corp                                                                                                     | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       1674 | NS      | $347572.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $184154.00    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                           | Juniper Valley Park CLO Ltd                                                                                        | CUSIP: 48206KAQ9<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |     260000 | PA      | $260263.90    | 0.06%             | 2036-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32TX7   IRS SEK R F  2.94280 IS32TX7 CCPVANILLA / Short: SS32TX7   IRS SEK P V 03MSTIBO IS32TY8 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1570000 | OU      | $4808.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                            | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     204593 | PA      | $205438.51    | 0.05%             | 2041-10-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FY6   TRS USD R E IS34FY6/CA55903Q1046 / Short: IS34FY6   TRS USD P V 00MFEDL IS34FZ7/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6048 | OU      | $184.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Okta Inc                                               | Okta Inc                                                                                                           | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        904 | NS      | $93265.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS347K6   TRS USD R V 00MFEDL IS347L7/FEDL01/-35 BPS / Short: IS347K6   TRS USD P E IS347K6/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6371 | OU      | $17.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                 | Aristocrat Leisure Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       4802 | NS      | $192956.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31570   TRS USD R V 00MSOFR IS31581/SOFRRATE/-35 BPS / Short: IS31570   TRS USD P E IS31570/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      57257 | OU      | $13786.46     | 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      | $-5960.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $240835.78    | 0.06%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34NT7   TRS KRW R E IS34NT7/KR4101W60000 / Short: IS34NT7   TRS KRW P F   .00000 IS34NU8/KMM5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  609602064 | OU      | $14911.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5883100 | PA      | $5763599.53   | 1.39%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-54475.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                      | Japan Government Forty Year Bonds                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   58600000 | PA      | $248779.69    | 0.06%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                 | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1200000 | PA      | $1343178.44   | 0.32%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-105062.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                    | LYB International Finance III LLC                                                                                  | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36542.88     | 0.01%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         13 | NS      | $2444.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Heineken Holding NV                                    | Heineken Holding NV                                                                                                | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       3816 | NS      | $297431.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       1178 | NS      | $355649.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                             | Aisin Corp                                                                                                         | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      26900 | NS      | $342284.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS343W0   TRS EUR R E IS343W0/FR0013447729 / Short: IS343W0   TRS EUR P V 00MESTR IS343X1/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21365 | OU      | $-1142.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170069 | PA      | $172183.68    | 0.04%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Ricoh Co Ltd                                           | Ricoh Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |      34600 | NS      | $322616.94    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS AG                                                 | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-19539.85    | -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      | $10561.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                    | TOPPAN Holdings Inc                                                                                                | CUSIP: 000000000<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      12500 | NS      | $331922.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PlayAGS Inc                                            | PlayAGS Inc                                                                                                        | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      21131 | NS      | $258220.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS325J5   TRS USD R V 00MSOFR IS325K6/SOFRRATSE/-35 BPS / Short: IS325J5   TRS USD P E IS325J5/US6819191064  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8398 | OU      | $1157.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                | Hungary Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     224000 | PA      | $268965.42    | 0.06%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196307 | PA      | $200478.13    | 0.05%             | 2042-05-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       2297 | NS      | $414815.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-12185.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $272.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82344.60     | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2T133   TRS USD R V 00MFEDL IS2T144/FEDL01/-35 BPS / Short: IS2T133   TRS USD P E IS2T133/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       5979 | OU      | $1241.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34AC9   TRS USD R V 00MSOFR IS34AD0/SOFRRATE/-30 BPS / Short: IS34AC9   TRS USD P E IS34AC9/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16902 | OU      | $646.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34483   TRS CAD R V 00MCORRA IS34494/CAONREPO/-35 BPS / Short: IS34483   TRS CAD P E IS34483/CA29446Y5020  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |       3828 | OU      | $54.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34N08   TRS CAD R E IS34N08/CA45790B1040 / Short: IS34N08   TRS CAD P V 00MCORRA IS34N19/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4724 | OU      | $9.06         | 0.00%             |  |  |  | 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      | $4055.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                | Magna International Inc                                                                                            | CUSIP: 000000000<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     112000 | PA      | $127897.83    | 0.03%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-BIO2                                                                             | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280986 | PA      | $282112.53    | 0.07%             | 2041-08-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4436.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                   | E.ON International Finance BV                                                                                      | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     101000 | PA      | $143085.08    | 0.03%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2T1T9   TRS USD R V 00MFEDL IS2T1U0/FEDL01/-35 BPS / Short: IS2T1T9   TRS USD P E IS2T1T9/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       9649 | OU      | $1887.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2025-1 LLC                                                                                                     | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     114162 | PA      | $114230.28    | 0.03%             | 2042-09-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CONTRA MIRATI THERAPEU                                 | CONTRA MIRATI THERAPEU                                                                                             | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | N/A              | DE               |  | US        |      25914 | NS      | $18139.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3195.82     | -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      | $-17883.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-119.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ILS                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-10027.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove PLC                                          | Rightmove PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |      26411 | NS      | $266126.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                | Temasek Financial I Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    2000000 | PA      | $282110.97    | 0.07%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |          1 | NC      | $1860.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |          1 | NC      | $15008.04     | 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      | $3026.34      | 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      | $-9546.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      19200 | NS      | $268575.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-169389.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                 | Mondelez International Inc                                                                                         | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     213000 | PA      | $211002.06    | 0.05%             | 2030-05-06      | Fixed         | 4.50%                 | 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      | $6056.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                   | Straumann Holding AG                                                                                               | CUSIP: 000000000<br>LEI: 50670046ML5FVIM60Z37 | Long             | EC               | CORP              | CH        |       1336 | NS      | $171847.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34JY4   TRS BRL R F   .00000 IS34JZ5/BZM5 / Short: IS34JY4   TRS BRL P E IS34JY4/BRBMEFIBV3P5/EAIKIT3      | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |     839137 | OU      | $1653.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Steel Corp                               | United States Steel Corp                                                                                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       5333 | NS      | $287022.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-2653.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-191.61      | -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      | $-11736.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $178.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32EB0   TRS GBP R E IS32EB0/GB00BY9D0Y18 / Short: IS32EB0   TRS GBP P V 00MSONIA IS32EC1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      25866 | OU      | $3981.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                              | Tesco PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     117699 | NS      | $615874.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS345W4   TRS CAD R E IS345W4/CA45790B1040 / Short: IS345W4   TRS CAD P V 00MCORRA IS345X5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       1804 | OU      | $9.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2ZWR2   TRS GBP R E IS2ZWR2/GB0004726096 / Short: IS2ZWR2   TRS GBP P V 00MSONIA IS2ZWS3/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       2281 | OU      | $135.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33XQ1   TRS CHF R F   .00000 IS33XR2/SMM5 / Short: IS33XQ1   TRS CHF P E IS33XQ1/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     229322 | OU      | $-18345.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                         | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114311.44    | 0.03%             | 2032-01-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $2323.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34C89   TRS USD R E IS34C89/US05478C1053 / Short: IS34C89   TRS USD P V 00MFEDL IS34C90/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16714 | OU      | $-180.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger NV                                        | Schlumberger NV                                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      11729 | NS      | $387643.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $11078.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 3YR BOND FUT JUN25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -8 | NC      | $-5762.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33VB2   TRS GBP R E IS33VB2/GB00BY9D0Y18 / Short: IS33VB2   TRS GBP P V 00MSONIA IS33VC3/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      11715 | OU      | $1486.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | HU        |          1 | NC      | $-2539.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5190 | NS      | $965910.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VAF4   TRS USD R V 00MSOFR IS2VAG5/FEDL01/-35 BPS / Short: IS2VAF4   TRS USD P E IS2VAF4/AN8068571086     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      14019 | OU      | $5499.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                                                         | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     512000 | PA      | $480286.72    | 0.12%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EACY0C8 CURO SVP LLC                                   | EACY0C8 CURO SVP LLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     241142 | PA      | $238730.92    | 0.06%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VG90   TRS USD R V 00MSOFR IS2VGA1/SOFRRATE/-35 BPS / Short: IS2VG90   TRS USD P E IS2VG90/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       6670 | OU      | $2503.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                          | Universal Health Services Inc                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       1754 | NS      | $333873.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHC Group LLC                                          | CHC Group LLC                                                                                                      | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1138 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-852.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34825   TRS CAD R E IS34825/CA45790B1040 / Short: IS34825   TRS CAD P V 00MCORRA IS34836/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      16993 | OU      | $95.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                      | General Mills Inc                                                                                                  | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     362000 | PA      | $413959.50    | 0.10%             | 2032-04-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                               | Asahi Group Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      59017 | NS      | $777845.09    | 0.19%             |  |  |  | No            |                  2 | On Loan: —       |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $202526.00    | 0.05%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33VD4   TRS GBP R V 00MSONIA IS33VE5/SONIO/N/-35 BPS / Short: IS33VD4   TRS GBP P E IS33VD4/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6370 | OU      | $-1591.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     320000 | PA      | $213928.77    | 0.05%             | 2029-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                 | MSCI EMGMKT JUN25                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -31 | NC      | $6287.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34CG7   TRS USD R V 00MFEDL IS34CH8/FEDL01/-35 BPS / Short: IS34CG7   TRS USD P E IS34CG7/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         47 | OU      | $-4.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                 | Singapore Exchange Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      42100 | NS      | $457230.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS346A9   TRS GBP R E IS346A9/GB00BY9D0Y18 / Short: IS346A9   TRS GBP P V 00MSONIA IS346B0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4358 | OU      | $267.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $16691.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32GJ2   TRS GBP R E IS32GJ2/GB00BY9D0Y18 / Short: IS32GJ2   TRS GBP P V 00MSONIA IS32GK3/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      30988 | OU      | $4354.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33VJ0   TRS GBP R E IS33VJ0/GB00BY9D0Y18 / Short: IS33VJ0   TRS GBP P V 00MSONIA IS33VK1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      10531 | OU      | $1355.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $4737.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       1961 | NS      | $593241.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34K41   TRS CAD R E IS34K41/CA0342231077 / Short: IS34K41   TRS CAD P V 00MCORRA IS34K52/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11507 | OU      | $-19.75       | -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        |  181350000 | PA      | $1146930.52   | 0.28%             | 2055-03-20      | Fixed         | 2.40%                 | 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      | $1149.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS347O0   TRS USD R V 00MSOFR IS347P1/SOFRRATE/-35 BPS / Short: IS347O0   TRS USD P E IS347O0/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16987 | OU      | $594.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       5100 | NS      | $424167.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF         | VanEck J. P. Morgan EM Local Currency Bond ETF                                                                     | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     220470 | NS      | $5441199.60   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS341K4   TRS USD R V 00MFEDL IS341L5/FEDL01/-35 BPS / Short: IS341K4   TRS USD P E IS341K4/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      19852 | OU      | $-373.51      | -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      | $1233.25      | 0.00%             |  |  |  | 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      | $5065.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-14614.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS341W6   TRS USD R V 00MFEDL IS341X7/FEDL01/-35 BPS / Short: IS341W6   TRS USD P E IS341W6/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8230 | OU      | $174.21       | 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      | $-331.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34201   TRS SEK R E IS34201/SE0000454746 / Short: IS34201   TRS SEK P V 01MSTIBO IS34212/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     241573 | OU      | $-47.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE TAIWAN INDEX JUN25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         20 | NC      | $-47712.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       2082 | NS      | $838671.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        652 | NS      | $678197.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34H84   TRS USD R E IS34H84/CA55903Q1046 / Short: IS34H84   TRS USD P V 00MFEDL IS34H95/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4720 | OU      | $259.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $2728.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                      | Expedia Group Inc                                                                                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2022 | NS      | $337168.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33WF3   TRS USD R E IS33WF3/US05478C1053 / Short: IS33WF3   TRS USD P V 00MFEDL IS33WG4/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16042 | OU      | $842.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                               | Devon Energy Corp                                                                                                  | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     139000 | PA      | $156747.52    | 0.04%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33K26   TRS USD R V 00MFEDL IS33K37/FEDL01/-35 BPS / Short: IS33K26   TRS USD P E IS33K26/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      46726 | OU      | $4432.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                  | Alibaba Group Holding Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    2500000 | PA      | $349581.35    | 0.08%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS348G9   TRS GBP R E IS348G9/GB00BY9D0Y18 / Short: IS348G9   TRS GBP P V 00MSONIA IS348H0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      13308 | OU      | $638.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                      | Everest Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        996 | NS      | $345801.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                                                                         | CUSIP: 87971MBX0<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     277000 | PA      | $213721.42    | 0.05%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     343000 | PA      | $337494.85    | 0.08%             | 2028-12-15      | Fixed         | 4.28%                 | 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      | $31547.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     141000 | PA      | $201188.66    | 0.05%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                      | Constellation Software Inc/Canada                                                                                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        177 | NS      | $641752.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHINOOK THERAPE                                 | CONTRA CHINOOK THERAPE                                                                                             | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | N/A              | DE               |  | US        |      30997 | NS      | $309.97       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34Q54   TRS USD R V 00MFEDL IS34Q65/FEDL01/-35 BPS / Short: IS34Q54   TRS USD P E IS34Q54/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      10335 | OU      | $-6.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                  | Uber Technologies Inc                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       7633 | NS      | $642393.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-25214.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-36115.18    | -0.01%            |  |  |  | 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      | $-139.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31FK3   TRS CAD R E IS31FK3/CA1254911003 / Short: IS31FK3   TRS CAD P V 00MCORRA IS31FL4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      42630 | OU      | $93.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2XTO2   TRS USD R V 00MSOFR IS2XTP3/SOFRRATE/-35 BPS / Short: IS2XTO2   TRS USD P E IS2XTO2/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      26777 | OU      | $9463.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust 2024-MGP                                                                     | CUSIP: 95003TAS2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     241826 | PA      | $240616.14    | 0.06%             | 2041-08-15      | Floating      | 6.02%                 | 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      | $58.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                         | EPR Properties                                                                                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     234000 | PA      | $231528.96    | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $10280.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1166000 | PA      | $1281012.87   | 0.31%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                     | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   15425175 | NS      | $15425174.63  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FS0   TRS CAD R E IS34FS0/CA0342231077 / Short: IS34FS0   TRS CAD P V 00MCORRA IS34FT1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11621 | OU      | $-30.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ILS                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3977.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31OA6   TRS GBP R E IS31OA6/GB0004726096 / Short: IS31OA6   TRS GBP P V 00MSONIA IS31OB7/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      15474 | OU      | $1545.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         33 | NC      | $33393.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2XZA0   TRS USD R V 00MSOFR IS2XZB1/SOFRRATE/-35 BPS / Short: IS2XZA0   TRS USD P E IS2XZA0/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        400 | OU      | $150.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2ZIK7   TRS USD R V 00MFEDL IS2ZIL8/FEDL01/-35 BPS / Short: IS2ZIK7   TRS USD P E IS2ZIK7/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16967 | OU      | $2135.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Money Management Corporation                  | AMMC CLO 25 Ltd                                                                                                    | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500088.50    | 0.12%             | 2035-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp                                                                                                    | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       8500 | NS      | $227510.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                                                                          | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       2153 | NS      | $395989.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      27946 | NS      | $922075.63    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                                                                                | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     287000 | PA      | $288587.11    | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                  | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $139415.12    | 0.03%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                            | BioMarin Pharmaceutical Inc                                                                                        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       3887 | NS      | $225718.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS319S9   TRS CAD R E IS319S9/CA1254911003 / Short: IS319S9   TRS CAD P V 00MCORRA IS319T0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |     192142 | OU      | $-60.75       | -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      | $4440.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $2608.99      | 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      | $-2117.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BTP FUTURE JUN25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         13 | NC      | $72641.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS30577   TRS GBP R E IS30577/GB0004726096 / Short: IS30577   TRS GBP P V 00MSONIA IS30588/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       4034 | OU      | $504.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                        | DR Horton Inc                                                                                                      | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36943.76     | 0.01%             | 2030-10-15      | Fixed         | 4.85%                 | 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      | $1087.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                  | Mitsui Fudosan Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      16400 | NS      | $157070.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                          | TMX Group Ltd                                                                                                      | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |       8200 | NS      | $331441.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     379000 | PA      | $444515.15    | 0.11%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2TAV4   TRS USD R V 00MFEDL IS2TAW5/FEDL01/-35 BPS / Short: IS2TAV4   TRS USD P E IS2TAV4/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4042 | OU      | $1035.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       5885 | NS      | $443258.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-140.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33I88   TRS USD R V 00MFEDL IS33I99/FEDL01/-35 BPS / Short: IS33I88   TRS USD P E IS33I88/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      17915 | OU      | $-604.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34EW7   TRS GBP R V 00MSONIA IS34EX8/SONIO/N/-35 BPS / Short: IS34EW7   TRS GBP P E IS34EW7/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5578 | OU      | $-492.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS315F8   TRS USD R V 00MSOFR IS315G9/SOFRRATE/-35 BPS / Short: IS315F8   TRS USD P E IS315F8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      94653 | OU      | $22676.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                           | Walgreens Boots Alliance Inc                                                                                       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      35236 | NS      | $396405.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WB Commercial Mortgage Trust                           | WB Commercial Mortgage Trust 2024-HQ                                                                               | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     192000 | PA      | $192465.20    | 0.05%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Global Blue Group Holding AG                           | Global Blue Group Holding AG                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |        954 | NS      | $7088.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                          | Dun & Bradstreet Holdings Inc                                                                                      | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |      43474 | NS      | $391700.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $131876.11    | 0.03%             | 2028-03-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                 | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     395000 | PA      | $341110.15    | 0.08%             | 2032-10-13      | Fixed         | 2.49%                 | 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      | $-921.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                             | Samsung Electronics Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      12085 | NS      | $490381.35    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34Q32   TRS CAD R E IS34Q32/CA0342231077 / Short: IS34Q32   TRS CAD P V 00MCORRA IS34Q43/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7494 | OU      | $-7.80        | -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      | $-9076.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                 | Lendmark Funding Trust 2024-2                                                                                      | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106000 | PA      | $104626.12    | 0.03%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     334194 | PA      | $341609.87    | 0.08%             | 2042-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Surmodics Inc                                          | Surmodics Inc                                                                                                      | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      12826 | NS      | $372210.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $2207.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                                                      | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      35000 | PA      | $35908.60     | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                    | M&T Equipment 2024-LEAF1 Notes                                                                                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     173881 | PA      | $174128.53    | 0.04%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2024-1                                                                                       | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     326218 | PA      | $327489.05    | 0.08%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                             | Sodexo Inc                                                                                                         | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     343000 | PA      | $345754.29    | 0.08%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32AF6   TRS USD R V 00MSOFR IS32AG7/SOFRRATE/-35 BPS / Short: IS32AF6   TRS USD P E IS32AF6/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      77967 | OU      | $8939.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                  | Spotify Technology SA                                                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | US        |        345 | NS      | $229473.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS343Y2   TRS SEK R E IS343Y2/SE0000454746 / Short: IS343Y2   TRS SEK P V 01MSTIBO IS343Z3/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |      90882 | OU      | $50.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                 | DBS Group Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       6890 | NS      | $237722.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                      | Magnetite XIX Ltd                                                                                                  | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249883.50    | 0.06%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VHJ7   TRS USD R V 00MSOFR IS2VHK8/SOFRARATE/-35 BPS / Short: IS2VHJ7   TRS USD P E IS2VHJ7/AN8068571086  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      39551 | OU      | $14715.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-13468.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warsaw Stock Exchange/Financial Derivatives            | WIG20 INDEX FUT JUN25                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |        -52 | NC      | $-2144.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Y4K6   TRS GBP R E IS2Y4K6/GB0004726096 / Short: IS2Y4K6   TRS GBP P V 00MSONIA IS2Y4L7/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      38356 | OU      | $3159.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | CAN 10YR BOND FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -60 | NC      | $-45461.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES JUN25                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         -2 | NC      | $-27114.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -64 | NC      | $-15424.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                    | Cheniere Energy Inc                                                                                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        105 | NS      | $24883.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68327ZBS3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     144430 | PA      | $49338.67     | 0.01%             | 2042-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                           | Comcast Corp                                                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       8175 | NS      | $282609.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                              | Qorvo Inc                                                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       2835 | NS      | $215516.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                               | Broadridge Financial Solutions Inc                                                                                 | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     397000 | PA      | $349625.99    | 0.08%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                           | MTR Corp Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |    1500000 | PA      | $212312.82    | 0.05%             | 2034-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                | Japan Finance Organization for Municipalities                                                                      | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     100000 | PA      | $113734.63    | 0.03%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2TY56   TRS USD R V 00MFEDL IS2TY67/FEDL01/-35 BPS / Short: IS2TY56   TRS USD P E IS2TY56/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       7480 | OU      | $1872.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31GK0   TRS USD R V 00MSOFR IS31GL1/SOFRRATE/-35 BPS / Short: IS31GK0   TRS USD P E IS31GK0/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16785 | OU      | $2674.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2013-2 Ltd                                                                                                | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     152180 | PA      | $152224.59    | 0.04%             | 2031-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32T93   TRS USD R V 00MSOFR IS32TA4/SOFRRATE/-35 BPS / Short: IS32T93   TRS USD P E IS32T93/US77311W1018   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      33510 | OU      | $1615.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                             | Amdocs Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       3891 | NS      | $357038.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     236000 | PA      | $152920.92    | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32KD4   TRS CAD R E IS32KD4/CA45790B1040 / Short: IS32KD4   TRS CAD P V 00MCORRA IS32KE5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       1320 | OU      | $9.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-11210.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                              | Talanx AG                                                                                                          | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       2395 | NS      | $310704.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34N20   TRS USD R V 00MFEDL IS34N31/FEDL01/-35 BPS / Short: IS34N20   TRS USD P E IS34N20/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        332 | OU      | $-9.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $-59.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                                                                              | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     268000 | PA      | $278224.20    | 0.07%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                          | Marriott International Inc/MD                                                                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       3494 | NS      | $921822.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Christian Dior SE                                      | Christian Dior SE                                                                                                  | CUSIP: 000000000<br>LEI: 969500WESYQMQ1F2C272 | Long             | EC               | CORP              | FR        |        371 | NS      | $189103.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32GL4   TRS GBP R V 00MSONIA IS32GM5/SONIO/N/-35 BPS / Short: IS32GL4   TRS GBP P E IS32GL4/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      16928 | OU      | $-4378.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corp                                           | Moody's Corp                                                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        823 | NS      | $394480.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS342W3   TRS USD R V 00MFEDL IS342X4/FEDL01/-35 BPS / Short: IS342W3   TRS USD P E IS342W3/US1972361026     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13085 | OU      | $-607.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33JY1   TRS USD R E IS33JY1/US05478C1053 / Short: IS33JY1   TRS USD P V 00MFEDL IS33JZ2/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      26393 | OU      | $486.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2024-B                                                                           | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109000 | PA      | $108798.22    | 0.03%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dropbox Inc                                            | Dropbox Inc                                                                                                        | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       8810 | NS      | $254256.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) JUN25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -6 | NC      | $-30604.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                                | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     337000 | PA      | $331233.93    | 0.08%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                         | Intermediate Capital Group PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |      20974 | NS      | $567768.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |          1 | NC      | $18241.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NO        |          1 | NC      | $7649.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                             | Carvana Co                                                                                                         | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        506 | NS      | $165542.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                | ABB Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       3573 | NS      | $202402.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z8L6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     144430 | PA      | $51010.76     | 0.01%             | 2041-12-02      | None          | 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      | $-37.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                             | Nucor Corp                                                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       3174 | NS      | $347108.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31F69   TRS CAD R E IS31F69/CA1254911003 / Short: IS31F69   TRS CAD P V 00MCORRA IS31F70/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      81970 | OU      | $171.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-11921.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       6579 | NS      | $357224.28    | 0.09%             |  |  |  | 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      | $6568.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc           | BAMLL Trust 2025-ASHF                                                                                              | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437000 | PA      | $436996.90    | 0.11%             | 2042-02-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34AA7   TRS USD R V 00MFEDL IS34AB8/FEDL01/-35 BPS / Short: IS34AA7   TRS USD P E IS34AA7/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      44952 | OU      | $-4426.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     316000 | PA      | $319738.28    | 0.08%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                            | Cintas Corp                                                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1703 | NS      | $385729.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                          | Medtronic PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       4693 | NS      | $389425.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                  | GLP Capital LP / GLP Financing II Inc                                                                              | CUSIP: 361841AP4<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              |  | US        |     217000 | PA      | $205084.53    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS344S3   TRS CAD R E IS344S3/CA45790B1040 / Short: IS344S3   TRS CAD P V 00MCORRA IS344T4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       1121 | OU      | $9.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119540.19    | 0.03%             | 2028-11-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Next PLC                                               | Next PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       1978 | NS      | $343275.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $3111.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VXX3   TRS USD R V 00MSOFR IS2VXY4/SOFRRATE/-35 BPS / Short: IS2VXX3   TRS USD P E IS2VXX3/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      37435 | OU      | $13522.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Just Eat Takeaway.com NV                               | Just Eat Takeaway.com NV                                                                                           | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |      20704 | NS      | $457794.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31VX8   TRS USD R V 00MSOFR IS31VY9/SOFRRATE/-35 BPS / Short: IS31VX8   TRS USD P E IS31VX8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        172 | OU      | $27.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                     | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59012 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| CME Group Inc                                          | CME Group Inc                                                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        975 | NS      | $281775.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                               | AvidXchange Holdings Inc                                                                                           | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16408 | NS      | $160634.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3782.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                               | Manhattan Associates Inc                                                                                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        718 | NS      | $135544.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS344O9   TRS USD R V 00MSOFR IS344P0/SOFRRATE/-35 BPS / Short: IS344O9   TRS USD P E IS344O9/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      20154 | OU      | $547.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                           | Shimizu Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      30100 | NS      | $330929.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       4139 | NS      | $710831.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34OR2   TRS CAD R E IS34OR2/CA0342231077 / Short: IS34OR2   TRS CAD P V 00MCORRA IS34OS3/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      15484 | OU      | $-31.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34E27   TRS GBP R V 00MSONIA IS34E38/SONIO/N/-35 BPS / Short: IS34E27   TRS GBP P E IS34E27/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7055 | OU      | $-561.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                     | Hawaii Hotel Trust 2025-MAUI                                                                                       | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207000 | PA      | $206482.73    | 0.05%             | 2042-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                            | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $261952.50    | 0.06%             | 2043-04-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS346O3   TRS CAD R E IS346O3/CA45790B1040 / Short: IS346O3   TRS CAD P V 00MCORRA IS346P4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       5534 | OU      | $29.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                     | Province of Quebec Canada                                                                                          | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     245000 | PA      | $178587.84    | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $128.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VEJ6   TRS USD R V 00MSOFR IS2VEK7/SOFRRATE/-35 BPS / Short: IS2VEJ6   TRS USD P E IS2VEJ6/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      60913 | OU      | $22590.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34AG3   TRS USD R V 00MFEDL IS34AH4/FEDL01/-35 BPS / Short: IS34AG3   TRS USD P E IS34AG3/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      29169 | OU      | $1467.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                    | OMXS30 IND FUTURE JUN25                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         48 | NC      | $-21053.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Y3A9   TRS GBP R E IS2Y3A9/GB0004726096 / Short: IS2Y3A9   TRS GBP P V 00MSONIA IS2Y3B0/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      29053 | OU      | $1473.71      | 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      | $1003.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33CS6   TRS USD R E IS33CS6/US05478C1053 / Short: IS33CS6   TRS USD P V 00MFEDL IS33CT7/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      12857 | OU      | $-143.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VU54   TRS USD R V 00MSOFR IS2VU65/SOFRRATE/-35 BPS / Short: IS2VU54   TRS USD P E IS2VU54/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        341 | OU      | $125.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33HI1   TRS USD R V 00MFEDL IS33HJ2/FEDL01/-35 BPS / Short: IS33HI1   TRS USD P E IS33HI1/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      21434 | OU      | $468.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                             | Genmab A/S                                                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        993 | NS      | $209482.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34AQ3   TRS USD R E IS34AQ3/US05478C1053 / Short: IS34AQ3   TRS USD P V 00MFEDL IS34AR4/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16256 | OU      | $78.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       4432 | NS      | $1618522.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS347Q2   TRS USD R V 00MFEDL IS347R3/FEDL01/-35 BPS / Short: IS347Q2   TRS USD P E IS347Q2/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1330 | OU      | $-0.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                            | Ageas SA/NV                                                                                                        | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       1343 | NS      | $87696.19     | 0.02%             |  |  |  | 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      | $-730.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33YA2   TRS USD R E IS33YA2/US05478C1053 / Short: IS33YA2   TRS USD P V 00MFEDL IS33YB3/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13410 | OU      | $867.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                     | Crown Holdings Inc                                                                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       3432 | NS      | $338052.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $790.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica Inc                                          | Celestica Inc                                                                                                      | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       2874 | NS      | $332813.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                            | Pandora A/S                                                                                                        | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       2085 | NS      | $381124.09    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                               | Cooperatieve Rabobank UA                                                                                           | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     418000 | PA      | $410693.36    | 0.10%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       2152 | NS      | $697134.16    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32JP9   TRS GBP R E IS32JP9/GB00BY9D0Y18 / Short: IS32JP9   TRS GBP P V 00MSONIA IS32JQ0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        146 | OU      | $13.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     217000 | PA      | $217961.31    | 0.05%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34245   TRS EUR R E IS34245/FR0013447729 / Short: IS34245   TRS EUR P V 00MESTR IS34256/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      19030 | OU      | $-1057.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Y0E2   TRS GBP R E IS2Y0E2/GB0004726096 / Short: IS2Y0E2   TRS GBP P V 00MSONIA IS2Y0F3/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       9432 | OU      | $366.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                             | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       2181 | NS      | $367782.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                            | Informa PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      23754 | NS      | $251865.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       1634 | NS      | $186014.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                               | EDP Servicios Financieros Espana SA                                                                                | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     299000 | PA      | $345240.52    | 0.08%             | 2031-07-21      | Fixed         | 3.50%                 | 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      | $-43.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33H03   TRS GBP R E IS33H03/GB00BY9D0Y18 / Short: IS33H03   TRS GBP P V 00MSONIA IS33H14/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      13993 | OU      | $1005.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33A48   TRS USD R E IS33A48/US05478C1053 / Short: IS33A48   TRS USD P V 00MFEDL IS33A59/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      57448 | OU      | $218.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                      | ONEOK Partners LP                                                                                                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     314000 | PA      | $329982.60    | 0.08%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                             | CONSTELLATION SOFTWARE INC                                                                                         | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |        541 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $144749.19    | 0.03%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                                                      | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     275000 | PA      | $275420.75    | 0.07%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31G00   TRS USD R V 00MSOFR IS31G11/SOFRRATE/-35 BPS / Short: IS31G00   TRS USD P E IS31G00/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1310 | OU      | $231.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33J07   TRS USD R V 00MFEDL IS33J18/FEDL01/-35 BPS / Short: IS33J07   TRS USD P E IS33J07/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      23088 | OU      | $2178.50      | 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      | $-3207.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5820785 | PA      | $5780863.73   | 1.39%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-92412.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                   | Airport Authority                                                                                                  | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    1500000 | PA      | $215231.21    | 0.05%             | 2035-01-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                    | Elevance Health Inc                                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       1479 | NS      | $567699.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $24337.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31F81   TRS USD R V 00MSOFR IS31F92/SOFRRATE/-35 BPS / Short: IS31F81   TRS USD P E IS31F81/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8255 | OU      | $1424.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        117 | NS      | $121446.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Leidos Holdings Inc                                    | Leidos Holdings Inc                                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       3206 | NS      | $476155.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                         | CBRE Group Inc                                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       2975 | NS      | $371934.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $39809.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                    | HKT Trust & HKT Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     221000 | NS      | $318303.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                     | Frontier Communications Parent Inc                                                                                 | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24763 | NS      | $897163.49    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2TC30   TRS USD R V 00MFEDL IS2TC41/FEDL01/-35 BPS / Short: IS2TC30   TRS USD P E IS2TC30/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      59363 | OU      | $12312.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                             | Biogen Inc                                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        544 | NS      | $70605.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     205000 | PA      | $201430.95    | 0.05%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                          | Dollarama Inc                                                                                                      | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |       2564 | NS      | $329759.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                | Transportadora de Gas Internacional SA ESP                                                                         | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $302343.00    | 0.07%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                             | Fiserv Inc                                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       3125 | NS      | $508718.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33VX4   TRS USD R E IS33VX4/US05478C1053 / Short: IS33VX4   TRS USD P V 00MFEDL IS33VY5/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14297 | OU      | $565.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       6062 | NS      | $337350.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                | Procter & Gamble Co/The                                                                                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       1745 | NS      | $296458.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33H81   TRS EUR R E IS33H81/FR0013447729 / Short: IS33H81   TRS EUR P V 00MESTR IS33H92/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       4928 | OU      | $-159.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       5478 | NS      | $322479.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2YL49   TRS USD R V 00MSOFR IS2YL50/SOFRRATE/-35 BPS / Short: IS2YL49   TRS USD P E IS2YL49/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      23137 | OU      | $6512.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                                                  | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     336000 | PA      | $363980.80    | 0.09%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      10622 | NS      | $754669.78    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1025120 | PA      | $1082138.49   | 0.26%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                     | CONTRA ABIOMED INC                                                                                                 | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |       3960 | NS      | $9999.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     470000 | PA      | $568813.84    | 0.14%             | 2031-11-13      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                              | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44000 | PA      | $44061.15     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2SVR4   TRS USD R V 00MFEDL IS2SVS5/FEDL01/-35 BPS / Short: IS2SVR4   TRS USD P E IS2SVR4/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      30376 | OU      | $6743.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $8248.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    6345000 | PA      | $4612734.74   | 1.11%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33HQ9   TRS GBP R V 00MSONIA IS33HR0/SONIO/N/-35 BPS / Short: IS33HQ9   TRS GBP P E IS33HQ9/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4615 | OU      | $-537.68      | -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      | $24876.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FO6   TRS USD R V 00MFEDL IS34FP7/FEDL01/-35 BPS / Short: IS34FO6   TRS USD P E IS34FO6/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      17072 | OU      | $-143.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                            | Capital Street Master Trust                                                                                        | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99517 | PA      | $99461.08     | 0.02%             | 2028-10-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     117328 | NS      | $833128.42    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VTN5   TRS USD R V 00MSOFR IS2VTO6/SOFRRATE/-35 BPS / Short: IS2VTN5   TRS USD P E IS2VTN5/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      57298 | OU      | $20901.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                       | Medibank Pvt Ltd                                                                                                   | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      85689 | NS      | $263337.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $243149.83    | 0.06%             | 2033-08-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                        | Japan Government Two Year Bonds                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  848400000 | PA      | $5894020.14   | 1.42%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                               | United Therapeutics Corp                                                                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        677 | NS      | $215861.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     520000 | PA      | $651788.34    | 0.16%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2037839 | PA      | $2058297.07   | 0.50%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34E61   TRS SEK R E IS34E61/SE0000454746 / Short: IS34E61   TRS SEK P V 01MSTIBO IS34E72/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |      89135 | OU      | $6.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34EM7   TRS BRL R F   .00000 IS34EN8/BZM5 / Short: IS34EM7   TRS BRL P E IS34EM7/BRBMEFIBV3P5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1245427 | OU      | $158.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2024-1 LLC                                                                                                   | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     376422 | PA      | $376884.95    | 0.09%             | 2027-02-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     222000 | PA      | $251028.88    | 0.06%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $16422.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS341M6   TRS USD R E IS341M6/US05478C1053 / Short: IS341M6   TRS USD P V 00MFEDL IS341N7/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16604 | OU      | $293.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                | LY Corp                                                                                                            | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      31100 | NS      | $112142.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $7742.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                     | K2016470219 South Africa Ltd                                                                                       | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |      40372 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33WB9   TRS USD R V 00MFEDL IS33WC0/FEDL01/-35 BPS / Short: IS33WB9   TRS USD P E IS33WB9/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6945 | OU      | $-146.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ChampionX Corp                                         | ChampionX Corp                                                                                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      35374 | NS      | $851452.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $8069.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                    | CALIFORNIA ST                                                                                                      | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     465000 | PA      | $552026.94    | 0.13%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1773.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                               | Magyar Export-Import Bank Zrt                                                                                      | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     255000 | PA      | $258952.50    | 0.06%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-5008.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                     | Teck Resources Ltd                                                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      10410 | NS      | $385799.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z5R6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     144429 | PA      | $63997.30     | 0.02%             | 2037-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32MV6   TRS CAD R E IS32MV6/CA45790B1040 / Short: IS32MV6   TRS CAD P V 00MCORRA IS32MW7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      33878 | OU      | $240.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34EQ1   TRS CAD R E IS34EQ1/CA0342231077 / Short: IS34EQ1   TRS CAD P V 00MCORRA IS34ER2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11509 | OU      | $-26.89       | -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      | $-2531.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS344C7   TRS USD R V 00MFEDL IS344D8/FEDL01/-35 BPS / Short: IS344C7   TRS USD P E IS344C7/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      57697 | OU      | $215.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                   | Cross 2025-H4 Mortgage Trust                                                                                       | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166714 | PA      | $166924.88    | 0.04%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $148.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      13963 | NS      | $6428006.68   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE JUN25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         45 | NC      | $4343.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS342Y5   TRS USD R V 00MFEDL IS342Z6/FEDL01/-35 BPS / Short: IS342Y5   TRS USD P E IS342Y5/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8209 | OU      | $45.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortnox AB                                             | Fortnox AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300MSNMHPC3O60W78 | Long             | EC               | CORP              | SE        |      15690 | NS      | $141552.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                             | Eurazeo SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |       2296 | NS      | $160563.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         29 | NC      | $4494.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS348Q9   TRS CAD R E IS348Q9/CA45790B1040 / Short: IS348Q9   TRS CAD P V 00MCORRA IS348R0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11333 | OU      | $77.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                                   | Align Technology Inc                                                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       1882 | NS      | $340529.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                   | Targa Resources Corp                                                                                               | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       1150 | NS      | $181619.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $510.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                          | Industria de Diseno Textil SA                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       9137 | NS      | $494999.53    | 0.12%             |  |  |  | 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      | $260.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33H25   TRS SEK R E IS33H25/SE0017161243 / Short: IS33H25   TRS SEK P V 01MSTIBO IS33H36/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     407298 | OU      | $-186.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS349Q6   TRS CHF R F   .00000 IS349R7/SMM5 / Short: IS349Q6   TRS CHF P E IS349Q6/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     121820 | OU      | $-473.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33QU6   TRS EUR R E IS33QU6/ES0116920333 / Short: IS33QU6   TRS EUR P V 00MESTR IS33QV7/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21655 | OU      | $325.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VEH4   TRS USD R V 00MSOFR IS2VEI5/SOFRRATE/-35 BPS / Short: IS2VEH4   TRS USD P E IS2VEH4/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      45945 | OU      | $17059.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     181000 | PA      | $208445.08    | 0.05%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                 | Russian Federal Bond - OFZ                                                                                         | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   23770000 | PA      | $0.00         | 0.00%             | 2028-01-19      | Fixed         | 7.05%                 | Yes           |                  3 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248043 | PA      | $253547.28    | 0.06%             | 2042-07-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-115988.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp International/US                          | Service Corp International/US                                                                                      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       5368 | NS      | $418704.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                      | Veeva Systems Inc                                                                                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        226 | NS      | $63212.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-851.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                                                | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |     416000 | PA      | $408233.28    | 0.10%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                  | Applied Materials Inc                                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       2806 | NS      | $439840.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $134093.60    | 0.03%             | 2029-10-02      | Fixed         | 4.88%                 | 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      | $-1983.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                | Rockwell Automation Inc                                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       1132 | NS      | $357202.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $1909.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                              | Kellanova                                                                                                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      11013 | NS      | $910004.19    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $3350.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                | Eni SpA                                                                                                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     343000 | PA      | $343312.13    | 0.08%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31GO4   TRS USD R V 00MSOFR IS31GP5/SOFRRATE/-35 BPS / Short: IS31GO4   TRS USD P E IS31GO4/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16493 | OU      | $2671.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                               | Tryg A/S                                                                                                           | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      14445 | NS      | $371128.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                         | Rheinmetall AG                                                                                                     | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        109 | NS      | $233616.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                            | Pearson PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      21495 | NS      | $337595.87    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-57955.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $122370.84    | 0.03%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2TD93   TRS USD R V 00MFEDL IS2TDA4/FEDL01/-35 BPS / Short: IS2TD93   TRS USD P E IS2TD93/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      21928 | OU      | $4670.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                                                                              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72000 | PA      | $72480.15     | 0.02%             | 2032-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                           | Newmont Corp                                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       7066 | NS      | $372519.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z8H5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     144430 | PA      | $54767.11     | 0.01%             | 2040-06-02      | None          | 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      | $2994.53      | 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      | $3787.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      29326 | NS      | $3962822.38   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.                                                                       | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     270000 | PA      | $286788.47    | 0.07%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                       | Dentsu Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |      10700 | NS      | $231113.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-19663.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33VL2   TRS GBP R V 00MSONIA IS33VM3/SONIO/N/-35 BPS / Short: IS33VL2   TRS GBP P E IS33VL2/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5721 | OU      | $-1450.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                          | Sutter Health                                                                                                      | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      68000 | PA      | $68929.56     | 0.02%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                              | Adobe Inc                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       2093 | NS      | $868783.37    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VL39   TRS USD R V 00MSOFR IS2VL40/SOFRRATE/-35 BPS / Short: IS2VL39   TRS USD P E IS2VL39/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        330 | OU      | $114.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33WY2   TRS USD R V 00MFEDL IS33WZ3/FEDL01/-35 BPS / Short: IS33WY2   TRS USD P E IS33WY2/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       7697 | OU      | $-378.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34AO1   TRS SEK R E IS34AO1/SE0000454746 / Short: IS34AO1   TRS SEK P V 01MSTIBO IS34AP2/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |       5930 | OU      | $1.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM7 Trust                                                                                                | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |     369616 | PA      | $370848.65    | 0.09%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $7412.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33N27   TRS GBP R E IS33N27/GB0004726096 / Short: IS33N27   TRS GBP P V 00MSONIA IS33N38/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       4054 | OU      | $488.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      13905 | NS      | $655419.82    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                               | CVC Capital Partners PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |       8976 | NS      | $167030.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2XF00   TRS USD R V 00MSOFR IS2XF11/SOFRRATE/-35 BPS / Short: IS2XF00   TRS USD P E IS2XF00/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      15965 | OU      | $5317.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                   | CURO GROUP HLDGS LLC                                                                                               | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7850 | NS      | $40560.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $4849.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | MSCI SING IX ETS JUN25                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -31 | NC      | $-4122.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Z926   TRS GBP R E IS2Z926/GB0004726096 / Short: IS2Z926   TRS GBP P V 00MSONIA IS2Z937/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       7943 | OU      | $666.45       | 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      | $-8989.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                                                    | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       9325 | NS      | $357331.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank AS                                         | Danske Bank AS                                                                                                     | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     177000 | PA      | $214841.92    | 0.05%             | 2030-06-21      | Fixed         | 4.75%                 | 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      | $-1669.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1299.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS345C4   TRS CHF R F   .00000 IS345D5/SMM5 / Short: IS345C4   TRS CHF P E IS345C4/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     120289 | OU      | $-2334.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $223652.00    | 0.05%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       7851 | NS      | $1357045.35   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FG8   TRS USD R V 00MFEDL IS34FH9/FEDL01/-35 BPS / Short: IS34FG8   TRS USD P E IS34FG8/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      45495 | OU      | $-3356.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                                                    | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       7068 | NS      | $514762.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31G88   TRS CAD R E IS31G88/CA1254911003 / Short: IS31G88   TRS CAD P V 00MCORRA IS31G99/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      13135 | OU      | $29.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33II8   TRS SEK R E IS33II8/SE0017161243 / Short: IS33II8   TRS SEK P V 01MSTIBO IS33IJ9/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     311880 | OU      | $268.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                            | BNG Bank NV                                                                                                        | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     294000 | PA      | $188669.03    | 0.05%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                   | Dassault Aviation SA                                                                                               | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        853 | NS      | $310251.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2UOW6   TRS USD R V 00MSOFR IS2UOX7/SOFRRATE/-35 BPS / Short: IS2UOW6   TRS USD P E IS2UOW6/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     311584 | OU      | $137061.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $16960.64     | 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      | $1955.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                            | GOLD 100 OZ FUTR AUG25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         13 | NC      | $70165.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34MY5   TRS CAD R E IS34MY5/CA0342231077 / Short: IS34MY5   TRS CAD P V 00MCORRA IS34MZ6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11598 | OU      | $-46.07       | -0.00%            |  |  |  | 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      | $-101.50      | -0.00%            |  |  |  | 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      | $678.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33GU6   TRS SEK R E IS33GU6/SE0017161243 / Short: IS33GU6   TRS SEK P V 01MSTIBO IS33GV7/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |    2181139 | OU      | $-1792.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS340K7   TRS SEK R E IS340K7/SE0000454746 / Short: IS340K7   TRS SEK P V 01MSTIBO IS340L8/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     386220 | OU      | $35.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34DM0   TRS SEK R E IS34DM0/SE0000454746 / Short: IS34DM0   TRS SEK P V 01MSTIBO IS34DN1/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     182297 | OU      | $7.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     214000 | PA      | $240206.56    | 0.06%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $13641.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3558.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34D42   TRS BRL R F   .00000 IS34D53/BZM5 / Short: IS34D42   TRS BRL P E IS34D42/BRBMEFIBV3P5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    3458993 | OU      | $348.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34F24   TRS SEK R E IS34F24/SE0000454746 / Short: IS34F24   TRS SEK P V 01MSTIBO IS34F35/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     123320 | OU      | $1.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34GO3   TRS CHF R F   .00000 IS34GP4/SMM5 / Short: IS34GO3   TRS CHF P E IS34GO3/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     121193 | OU      | $-1236.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34AS5   TRS USD R V 00MSOFR IS34AT6/SOFRRATE/-30 BPS / Short: IS34AS5   TRS USD P E IS34AS5/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17089 | OU      | $612.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                      | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $233548.46    | 0.06%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                    | MTU Aero Engines AG                                                                                                | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |        849 | NS      | $339573.79    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                        | EMCOR Group Inc                                                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        726 | NS      | $342570.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     125000 | PA      | $138534.85    | 0.03%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                                                                        | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     321000 | PA      | $342863.31    | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $21400.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                               | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $205854.00    | 0.05%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                            | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     329000 | PA      | $279367.06    | 0.07%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                     | Walt Disney Co/The                                                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       4294 | NS      | $485393.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1987.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                     | Everi Holdings Inc                                                                                                 | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      35029 | NS      | $494259.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                                                       | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      10541 | NS      | $281927.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                                                                | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     182000 | PA      | $208865.16    | 0.05%             | 2032-05-20      | Fixed         | 3.43%                 | 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      | $358.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1992.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                         | Air Lease Corp                                                                                                     | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     175000 | PA      | $133375.14    | 0.03%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                 | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1618000 | PA      | $1844800.86   | 0.44%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                            | Gartner Inc                                                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        796 | NS      | $347390.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                               | Magnetation LLC / Mag Finance Corp                                                                                 | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145972 | PA      | $0.00         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Marsh & McLennan Cos Inc                               | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       2175 | NS      | $508210.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                            | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        694 | NS      | $68511.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $2044.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                      | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      20884 | NS      | $734340.34    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS344Q1   TRS USD R V 00MFEDL IS344R2/FEDL01/-35 BPS / Short: IS344Q1   TRS USD P E IS344Q1/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      18952 | OU      | $-161.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2803.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIE FINANCEMENT FONCIER                                | Cie de Financement Foncier SA                                                                                      | CUSIP: 000000000<br>LEI: DKGVVH5FKILG8R13CO13 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $341357.18    | 0.08%             | 2030-03-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                       | Coca-Cola Co/The                                                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       6944 | NS      | $500662.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                           | Fortinet Inc                                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       3638 | NS      | $370275.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |          1 | NC      | $10880.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                               | Harley-Davidson Financial Services Inc                                                                             | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125608.75    | 0.03%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                            | GoDaddy Inc                                                                                                        | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       1915 | NS      | $348817.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $933.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                    | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     267000 | PA      | $268660.74    | 0.06%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2XY69   TRS USD R V 00MSOFR IS2XY70/SOFRRATE/-35 BPS / Short: IS2XY69   TRS USD P E IS2XY69/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       4786 | OU      | $1826.71      | 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      | $-1729.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       2014 | NS      | $255266.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $1332.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32QR0   TRS USD R V 00MSOFR IS32QS1/SOFRRATE/-35 BPS / Short: IS32QR0   TRS USD P E IS32QR0/US77311W1018   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       2795 | OU      | $296.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                 | Diageo Investment Corp                                                                                             | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204008.00    | 0.05%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 6                                                                                                   | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249004.00    | 0.06%             | 2034-05-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                         | K2016470219 (SOUTH AFRICA) LTD                                                                                     | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |      73623 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS342O5   TRS CHF R F   .00000 IS342P6/SMM5 / Short: IS342O5   TRS CHF P E IS342O5/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     118846 | OU      | $-4087.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33GS4   TRS USD R V 00MFEDL IS33GT5/FEDL01/-35 BPS / Short: IS33GS4   TRS USD P E IS33GS4/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6775 | OU      | $-293.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34502   TRS GBP R V 00MSONIA IS34513/SONIO/N/-35 BPS / Short: IS34502   TRS GBP P E IS34502/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7831 | OU      | $-1037.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                               | Baiterek National Managing Holding JSC                                                                             | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     275000 | PA      | $274667.25    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34MW3   TRS BRL R F   .00000 IS34MX4/BZM5 / Short: IS34MW3   TRS BRL P E IS34MW3/BRBMEFIBV3P5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |     973273 | OU      | $928.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1284.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp                                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        670 | NS      | $68541.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                  | Takeda Pharmaceutical Co Ltd                                                                                       | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     469000 | PA      | $415557.45    | 0.10%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS348U3   TRS USD R V 00MFEDL IS348V4/FEDL01/-35 BPS / Short: IS348U3   TRS USD P E IS348U3/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1272 | OU      | $30.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z5V7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     144429 | PA      | $57756.59     | 0.01%             | 2039-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-11308.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136946.70    | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34CM3   TRS USD R V 00MFEDL IS34CN4/FEDL01/-35 BPS / Short: IS34CM3   TRS USD P E IS34CM3/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8425 | OU      | $516.05       | 0.00%             |  |  |  | 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      | $-756.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $417252.00    | 0.10%             | 2042-07-25      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32JH1   TRS CAD R E IS32JH1/CA45790B1040 / Short: IS32JH1   TRS CAD P V 00MCORRA IS32JI2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      22688 | OU      | $154.21       | 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      | $-620.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32DP7   TRS GBP R E IS32DP7/GB00BY9D0Y18 / Short: IS32DP7   TRS GBP P V 00MSONIA IS32DQ8/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      64596 | OU      | $9976.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $192860.00    | 0.05%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                           | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128058 | PA      | $128076.85    | 0.03%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         26 | NC      | $26020.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2V8Z0   TRS USD R V 00MSOFR IS2V902/SOFRRATE/-35 BPS / Short: IS2V8Z0   TRS USD P E IS2V8Z0/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        765 | OU      | $307.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Connecticut Avenue Securities Series 2025-R01                                                                      | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119841 | PA      | $119900.67    | 0.03%             | 2045-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS332H5   TRS GBP R V 00MSONIA IS332I6/SONIO/N/-35 BPS / Short: IS332H5   TRS GBP P E IS332H5/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      37616 | OU      | $-3684.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                 | Agnico Eagle Mines Ltd                                                                                             | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       1032 | NS      | $121650.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MOLSON COORS BEVERAGE                                  | Molson Coors Beverage Co                                                                                           | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     305000 | PA      | $354080.07    | 0.09%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34267   TRS EUR R E IS34267/FR0013447729 / Short: IS34267   TRS EUR P V 00MESTR IS34278/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      28794 | OU      | $-1599.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       3927 | NS      | $696373.28    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32WP0   IRS NZD R F  4.15500 IS32WP0 CCPVANILLA / Short: SS32WP0   IRS NZD P V 03MNZDBB IS32WQ1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     966000 | OU      | $1816.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HANG SENG IDX FUT JUN25                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          6 | NC      | $45.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z5S4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $61825.90     | 0.01%             | 2037-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34G21   TRS USD R E IS34G21/CA55903Q1046 / Short: IS34G21   TRS USD P V 00MFEDL IS34G32/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     117565 | OU      | $4290.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     176000 | PA      | $143999.68    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                                                                        | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      52000 | PA      | $55168.36     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-19428.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     341000 | PA      | $414334.27    | 0.10%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33AA4   TRS USD R V 00MFEDL IS33AB5/FEDL01/-35 BPS / Short: IS33AA4   TRS USD P E IS33AA4/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      29007 | OU      | $1485.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E2open Parent Holdings Inc                             | E2open Parent Holdings Inc                                                                                         | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     143605 | NS      | $460972.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33EY6   TRS USD R V 00MFEDL IS33EZ7/FEDL01/-35 BPS / Short: IS33EY6   TRS USD P E IS33EY6/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      88156 | OU      | $6222.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33XM7   TRS EUR R E IS33XM7/FR0013447729 / Short: IS33XM7   TRS EUR P V 00MESTR IS33XN8/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      22498 | OU      | $-758.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5636000 | PA      | $5468783.26   | 1.32%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31DY3   TRS CAD R E IS31DY3/CA1254911003 / Short: IS31DY3   TRS CAD P V 00MCORRA IS31DZ4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |     177364 | OU      | $139.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34MA1   TRS CAD R E IS34MA1/CA0342231077 / Short: IS34MA1   TRS CAD P V 00MCORRA IS34MB2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       5420 | OU      | $-19.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                                                                   | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     248000 | PA      | $248705.58    | 0.06%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $-25524.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                         | MONITRONICS INTERNATIONAL, INC                                                                                     | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $0.00         | 0.00%             | 2025-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2V7N1   TRS USD R V 00MFEDL IS2V7O2/FEDL01/-35 BPS / Short: IS2V7N1   TRS USD P E IS2V7N1/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      12844 | OU      | $2357.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      13549 | NS      | $729960.36    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44554.84     | 0.01%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1178000 | PA      | $1433784.32   | 0.35%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-6688.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VC92   TRS USD R V 00MSOFRR IS2VCA3/SOFRRATE/-35 BPS / Short: IS2VC92   TRS USD P E IS2VC92/AN8068571086  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        546 | OU      | $209.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | CAN 5YR BOND FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         26 | NC      | $10568.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     334000 | PA      | $361560.15    | 0.09%             | 2027-10-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Z368   TRS GBP R E IS2Z368/GB0004726096 / Short: IS2Z368   TRS GBP P V 00MSONIA IS2Z379/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      11478 | OU      | $759.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                        | London Stock Exchange Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       3501 | NS      | $532700.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32NR9   TRS CAD R E IS32NR9/CA45790B1040 / Short: IS32NR9   TRS CAD P V 00MCORRA IS32NS0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      28880 | OU      | $208.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34OT4   TRS USD R V 00MFEDL IS34OU5/FEDL01/-35 BPS / Short: IS34OT4   TRS USD P E IS34OT4/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14957 | OU      | $-83.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD SGD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $696.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $6138.48      | 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      | $4876.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                            | Incyte Corp                                                                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       3001 | NS      | $195245.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS345A2   TRS EUR R E IS345A2/ES0116920333 / Short: IS345A2   TRS EUR P V 00MESTR IS345B3/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |        343 | OU      | $-0.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                                | Texas Pacific Land Corp                                                                                            | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        204 | NS      | $227262.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust 2025-DATA                                                                           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     386930 | PA      | $383544.36    | 0.09%             | 2042-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32U12   IRS NZD R F  4.17020 IS32U12 CCPVANILLA / Short: SS32U12   IRS NZD P V 03MNZDBB IS32U23 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1053000 | OU      | $2788.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                        | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     337000 | PA      | $342014.56    | 0.08%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                                               | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     122000 | PA      | $127897.28    | 0.03%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXL2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $48474.31     | 0.01%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                  | Monster Beverage Corp                                                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       5648 | NS      | $361189.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-565.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                          | Nomura Research Institute Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      10700 | NS      | $412463.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CL        |          1 | NC      | $-7878.45     | -0.00%            |  |  |  | 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      | $1616.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1777.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        466 | NS      | $234845.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $3701.51      | 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      | $-6031.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-47921.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR JUN25                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         -9 | NC      | $-119071.33   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                       | Skechers USA Inc                                                                                                   | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       5338 | NS      | $331169.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS348K3   TRS EUR R E IS348K3/ES0116920333 / Short: IS348K3   TRS EUR P V 00MESTR IS348L4/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21563 | OU      | $-136.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z8K8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $51800.43     | 0.01%             | 2041-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $12881.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                            | SNCF Reseau                                                                                                        | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     700000 | PA      | $810623.95    | 0.20%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                | DSV A/S                                                                                                            | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       3146 | NS      | $740834.22    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                      | Hannover Rueck SE                                                                                                  | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        552 | NS      | $174545.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                                                         | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $204024.00    | 0.05%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                       | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         14 | NS      | $25884.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34OV6   TRS USD R V 00MFEDL IS34OW7/FEDL01/-35 BPS / Short: IS34OV6   TRS USD P E IS34OV6/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       7899 | OU      | $-96.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34F80   TRS EUR R E IS34F80/FR0013447729 / Short: IS34F80   TRS EUR P V 00MESTR IS34F91/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      39391 | OU      | $-115.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6577.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                         | BOCA Commercial Mortgage Trust 2024-BOCA                                                                           | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     408270 | PA      | $408907.92    | 0.10%             | 2041-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                            | Netflix Inc                                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        587 | NS      | $708644.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32V97   TRS GBP R V 00MSONIA IS32VA8/SONIO/N/-35 BPS / Short: IS32V97   TRS GBP P E IS32V97/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5286 | OU      | $-814.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-23063.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32DZ7   TRS USD R V 00MSOFR IS32E09/SOFRRATE/-35 BPS / Short: IS32DZ7   TRS USD P E IS32DZ7/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      60306 | OU      | $7126.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34803   TRS EUR R E IS34803/ES0116920333 / Short: IS34803   TRS EUR P V 00MESTR IS34814/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       2560 | OU      | $-16.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34MM3   TRS USD R V 00MFEDL IS34MN4/FEDL01/-35 BPS / Short: IS34MM3   TRS USD P E IS34MM3/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      18938 | OU      | $421.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       2054 | NS      | $300878.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $11089.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34GK9   TRS EUR R E IS34GK9/FR0013447729 / Short: IS34GK9   TRS EUR P V 00MESTR IS34GL0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      22069 | OU      | $-39.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33IK0   TRS EUR R E IS33IK0/FR0013447729 / Short: IS33IK0   TRS EUR P V 00MESTR IS33IL1/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      42360 | OU      | $-1288.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                   | Juniper Networks Inc                                                                                               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      25420 | NS      | $913340.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FW4   TRS USD R V 00MFEDL IS34FX5/FEDL01/-35 BPS / Short: IS34FW4   TRS USD P E IS34FW4/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4409 | OU      | $-216.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust                                                                                | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163000 | PA      | $163229.02    | 0.04%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2XYK3   TRS GBP R E IS2XYK3/GB0004726096 / Short: IS2XYK3   TRS GBP P V 00MSONIA IS2XYL4/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      38689 | OU      | $1855.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| South African Futures Exchange                         | FTSE/JSE TOP 40 JUN25                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |        -14 | NC      | $-7757.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     280760 | PA      | $168479.15    | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONG KONG MORTGAGE CORP                                | Hong Kong Mortgage Corp Ltd/The                                                                                    | CUSIP: 000000000<br>LEI: 254900W04TBDJ4UBOS04 | Long             | DBT              | NUSS              | HK        |    2500000 | PA      | $353924.19    | 0.09%             | 2031-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS345Y6   TRS USD R V 00MFEDL IS345Z7/FEDL01/-35 BPS / Short: IS345Y6   TRS USD P E IS345Y6/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8050 | OU      | $-20.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXP3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $44899.61     | 0.01%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                               | Sociedad Quimica y Minera de Chile SA                                                                              | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $190450.00    | 0.05%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33HK3   TRS SEK R E IS33HK3/SE0017161243 / Short: IS33HK3   TRS SEK P V 01MSTIBO IS33HL4/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     332720 | OU      | $128.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34AW9   TRS USD R V 00MFEDL IS34AX0/FEDL01/-35 BPS / Short: IS34AW9   TRS USD P E IS34AW9/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8087 | OU      | $292.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                   | Colombian TES                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 5080300000 | PA      | $1291854.26   | 0.31%             | 2033-02-09      | Fixed         | 13.25%                | 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        |     326381 | PA      | $340558.99    | 0.08%             | 2043-06-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34GW1   TRS CAD R E IS34GW1/CA0342231077 / Short: IS34GW1   TRS CAD P V 00MCORRA IS34GX2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      46111 | OU      | $-118.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       2037 | NS      | $1192867.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34EY9   TRS GBP R E IS34EY9/GB00BY9D0Y18 / Short: IS34EY9   TRS GBP P V 00MSONIA IS34EZ0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       9763 | OU      | $445.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                       | Pernod Ricard SA                                                                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       2080 | NS      | $215077.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     212000 | PA      | $204683.88    | 0.05%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $-9272.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                       | Booz Allen Hamilton Holding Corp                                                                                   | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       3264 | NS      | $346800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                               | BPCE SFH SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $728145.99    | 0.18%             | 2029-01-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | Broadcom Inc                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       6173 | NS      | $1494298.11   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                               | Engie SA                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116265.55    | 0.03%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                             | Japan Post Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      36800 | NS      | $360583.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       7275 | NS      | $321045.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     303000 | PA      | $348445.11    | 0.08%             | 2032-08-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS346G5   TRS USD R E IS346G5/US05478C1053 / Short: IS346G5   TRS USD P V 00MFEDL IS346H6/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16788 | OU      | $-24.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $4884.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborOne Bancorp Inc                                  | HarborOne Bancorp Inc                                                                                              | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      12472 | NS      | $141931.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $132531.02    | 0.03%             | 2028-06-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS32WV6   IRS NZD R F  4.15250 IS32WV6 CCPVANILLA / Short: SS32WV6   IRS NZD P V 03MNZDBB IS32WW7 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1904000 | OU      | $3343.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                                                      | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $139886.25    | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34H06   TRS USD R V 00MFEDL IS34H17/FEDL01/-35 BPS / Short: IS34H06   TRS USD P E IS34H06/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13046 | OU      | $28.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                         | Alpek SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     220000 | PA      | $206181.25    | 0.05%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-62.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     868000 | PA      | $1100592.35   | 0.27%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                 | Tesla Auto Lease Trust 2024-B                                                                                      | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     203000 | PA      | $203784.13    | 0.05%             | 2028-08-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3282.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33RQ9   TRS EUR R E IS33RQ9/ES0116920333 / Short: IS33RQ9   TRS EUR P V 00MESTR IS33RR0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      14054 | OU      | $81.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                 | Cox Communications Inc                                                                                             | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     265000 | PA      | $263961.20    | 0.06%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | S+P500 EMINI FUT JUN25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        219 | NC      | $3504075.43   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31FI1   TRS USD R V 00MSOFR IS31FJ2/SOFRRATE/-35 BPS / Short: IS31FI1   TRS USD P E IS31FI1/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3103 | OU      | $512.81       | 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      | $-6650.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $47740.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       1426 | NS      | $494051.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                             | US Bancorp                                                                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       5138 | NS      | $223965.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Andlauer Healthcare Group Inc                          | Andlauer Healthcare Group Inc                                                                                      | CUSIP: 034223107<br>LEI: 549300FEFF2VDKFOGG32 | Long             | EC               | CORP              | CA        |        388 | NS      | $15111.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                         | Long: IS2TYF6   TRS USD R V 00MFEDL IS2TYG7/FEDL01/-35 BPS / Short: IS2TYF6   TRS USD P E IS2TYF6/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16198 | OU      | $4587.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                             | Inpex Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      13900 | NS      | $185867.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelerated Assets                                     | Accelerated 2024-1 LLC                                                                                             | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     362755 | PA      | $358077.43    | 0.09%             | 2044-08-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34CU1   TRS CHF R F   .00000 IS34CV2/SMM5 / Short: IS34CU1   TRS CHF P E IS34CU1/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     120484 | OU      | $-2096.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2024-2 Receivables Funding LLC                                                                    | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     103754 | PA      | $104375.63    | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34HY0   TRS CHF R F   .00000 IS34HZ1/SMM5 / Short: IS34HY0   TRS CHF P E IS34HY0/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     243174 | OU      | $-1513.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     649400 | PA      | $624464.05    | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | 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      | $2097.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |          1 | NC      | $16109.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS315J2   TRS USD R V 00MSOFR IS315K3/SOFRRATE/-35 BPS / Short: IS315J2   TRS USD P E IS315J2/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      33711 | OU      | $7703.99      | 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      | $32188.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34OP0   TRS USD R E IS34OP0/US05478C1053 / Short: IS34OP0   TRS USD P V 00MFEDL IS34OQ1/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16603 | OU      | $120.45       | 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      | $-13700.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                     | Home Depot Inc/The                                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       1634 | NS      | $601785.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $146.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-106508.75   | -0.03%            |  |  |  | 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      | $1511.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     300000 | PA      | $353473.57    | 0.09%             | 2033-04-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                         | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $239527.74    | 0.06%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Z3Y6   TRS GBP R E IS2Z3Y6/GB0004726096 / Short: IS2Z3Y6   TRS GBP P V 00MSONIA IS2Z3Z7/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       6159 | OU      | $424.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33W97   TRS EUR R E IS33W97/FR0013447729 / Short: IS33W97   TRS EUR P V 00MESTR IS33WA8/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       7145 | OU      | $145.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2024-A LLC                                                                                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     248738 | PA      | $249397.56    | 0.06%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Calibre Mining Corp                                    | Calibre Mining Corp                                                                                                | CUSIP: 13000C205<br>LEI: 9845005U3E61362A1O58 | Long             | EC               | CORP              | CA        |      10334 | NS      | $23870.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS30I12   TRS USD R V 00MSOFR IS30I23/SOFRRATE/-35 BPS / Short: IS30I12   TRS USD P E IS30I12/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      20952 | OU      | $5818.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | Apidos CLO XV                                                                                                      | CUSIP: 03764QBG6<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250329.75    | 0.06%             | 2031-04-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                  | Auto Trader Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      37047 | NS      | $396758.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2UW99   TRS USD R V 00MSOFR IS2UWA0/SOFRRATE/-35 BPS / Short: IS2UW99   TRS USD P E IS2UW99/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      74922 | OU      | $32987.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS341Y8   TRS SEK R E IS341Y8/SE0000454746 / Short: IS341Y8   TRS SEK P V 01MSTIBO IS341Z9/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     384250 | OU      | $-75.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-1627.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33GG2   TRS USD R V 00MFEDL IS33GH3/FEDL01/-35 BPS / Short: IS33GG2   TRS USD P E IS33GG2/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16180 | OU      | $-1036.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2019-IMC                                                                              | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190078 | PA      | $188295.91    | 0.05%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                                                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     510000 | PA      | $590296.33    | 0.14%             | 2027-11-23      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z8J1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $53207.73     | 0.01%             | 2040-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                               | Caisse de Refinancement de l'Habitat SA                                                                            | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228279.97    | 0.06%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32X35   TRS USD R V 00MSOFR IS32X46/SOFRRATE/-35 BPS / Short: IS32X35   TRS USD P E IS32X35/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13482 | OU      | $1330.59      | 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      | $20557.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                                                        | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     207000 | PA      | $199949.58    | 0.05%             | 2030-07-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34NP3   TRS USD R V 00MFEDL IS34NQ4/FEDL01/-35 BPS / Short: IS34NP3   TRS USD P E IS34NP3/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        558 | OU      | $-2.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                 | Yum China Holdings Inc                                                                                             | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      16710 | NS      | $729391.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES JUN25                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          6 | NC      | $51448.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BBGI Global Infrastructure SA                          | BBGI Global Infrastructure SA                                                                                      | CUSIP: 000000000<br>LEI: 529900CV0RWCOP5YHK95 | Long             | EC               | RF                | LU        |     116696 | NS      | $226097.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VEX0   TRS USD R V 00MSOFR IS2VEY1/SOFRRATE/-35 BPS / Short: IS2VEX0   TRS USD P E IS2VEX0/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        834 | OU      | $313.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                            | Hertz Vehicle Financing III LLC                                                                                    | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $204410.97    | 0.05%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VCH0   TRS USD R V 00MSOFR IS2VCI1/SOFRRATE/-35 BPS / Short: IS2VCH0   TRS USD P E IS2VCH0/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     116476 | OU      | $44769.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34HM8   TRS EUR R E IS34HM8/FR0013447729 / Short: IS34HM8   TRS EUR P V 00MESTR IS34HN9/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      22128 | OU      | $-70.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-937.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      12022 | NS      | $507376.52    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34OZ0   TRS EUR R E IS34OZ0/FR0013447729 / Short: IS34OZ0   TRS EUR P V 00MESTR IS34P02/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       3810 | OU      | $-8.76        | -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      | $571.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33GW8   TRS SEK R E IS33GW8/SE0017161243 / Short: IS33GW8   TRS SEK P V 01MSTIBO IS33GX9/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     405389 | OU      | $-13.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1553000 | PA      | $869619.34    | 0.21%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2796.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS34148   IRS CHF R V 00MSARON IS34159 CCPOIS / Short: BS34148   IRS CHF P F   .51000 IS34148 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     111000 | OU      | $-2146.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     364000 | PA      | $373782.32    | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198000.00    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                                                                                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       3379 | NS      | $341380.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     307000 | PA      | $311021.70    | 0.08%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS346C1   TRS EUR R E IS346C1/ES0116920333 / Short: IS346C1   TRS EUR P V 00MESTR IS346D2/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       8696 | OU      | $-34.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       5852 | NS      | $337367.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                        | TXNM Energy Inc                                                                                                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       3425 | NS      | $194163.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4032.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS344I3   TRS GBP R E IS344I3/GB00BY9D0Y18 / Short: IS344I3   TRS GBP P V 00MSONIA IS344J4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       8508 | OU      | $674.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                                                                         | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     261000 | PA      | $265546.62    | 0.06%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                     | EXIDE TECHNOLOGIES                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24220 | PA      | $0.00         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     100679 | PA      | $55154.04     | 0.01%             | 2050-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-94335.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VDX3   TRS USD R V 00MSOFR IS2VDY4/SOFRRATE/-35 BPS / Short: IS2VDX3   TRS USD P E IS2VDX3/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      76172 | OU      | $28889.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32RL1   TRS GBP R E IS32RL1/GB00BY9D0Y18 / Short: IS32RL1   TRS GBP P V 00MSONIA IS32RM2/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6187 | OU      | $639.42       | 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      | $17146.76     | 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      | $-2919.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                      | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     725000 | PA      | $856392.81    | 0.21%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                 | ESC SOUTHEASTERN GROCE                                                                                             | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8714 | NS      | $1568.52      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Budweiser Brewing Co APAC Ltd                          | Budweiser Brewing Co APAC Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300YF1MR4GTF18132 | Long             | EC               | CORP              | KY        |     141000 | NS      | $146266.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Voya CLO Ltd                                           | Voya CLO 2018-2 Ltd                                                                                                | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500033.50    | 0.12%             | 2031-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-851460.95   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34N53   TRS KRW R E IS34N53/KR4101W60000 / Short: IS34N53   TRS KRW P F   .00000 IS34N64/KMM5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  432410030 | OU      | $12839.73     | 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      | $-9799.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31OT5   TRS USD R V 00MSOFR IS31OU6/SOFRRATE/-35 BPS / Short: IS31OT5   TRS USD P E IS31OT5/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      88092 | OU      | $11229.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33JM9   TRS EUR R E IS33JM9/FR0013447729 / Short: IS33JM9   TRS EUR P V 00MESTR IS33JN0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      20182 | OU      | $-341.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34IW5   TRS BRL R F   .00000 IS34IX6/BZM5 / Short: IS34IW5   TRS BRL P E IS34IW5/BRBMEFIBV3P5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |     842502 | OU      | $2241.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS346K9   TRS USD R V 00MFEDL IS346L0/FEDL01/-35 BPS / Short: IS346K9   TRS USD P E IS346K9/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        597 | OU      | $-1.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |          1 | NC      | $78856.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105389 | PA      | $105257.00    | 0.03%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 113 CLO Ltd                                                                                                 | CUSIP: 26253EBB3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249338.50    | 0.06%             | 2037-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      28000 | PA      | $24559.08     | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                 | Orbia Advance Corp SAB de CV                                                                                       | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $329444.00    | 0.08%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                            | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       1669 | NS      | $1002151.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                       | Coca-Cola HBC AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       6319 | NS      | $329299.07    | 0.08%             |  |  |  | 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      | $5585.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                              | Logitech International SA                                                                                          | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       1615 | NS      | $134570.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-12090.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     767000 | PA      | $1042717.71   | 0.25%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                            | Rollins Inc                                                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       5441 | NS      | $311497.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-OAT FUTURE JUN25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         20 | NC      | $5846.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp                         | Mitsubishi Chemical Group Corp                                                                                     | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      63300 | NS      | $336947.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        573 | NS      | $579354.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France SA                                                                                           | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     262000 | PA      | $206561.75    | 0.05%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33SY4   TRS SEK R E IS33SY4/SE0017161243 / Short: IS33SY4   TRS SEK P V 01MSTIBO IS33SZ5/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |      48207 | OU      | $27.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | S+P500 EMINI FUT JUN25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -1 | NC      | $-20403.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     127000 | PA      | $107905.55    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $-12127.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2UUP1   TRS USD R V 00MSOFR IS2UUQ2/SOFRRATE/-35 BPS / Short: IS2UUP1   TRS USD P E IS2UUP1/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      67260 | OU      | $29797.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                            | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      86660 | PA      | $86521.66     | 0.02%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34728   TRS GBP R E IS34728/GB00BY9D0Y18 / Short: IS34728   TRS GBP P V 00MSONIA IS34739/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2182 | OU      | $129.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2025-NQM2 Trust                                                                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137000 | PA      | $137533.78    | 0.03%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                    | Sumitomo Mitsui Financial Group Inc                                                                                | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      18800 | NS      | $482989.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-34.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34NH5   TRS CAD R E IS34NH5/CA45790B1040 / Short: IS34NH5   TRS CAD P V 00MCORRA IS34NI6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       8206 | OU      | $16.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                  | Julius Baer Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       9752 | NS      | $643171.85    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                | Sherwin-Williams Co/The                                                                                            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        430 | NS      | $154288.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                        | Foot Locker Inc                                                                                                    | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      19135 | NS      | $454647.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                             | Dexcom Inc                                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       1331 | NS      | $114199.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                                                                                   | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     227000 | PA      | $253169.59    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                  | Yangzijiang Shipbuilding Holdings Ltd                                                                              | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     205200 | NS      | $336181.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                               | American Medical Systems Europe BV                                                                                 | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     303000 | PA      | $343219.13    | 0.08%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34MI9   TRS BRL R F   .00000 IS34MJ0/BZM5 / Short: IS34MI9   TRS BRL P E IS34MI9/BRBMEFIBV3P5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1395484 | OU      | $2217.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       5141 | NS      | $330599.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                           | NiSource Inc                                                                                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       8719 | NS      | $344749.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34706   TRS GBP R V 00MSONIA IS34717/SONIO/N/-35 BPS / Short: IS34706   TRS GBP P E IS34706/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1235 | OU      | $-141.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34A85   TRS USD R E IS34A85/US05478C1053 / Short: IS34A85   TRS USD P V 00MFEDL IS34A96/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      58364 | OU      | $-337.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI International Developed Markets ETF  | iShares Core MSCI International Developed Markets ETF                                                              | CUSIP: 46435G326<br>LEI: 549300LRJOM3FVVFKB50 | Long             | EC               | RF                | US        |      29216 | NS      | $2197627.52   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Apidos CLO Ltd                                         | Apidos CLO XXXII                                                                                                   | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |     527431 | PA      | $527061.98    | 0.13%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $3708.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE HOME LOA                               | Credit Agricole Home Loan SFH SA                                                                                   | CUSIP: 000000000<br>LEI: 969500C9913Z7PKUGB44 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $771566.74    | 0.19%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                           | Carlsberg AS                                                                                                       | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       2676 | NS      | $383047.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                     | Grupo Televisa SAB                                                                                                 | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     175000 | PA      | $187085.50    | 0.05%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     333958 | PA      | $383140.04    | 0.09%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $330446.64    | 0.08%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE CHINA A50 JUN25                                                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         57 | NC      | $-15172.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                     | Analog Devices Inc                                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1555 | NS      | $332738.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $230353.31    | 0.06%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34KO1   TRS USD R V 00MFEDL IS34KP2/FEDL01/-35 BPS / Short: IS34KO1   TRS USD P E IS34KO1/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8610 | OU      | $670.42       | 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      | $-2524.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Y3M1   TRS GBP R E IS2Y3M1/GB0004726096 / Short: IS2Y3M1   TRS GBP P V 00MSONIA IS2Y3N2/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      29536 | OU      | $1921.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                            | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |      65667 | PA      | $65699.92     | 0.02%             | 2045-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $198062.00    | 0.05%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                | Aircastle Ltd / Aircastle Ireland DAC                                                                              | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     271000 | PA      | $269747.98    | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33PK9   TRS EUR R E IS33PK9/ES0116920333 / Short: IS33PK9   TRS EUR P V 00MESTR IS33PL0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      19601 | OU      | $271.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32TJ3   TRS USD R V 00MSOFR IS32TK4/SOFRRATE/-35 BPS / Short: IS32TJ3   TRS USD P E IS32TJ3/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      40664 | OU      | $3719.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2SU11   TRS USD R V 00MFEDL IS2SU22/FEDL01/-35 BPS / Short: IS2SU11   TRS USD P E IS2SU11/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      73545 | OU      | $14568.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                            | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $214125.00    | 0.05%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                            | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $403125.32    | 0.10%             | 2041-11-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       3943 | NS      | $2553053.07   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $-1159.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       1243 | NS      | $338680.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                | E.ON SE                                                                                                            | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       6048 | NS      | $105997.80    | 0.03%             |  |  |  | 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      | $-3558.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32QT2   TRS USD R V 00MSOFR IS32QU3/SOFRRATE/-35 BPS / Short: IS32QT2   TRS USD P E IS32QT2/US77311W1018   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         68 | OU      | $4.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | CAN 10YR BOND FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         32 | NC      | $24665.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                | Lululemon Athletica Inc                                                                                            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        983 | NS      | $311286.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FQ8   TRS USD R E IS34FQ8/US05478C1053 / Short: IS34FQ8   TRS USD P V 00MFEDL IS34FR9/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      22508 | OU      | $-1076.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                            | Ameren Corp                                                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       1633 | NS      | $158205.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-51382.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33FW1   TRS GBP R V 00MSONIA IS33FX2/SONIO/N/-35 BPS / Short: IS33FW1   TRS GBP P E IS33FW1/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       8899 | OU      | $-1168.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                            | Oracle Corp                                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       3234 | NS      | $535324.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     223000 | PA      | $271484.27    | 0.07%             | 2032-11-16      | Fixed         | 6.36%                 | 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      | $3849.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      18129 | NS      | $282834.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                           | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      15683 | NS      | $781096.18    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34C67   TRS USD R V 00MSOFR IS34C78/SOFRRATE/-30 BPS / Short: IS34C67   TRS USD P E IS34C67/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17459 | OU      | $834.38       | 0.00%             |  |  |  | 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      | $745.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32AH8   TRS USD R V 00MSOFR IS32AI9/SOFRRATE/-35 BPS / Short: IS32AH8   TRS USD P E IS32AH8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      66205 | OU      | $7839.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2XYO7   TRS GBP R E IS2XYO7/GB0004726096 / Short: IS2XYO7   TRS GBP P V 00MSONIA IS2XYP8/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      24086 | OU      | $1123.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |          1 | NC      | $-2729.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $220589.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2YA20   TRS GBP R E IS2YA20/GB0004726096 / Short: IS2YA20   TRS GBP P V 00MSONIA IS2YA31/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      43074 | OU      | $3901.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: BS34HS4   IRS CHF R V 00MSARON IS34HT5 CCPOIS / Short: BS34HS4   IRS CHF P F   .45670 IS34HS4 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     130000 | OU      | $-1585.63     | -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      | $-22.44       | -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      | $-6581.34     | -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      | $5546.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33J29   TRS USD R V 00MFEDL IS33J30/FEDL01/-35 BPS / Short: IS33J29   TRS USD P E IS33J29/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      36340 | OU      | $3648.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33BA1   TRS USD R V 00MFEDL IS33BB2/FEDL01/-35 BPS / Short: IS33BA1   TRS USD P E IS33BA1/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      89018 | OU      | $5935.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2XZQ6   TRS GBP R E IS2XZQ6/GB0004726096 / Short: IS2XZQ6   TRS GBP P V 00MSONIA IS2XZR7/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      24094 | OU      | $1238.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-3979.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-17093.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2004100 | PA      | $1855671.34   | 0.45%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $998.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                             | Eiffage SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        757 | NS      | $104122.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                                                          | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       4746 | NS      | $214230.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core International Aggregate Bond ETF          | iShares Core International Aggregate Bond ETF                                                                      | CUSIP: 46435G672<br>LEI: 549300FPQU8XYG8LAX15 | Long             | EC               | RF                | US        |     585171 | NS      | $29761797.06  | 7.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America NA                                     | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1567.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34461   TRS USD R V 00MFEDL IS34472/FEDL01/-35 BPS / Short: IS34461   TRS USD P E IS34461/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      21763 | OU      | $439.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                        | D'ieteren Group                                                                                                    | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       1599 | NS      | $328351.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS324R6   TRS USD R V 00MSOFR IS324S7/SOFRRATE/-35 BPS / Short: IS324R6   TRS USD P E IS324R6/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      30409 | OU      | $4209.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34LQ0   TRS CAD R E IS34LQ0/CA0342231077 / Short: IS34LQ0   TRS CAD P V 00MCORRA IS34LR1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11608 | OU      | $-15.77       | -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      | $-10203.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                           | Autodesk Inc                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       1248 | NS      | $369557.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                 | MSCI EMGMKT JUN25                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        137 | NC      | $200156.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       8126 | NS      | $522599.65    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $-3894.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32FP1   TRS GBP R V 00MSONIA IS32FQ2/SONIO/N/-35 BPS / Short: IS32FP1   TRS GBP P E IS32FP1/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32391 | OU      | $-8936.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESC GCI LIBERTY INC SR                                 | ESC GCI LIBERTY INC SR                                                                                             | CUSIP: 361ESC049<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |       2664 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fox Corp                                               | Fox Corp                                                                                                           | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       6594 | NS      | $331546.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34EI3   TRS USD R V 00MFEDL IS34EJ4/FEDL01/-35 BPS / Short: IS34EI3   TRS USD P E IS34EI3/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      22065 | OU      | $-2289.74     | -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      | $-2779.76     | -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      | $-4976.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34K29   TRS USD R V 00MFEDL IS34K30/FEDL01/-35 BPS / Short: IS34K29   TRS USD P E IS34K29/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      58000 | OU      | $3251.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1362929 | PA      | $1354358.73   | 0.33%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33AI2   TRS USD R E IS33AI2/US05478C1053 / Short: IS33AI2   TRS USD P V 00MFEDL IS33AJ3/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     173172 | OU      | $733.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34GU9   TRS BRL R F   .00000 IS34GV0/BZM5 / Short: IS34GU9   TRS BRL P E IS34GU9/BRBMEFIBV3P5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    1824852 | OU      | $4757.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                            | B3 SA - Brasil Bolsa Balcao                                                                                        | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      61500 | NS      | $150000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $1977.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-9861.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $66417.64     | 0.02%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                    | Cardinal Health Inc                                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       2309 | NS      | $356601.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                            | Cencora Inc                                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       1250 | NS      | $364050.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS340E1   TRS EUR R E IS340E1/FR0013447729 / Short: IS340E1   TRS EUR P V 00MESTR IS340F2/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |       4048 | OU      | $-164.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-5 Mortgage Loan Trust                                                                                    | CUSIP: 19689AAA3<br>LEI: 21380069FFOP8RZNF423 | Long             | ABS-MBS          | CORP              | US        |     108189 | PA      | $108361.07    | 0.03%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -23 | NC      | $-3895.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS347I4   TRS USD R V 00MFEDL IS347J5/FEDL01/-35 BPS / Short: IS347I4   TRS USD P E IS347I4/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8358 | OU      | $342.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                         | Trust Fibra Uno                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $186350.00    | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32PI4   TRS CAD R E IS32PI4/CA45790B1040 / Short: IS32PI4   TRS CAD P V 00MCORRA IS32PJ5/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      36123 | OU      | $263.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Z904   TRS GBP R E IS2Z904/GB0004726096 / Short: IS2Z904   TRS GBP P V 00MSONIA IS2Z915/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       8807 | OU      | $738.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-13825.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2V957   TRS USD R V 00MSOFR IS2V968/SOFRRATE/-35 BPS / Short: IS2V957   TRS USD P E IS2V957/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      44168 | OU      | $17227.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                      | Nexa Resources SA                                                                                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $203900.00    | 0.05%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs & Co. LLC                                | Long: IS344Y9   TRS GBP R E IS344Y9/GB00BY9D0Y18 / Short: IS344Y9   TRS GBP P V 00MSONIA IS344Z0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      13911 | OU      | $936.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-6                                                                                    | CUSIP: 034937AA0<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     155996 | PA      | $156297.63    | 0.04%             | 2070-03-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                      | Kinross Gold Corp                                                                                                  | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |      12963 | NS      | $191372.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $9909.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                     | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     304000 | PA      | $278758.88    | 0.07%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                | SSE PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      98000 | PA      | $146465.63    | 0.04%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |          1 | NC      | $-1794.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     198000 | PA      | $197217.90    | 0.05%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                                    | Mr Cooper Group Inc                                                                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       2222 | NS      | $287815.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                    | Carrier Global Corp                                                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       8274 | NS      | $589108.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LV Trust                                               | Fashion Show Mall LLC                                                                                              | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $300426.00    | 0.07%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31BS3   TRS USD R V 00MSOFR IS31BT4/SOFRRATE/-35 BPS / Short: IS31BS3   TRS USD P E IS31BS3/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      53560 | OU      | $10547.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                 | Roper Technologies Inc                                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       1153 | NS      | $657521.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $828.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                     | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   13199559 | NS      | $13199558.80  | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $207253.50    | 0.05%             | 2036-02-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                 | Skyworks Solutions Inc                                                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       4723 | NS      | $326028.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33PA9   TRS USD R E IS33PA9/US05478C1053 / Short: IS33PA9   TRS USD P V 00MFEDL IS33PB0/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      61513 | OU      | $7913.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32VV9   TRS CAD R E IS32VV9/CA45790B1040 / Short: IS32VV9   TRS CAD P V 00MCORRA IS32VW0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       8860 | OU      | $68.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $6367.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      44839 | NS      | $353767.43    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD SGD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $261.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34H62   TRS USD R V 00MFEDL IS34H73/FEDL01/-35 BPS / Short: IS34H62   TRS USD P E IS34H62/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      24807 | OU      | $-1996.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                     | ENEOS Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      24100 | NS      | $114188.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                               | John Deere Financial Ltd                                                                                           | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     320000 | PA      | $211544.27    | 0.05%             | 2029-06-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS343A8   TRS EUR R E IS343A8/FR0013447729 / Short: IS343A8   TRS EUR P V 00MESTR IS343B9/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      14395 | OU      | $-764.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-217488.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34GY3   TRS USD R E IS34GY3/US05478C1053 / Short: IS34GY3   TRS USD P V 00MFEDL IS34GZ4/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16300 | OU      | $-742.46      | -0.00%            |  |  |  | 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      | $6484.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $10034.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VWZ8   TRS USD R V 00MSOFR IS2VX00/SOFRRATE/-35 BPS / Short: IS2VWZ8   TRS USD P E IS2VWZ8/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      47405 | OU      | $17165.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6147.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                             | iShares Core MSCI EAFE ETF                                                                                         | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |     344960 | NS      | $28479897.60  | 6.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                           | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      85519 | NS      | $378716.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68323Z5U9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     144430 | PA      | $59129.84     | 0.01%             | 2038-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32J59   TRS GBP R V 00MSONIA IS32J60/SONIO/N/-35 BPS / Short: IS32J59   TRS GBP P E IS32J59/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1361 | OU      | $-230.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $246.80       | 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      | $176.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     231000 | PA      | $207634.35    | 0.05%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS33VR8   TRS GBP R E IS33VR8/GB00BNR4T868 / Short: IS33VR8   TRS GBP P V 00MSONIA IS33VS9/SONIO/N/+35 BPS   | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | GB        |       3234 | OU      | $48.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33ZS7   TRS USD R E IS33ZS7/US05478C1053 / Short: IS33ZS7   TRS USD P V 00MFEDL IS33ZT8/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       9399 | OU      | $651.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8442200 | PA      | $5057735.19   | 1.22%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                          | UniCredit SpA                                                                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $194058.00    | 0.05%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                        | Yum! Brands Inc                                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       4137 | NS      | $595479.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $164980.50    | 0.04%             | 2029-07-23      | Fixed         | 5.25%                 | 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      | $3616.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                                                       | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     171000 | PA      | $138715.29    | 0.03%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $15996.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34KK7   TRS USD R E IS34KK7/US05478C1053 / Short: IS34KK7   TRS USD P V 00MFEDL IS34KL8/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      17211 | OU      | $-605.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                | Zoom Communications Inc                                                                                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       4190 | NS      | $340437.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-8712.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Docusign Inc                                           | Docusign Inc                                                                                                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |        488 | NS      | $43241.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $2747.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2YA08   TRS GBP R E IS2YA08/GB0004726096 / Short: IS2YA08   TRS GBP P V 00MSONIA IS2YA19/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      24103 | OU      | $2164.25      | 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      | $2464.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                 | iShares Core MSCI Emerging Markets ETF                                                                             | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     295348 | NS      | $16743278.12  | 4.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                         | Long: IS2V2R0   TRS USD R V 00MFEDL IS2V2S1/FEDL01/-35 BPS / Short: IS2V2R0   TRS USD P E IS2V2R0/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      36166 | OU      | $7848.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2VML4   TRS USD R V 00MFEDL IS2VMM5/FEDL01/-35 BPS / Short: IS2VML4   TRS USD P E IS2VML4/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      28108 | OU      | $4406.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34ES3   TRS USD R E IS34ES3/US05478C1053 / Short: IS34ES3   TRS USD P V 00MFEDL IS34ET4/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16862 | OU      | $-666.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS33941   IRS SEK R F  2.98900 IS33941 CCPVANILLA / Short: SS33941   IRS SEK P V 03MSTIBO IS33952 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1559000 | OU      | $5407.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                            | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     230508 | PA      | $230578.09    | 0.06%             | 2042-02-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS348W5   TRS CAD R E IS348W5/CA0342231077 / Short: IS348W5   TRS CAD P V 00MCORRA IS348X6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      15492 | OU      | $-21.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                       | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     182000 | PA      | $206873.04    | 0.05%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                               | Nice Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       2350 | NS      | $398013.66    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3566.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                | AGC Inc                                                                                                            | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       9700 | NS      | $287725.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| CPUK FINANCE LTD                                       | CPUK Finance Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $272046.00    | 0.07%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32RJ9   TRS GBP R V 00MSONIA IS32RK0/SONIO/N/-35 BPS / Short: IS32RJ9   TRS GBP P E IS32RJ9/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3426 | OU      | $-666.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -107 | NC      | $-25170.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     724000 | PA      | $542953.79    | 0.13%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $19870.23     | 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      | $695.16       | 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      | $2608.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc                            | Pacific Premier Bancorp Inc                                                                                        | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |        642 | NS      | $13610.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34580   TRS EUR R E IS34580/FR0013447729 / Short: IS34580   TRS EUR P V 00MESTR IS34591/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21556 | OU      | $-1158.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34NN1   TRS CAD R E IS34NN1/CA0342231077 / Short: IS34NN1   TRS CAD P V 00MCORRA IS34NO2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11539 | OU      | $-39.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                 | BP Capital Markets PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $163281.98    | 0.04%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | Long: IS34I03   TRS USD R E IS34I03 COMMODITYTRS / Short: IS34I03   TRS USD P F   .09000 IS34I14 COMMODITYTRS      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |    4129045 | OU      | $-58473.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34AU7   TRS USD R V 00MFEDL IS34AV8/FEDL01/-35 BPS / Short: IS34AU7   TRS USD P E IS34AU7/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      32133 | OU      | $-3185.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXJ7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $51076.21     | 0.01%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS342S9   TRS SEK R E IS342S9/SE0000454746 / Short: IS342S9   TRS SEK P V 01MSTIBO IS342T0/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     115816 | OU      | $-14.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                               | Lima Metro Line 2 Finance Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     202263 | PA      | $187093.57    | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                 | Crossroads Asset Trust 2024-A                                                                                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     201578 | PA      | $203817.15    | 0.05%             | 2030-08-20      | Fixed         | 5.90%                 | 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      | $-7992.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1919111 | PA      | $1672498.52   | 0.40%             | 2055-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      53401 | NS      | $426014.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                       | Oversea-Chinese Banking Corp Ltd                                                                                   | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      44200 | NS      | $555158.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                             | CF Industries Holdings Inc                                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       3739 | NS      | $339164.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global-e Online Ltd                                    | Global-e Online Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |        602 | NS      | $19185.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34K07   TRS USD R V 00MFEDL IS34K18/FEDL01/-35 BPS / Short: IS34K07   TRS USD P E IS34K07/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      42876 | OU      | $-3398.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2TCR4   TRS USD R V 00MFEDL IS2TCS5/FEDL01/-35 BPS / Short: IS2TCR4   TRS USD P E IS2TCR4/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      43514 | OU      | $9442.04      | 0.00%             |  |  |  | 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      | $-125.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Futures Exchange                              | SET50 FUTURES JUN25                                                                                                | CUSIP: 000000000<br>LEI: 5493006G4X6OUMF0CE07 | N/A              | DE               |  | TH        |       -498 | NC      | $128113.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                           | Monolithic Power Systems Inc                                                                                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        519 | NS      | $343526.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $7978.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     795359 | PA      | $750863.99    | 0.18%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                           | QUALCOMM Inc                                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       5488 | NS      | $796857.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VDB1   TRS USD R V 00MSOFR IS2VDC2/SOFRRATE/-35 BPS / Short: IS2VDB1   TRS USD P E IS2VDB1/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      33238 | OU      | $12682.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                               | Engie SA                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116811.70    | 0.03%             | 2030-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FA2   TRS USD R V 00MFEDL IS34FB3/FEDL01/-35 BPS / Short: IS34FA2   TRS USD P E IS34FA2/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8599 | OU      | $871.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $10826.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2330718 | PA      | $2335816.85   | 0.56%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ARTSONIG EQUITY                                        | ARTSONIG EQUITY                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      51133 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-9576.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE Inc                                             | ALLETE Inc                                                                                                         | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       9701 | NS      | $630953.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34DW0   TRS SEK R E IS34DW0/SE0000454746 / Short: IS34DW0   TRS SEK P V 01MSTIBO IS34DX1/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     199776 | OU      | $0.91         | 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      | $-1270.36     | -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      | $9156.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | FTSE 100 IDX FUT JUN25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          1 | NC      | $2798.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                     | Ally Financial Inc                                                                                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       9662 | NS      | $338170.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EDCON TRANCHE D                                        | EDCON TRANCHE D                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ZA        |       1648 | PA      | $0.00         | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Covestro AG                                            | Covestro AG                                                                                                        | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      11078 | NS      | $761000.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                           | AutoZone Inc                                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        204 | NS      | $761540.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33IC2   TRS USD R V 00MFEDL IS33ID3/FEDL01/-35 BPS / Short: IS33IC2   TRS USD P E IS33IC2/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16192 | OU      | $6.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     202000 | PA      | $200943.54    | 0.05%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                               | Delta Air Lines Inc / SkyMiles IP Ltd                                                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     270000 | PA      | $268852.50    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1051.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                                                                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221735 | PA      | $222663.67    | 0.05%             | 2030-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                             | Haleon PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      89532 | NS      | $499796.43    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31IG0   TRS GBP R E IS31IG0/GB0004726096 / Short: IS31IG0   TRS GBP P V 00MSONIA IS31IH1/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |       8689 | OU      | $573.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                               | Ameriprise Financial Inc                                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        616 | NS      | $313691.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $-12814.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5116000 | PA      | $212742.88    | 0.05%             | 2053-07-31      | Fixed         | 8.00%                 | 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      | $2127.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $391.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                                                                      | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     154000 | PA      | $179430.14    | 0.04%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                       | MDC Holdings Inc                                                                                                   | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     197000 | PA      | $174293.78    | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34687   TRS GBP R V 00MSONIA IS34698/SONIO/N/-35 BPS / Short: IS34687   TRS GBP P E IS34687/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2453 | OU      | $-296.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $17293.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                    | Otis Worldwide Corp                                                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      10392 | NS      | $990877.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson                                                                                    | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      36515 | NS      | $310836.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                       | Japan Government Five Year Bonds                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  682400000 | PA      | $4669125.01   | 1.13%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                            | Stantec Inc                                                                                                        | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       5245 | NS      | $539539.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX 50 JUN25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -23 | NC      | $573.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-224.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                    | Electronic Arts Inc                                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       3724 | NS      | $535436.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VI50   TRS USD R V 00MSOFR IS2VI61/SOFRARATE/-35 BPS / Short: IS2VI50   TRS USD P E IS2VI50/AN8068571086  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      64540 | OU      | $24071.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       1690 | NS      | $1215971.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                               | Sumitomo Mitsui Trust Bank Ltd                                                                                     | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     273000 | PA      | $272800.71    | 0.07%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32J93   TRS GBP R E IS32J93/GB00BY9D0Y18 / Short: IS32J93   TRS GBP P V 00MSONIA IS32JA4/SONIO/N+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2429 | OU      | $229.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | S+P/TSX 60 IX FUT JUN25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         22 | NC      | $248550.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-34.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT JUN25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         75 | NC      | $37244.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                                | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     384000 | PA      | $387187.20    | 0.09%             | 2027-01-12      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $2029.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                   | Verisk Analytics Inc                                                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        121 | NS      | $38010.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS347M8   TRS USD R V 00MFEDL IS347N9/FEDL01/-35 BPS / Short: IS347M8   TRS USD P E IS347M8/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4955 | OU      | $22.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VWH0   TRS USD R V 00MSOFR IS2VWI1/SOFRRATE/-35 BPS / Short: IS2VWH0   TRS USD P E IS2VWH0/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      16566 | OU      | $5938.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34Q76   TRS CAD R E IS34Q76/CA0342231077 / Short: IS34Q76   TRS CAD P V 00MCORRA IS34Q87/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11614 | OU      | $-10.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $7168.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARO Technologies Inc                                  | FARO Technologies Inc                                                                                              | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      10441 | NS      | $442385.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-SCHATZ FUT JUN25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         50 | NC      | $6466.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM FINANCIAL CAD                                       | General Motors Financial of Canada Ltd                                                                             | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $209956.99    | 0.05%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                               | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 3250000000 | PA      | $22585913.34  | 5.45%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     318000 | PA      | $406979.98    | 0.10%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $78.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                             | Twilio Inc                                                                                                         | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       1120 | NS      | $131824.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $229.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Synopsys Inc                                           | Synopsys Inc                                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       1214 | NS      | $563271.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FM4   TRS USD R V 00MFEDL IS34FN5/FEDL01/-35 BPS / Short: IS34FM4   TRS USD P E IS34FM4/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      29794 | OU      | $-577.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2SZD8   TRS USD R V 00MFEDL IS2SZE9/FEDL01/-35 BPS / Short: IS2SZD8   TRS USD P E IS2SZD8/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      57255 | OU      | $11126.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS345O6   TRS USD R V 00MFEDL IS345P7/FEDL01/-35 BPS / Short: IS345O6   TRS USD P E IS345O6/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        631 | OU      | $-11.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                       | LG Energy Solution Ltd                                                                                             | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     344000 | PA      | $340491.20    | 0.08%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     830428 | PA      | $873153.12    | 0.21%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                         | FTSE KLCI FUTURE JUN25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |         66 | NC      | $-22681.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      19701 | NS      | $3956945.85   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds                     | Japan Government Twenty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  331000000 | PA      | $2007875.74   | 0.48%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36879.75     | 0.01%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                                                                    | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     212000 | PA      | $205171.48    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2SZR2   TRS USD R V 00MFEDL IS2SZS3/FEDL01/ -35 BPS / Short: IS2SZR2   TRS USD P E IS2SZR2/US8716071076    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      27959 | OU      | $5548.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                               | Loblaw Cos Ltd                                                                                                     | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $136338.33    | 0.03%             | 2033-02-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                               | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     174000 | PA      | $176082.78    | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34HG2   TRS USD R V 00MFEDL IS34HH3/FEDL01/-35 BPS / Short: IS34HG2   TRS USD P E IS34HG2/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8240 | OU      | $827.81       | 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      | $-2478.53     | -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      | $80107.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Y3S7   TRS GBP R E IS2Y3S7/GB0004726096 / Short: IS2Y3S7   TRS GBP P V 00MSONIA IS2Y3T8/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      16944 | OU      | $1173.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                   | Smurfit WestRock PLC                                                                                               | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      12634 | NS      | $547431.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      42100 | NS      | $1342737.88   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32I96   TRS CAD R E IS32I96/CA45790B1040 / Short: IS32I96   TRS CAD P V 00MCORRA IS32IA7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      38373 | OU      | $279.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSYS Inc                                              | ANSYS Inc                                                                                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       2706 | NS      | $895198.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                               | Lennox International Inc                                                                                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        172 | NS      | $97085.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258951 | PA      | $260255.57    | 0.06%             | 2045-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No 1                                                                                          | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     930000 | PA      | $688496.75    | 0.17%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) JUN25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          9 | NC      | $-2404.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                               | Long: SS338U0   IRS NZD R F  4.15370 IS338U0 CCPVANILLA / Short: SS338U0   IRS NZD P V 03MNZDBB IS338V1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1289000 | OU      | $2245.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-19544.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO Corp                                             | HEICO Corp                                                                                                         | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       1466 | NS      | $345741.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS346E3   TRS USD R V 00MFEDL IS346F4/FEDL01/-35 BPS / Short: IS346E3   TRS USD P E IS346E3/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       5654 | OU      | $-101.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       3824 | NS      | $876154.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $-3331.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34MU1   TRS CHF R F   .00000 IS34MV2/SMM5 / Short: IS34MU1   TRS CHF P E IS34MU1/DE000C6ZNSX7              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     122367 | OU      | $190.67       | 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        |  280800000 | PA      | $1550171.33   | 0.37%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3836.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     337000 | PA      | $337434.73    | 0.08%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                | EXOR NV                                                                                                            | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       2199 | NS      | $211716.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34MK1   TRS USD R E IS34MK1/US05478C1053 / Short: IS34MK1   TRS USD P V 00MFEDL IS34ML2/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      39162 | OU      | $-352.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $25350.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                  | Indonesia Government International Bond                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     234000 | PA      | $243111.22    | 0.06%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33H69   TRS SEK R E IS33H69/SE0017161243 / Short: IS33H69   TRS SEK P V 01MSTIBO IS33H70/STIB1M/+35 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | SE        |     211257 | OU      | $-7.05        | -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      | $2356.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2TDV5   TRS USD R V 00MFEDL IS2TDW6/FEDL01/-35 BPS / Short: IS2TDV5   TRS USD P E IS2TDV5/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      11709 | OU      | $2658.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31O28   TRS USD R V 00MSOFR IS31O39/SOFRRATE/-35 BPS / Short: IS31O28   TRS USD P E IS31O28/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      51972 | OU      | $6214.03      | 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      | $-10740.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34AY1   TRS SEK R E IS34AY1/SE0000454746 / Short: IS34AY1   TRS SEK P V 01MSTIBO IS34AZ2/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |       9601 | OU      | $2.69         | 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      | $11.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        118 | NC      | $27479.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                          | AppLovin Corp                                                                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       1008 | NS      | $396144.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                          | Automatic Data Processing Inc                                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       3637 | NS      | $1183952.61   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $14347.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                       | CIFC Funding 2018-III Ltd                                                                                          | CUSIP: 12551YAC7<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500580.00    | 0.12%             | 2031-07-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32EP4   TRS GBP R E IS32EP4/GB00BY9D0Y18 / Short: IS32EP4   TRS GBP P V 00MSONIA IS32EQ5/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      90295 | OU      | $13904.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       9493 | NS      | $311033.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                                  | New York Times Co/The                                                                                              | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       4601 | NS      | $262809.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust          | BHG Securitization Trust 2025-1CON                                                                                 | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     181515 | PA      | $181217.84    | 0.04%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Cross Country Healthcare Inc                           | Cross Country Healthcare Inc                                                                                       | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      32191 | NS      | $424277.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-24649.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34M67   TRS EUR R E IS34M67/FR0013447729 / Short: IS34M67   TRS EUR P V 00MESTR IS34M78/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      22102 | OU      | $-96.77       | -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      | $2379.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS319O5   TRS USD R V 00MSOFR IS319P6/SOFRRATE/-35 BPS / Short: IS319O5   TRS USD P E IS319O5/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      53502 | OU      | $10201.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                       | MercadoLibre Inc                                                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        163 | NS      | $417816.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM8 Trust                                                                                                | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |     122463 | PA      | $122528.05    | 0.03%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34EO9   TRS USD R V 00MSOFR IS34EP0/SOFRRATE/-30 BPS / Short: IS34EO9   TRS USD P E IS34EO9/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17180 | OU      | $914.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-51148.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |          1 | NC      | $18830.96     | 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      | $6383.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS32CL6   TRS USD R V 00MFEDL IS32CM7/FEDL01/-35 BPS / Short: IS32CL6   TRS USD P E IS32CL6/US42704L1044     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     127255 | OU      | $40773.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     288000 | PA      | $288515.52    | 0.07%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-18146.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS344A5   TRS USD R V 00MFEDL IS344B6/FEDL01/-35 BPS / Short: IS344A5   TRS USD P E IS344A5/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       3895 | OU      | $-50.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                                                                         | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     144000 | PA      | $151742.28    | 0.04%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                    | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $345299.46    | 0.08%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                               | iShares Core S&P 500 ETF                                                                                           | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      14380 | NS      | $8515117.00   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux MPC Sarl                                                                                     | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     299460 | PA      | $307358.26    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ESC CB NATIONAL CINEME                                 | ESC CB NATIONAL CINEME                                                                                             | CUSIP: 635ESCAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      33304 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33RG9   TRS EUR R E IS33RG9/ES0116920333 / Short: IS33RG9   TRS EUR P V 00MESTR IS33RH0/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      21808 | OU      | $100.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS33XO9   TRS GBP R E IS33XO9/GB00BNR4T868 / Short: IS33XO9   TRS GBP P V 00MSONIA IS33XP0/SONIO/N/+35 BPS   | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | GB        |       6741 | OU      | $65.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 2817080000 | PA      | $2077454.70   | 0.50%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                            | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     136780 | PA      | $138055.60    | 0.03%             | 2042-09-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                        | WW Grainger Inc                                                                                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        108 | NS      | $117456.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Chemical Co Ltd                               | Sumitomo Chemical Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     141300 | NS      | $338830.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5068.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      80000 | PA      | $51926.90     | 0.01%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                | Veolia Environnement SA                                                                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $108933.95    | 0.03%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS348O7   TRS USD R V 00MSOFR IS348P8/SOFRRATE/-35 BPS / Short: IS348O7   TRS USD P E IS348O7/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17374 | OU      | $830.16       | 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      | $342.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     209354 | PA      | $274710.87    | 0.07%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                         | Prudential PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      31187 | NS      | $354712.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                            | Novartis AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        193 | NS      | $22277.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      18403 | NS      | $266507.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                      | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      16764 | NS      | $237390.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $4443.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                       | Interpublic Group of Cos Inc/The                                                                                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      36206 | NS      | $867495.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS348S1   TRS USD R V 00MFEDL IS348T2/FEDL01/-35 BPS / Short: IS348S1   TRS USD P E IS348S1/US27627N1054     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4693 | OU      | $87.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |          1 | NC      | $12178.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                   | Kallpa Generacion SA                                                                                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     202000 | PA      | $203616.00    | 0.05%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                          | AIA Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      50800 | NS      | $422865.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2UPY5   TRS USD R V 00MSOFR IS2UPZ6/SOFRRATE/-35 BPS / Short: IS2UPY5   TRS USD P E IS2UPY5/AN8068571086   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      21658 | OU      | $9512.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Finland Government Bonds                               | Finland Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     378000 | PA      | $396555.18    | 0.10%             | 2032-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |          1 | NC      | $21143.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     866000 | PA      | $1036574.98   | 0.25%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31FS1   TRS USD R V 00MSOFR IS31FT2/SOFRRATE/-35 BPS / Short: IS31FS1   TRS USD P E IS31FS1/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       6473 | OU      | $1150.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                | Japan Finance Organization for Municipalities                                                                      | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     668000 | PA      | $731387.75    | 0.18%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                      | Triumph Group Inc                                                                                                  | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      20985 | NS      | $541203.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FU2   TRS USD R V 00MFEDL IS34FV3/FEDL01/-35 BPS / Short: IS34FU2   TRS USD P E IS34FU2/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      86656 | OU      | $-4916.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32FN9   TRS GBP R E IS32FN9/GB00BY9D0Y18 / Short: IS32FN9   TRS GBP P V 00MSONIA IS32FO0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      59621 | OU      | $8842.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE JUN25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         34 | NC      | $16016.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4252.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     245000 | PA      | $257644.45    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33GE0   TRS USD R E IS33GE0/US05478C1053 / Short: IS33GE0   TRS USD P V 00MFEDL IS33GF1/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     111789 | OU      | $390.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-AIR2                                                                             | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147714 | PA      | $147852.23    | 0.04%             | 2041-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32O10   TRS GBP R V 00MSONIA IS32O21/SONIO/N/-35 BPS / Short: IS32O10   TRS GBP P E IS32O10/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        220 | OU      | $-37.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS31AI6   IRS NZD R F  3.96500 IS31AI6 CCPVANILLA / Short: SS31AI6   IRS NZD P V 03MNZDBB IS31AJ7 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     400000 | OU      | $-536.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1398000 | PA      | $1086671.83   | 0.26%             | 2055-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                      | Magnetite XXVII Ltd                                                                                                | CUSIP: 55955EAN8<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $350557.55    | 0.08%             | 2034-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                              | ORL Trust 2024-GLKS                                                                                                | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260569 | PA      | $259429.01    | 0.06%             | 2039-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $3407.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32O32   TRS GBP R E IS32O32/GB00BY9D0Y18 / Short: IS32O32   TRS GBP P V 00MSONIA IS32O43/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        391 | OU      | $36.82        | 0.00%             |  |  |  | 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      | $-112.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $12516.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33IY4   TRS USD R V 00MFEDL IS33IZ5/FEDL01/-35 BPS / Short: IS33IY4   TRS USD P E IS33IY4/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14169 | OU      | $365.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   36271000 | PA      | $1845803.25   | 0.45%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS344G1   TRS GBP R V 00MSONIA IS344H2/SONIO/N/-35 BPS / Short: IS344G1   TRS GBP P E IS344G1/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4755 | OU      | $-737.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32VB9   TRS GBP R E IS32VB9/GB00BY9D0Y18 / Short: IS32VB9   TRS GBP P V 00MSONIA IS32VC0/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       9420 | OU      | $775.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                    | Kingdom of Belgium Government Bonds                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     526618 | PA      | $590743.19    | 0.14%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        433 | NC      | $311398.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-18588.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34GC1   TRS USD R V 00MFEDL IS34GD2/FEDL01/-35 BPS / Short: IS34GC1   TRS USD P E IS34GC1/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      11604 | OU      | $1368.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                   | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        189 | NS      | $1043077.77   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                   | Banco de Sabadell SA                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     108910 | NS      | $346712.64    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM5                                                                          | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158511 | PA      | $158525.34    | 0.04%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |          1 | NC      | $-1479.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-14708.43    | -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      | $-354.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-16595.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                               | Harley-Davidson Financial Services Inc                                                                             | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     183000 | PA      | $175412.82    | 0.04%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       7600 | NS      | $583984.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                              | Safran SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        830 | NS      | $245478.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1467.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1409700 | PA      | $1341032.19   | 0.32%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $-107777.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS31CG8   TRS USD R V 00MSOFR IS31CH9/SOFRRATE/-35 BPS / Short: IS31CG8   TRS USD P E IS31CG8/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      31240 | OU      | $5883.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                 | CONTRA RESOLUTE FOREST                                                                                             | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |      14789 | NS      | $21000.38     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34C45   TRS USD R V 00MFEDL IS34C56/FEDL01/-35 BPS / Short: IS34C45   TRS USD P E IS34C45/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      12215 | OU      | $-961.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                   | Colgate-Palmolive Co                                                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       1700 | NS      | $157998.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MY        |          1 | NC      | $36383.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                     | Broadridge Financial Solutions Inc                                                                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       1162 | NS      | $282168.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                                                                  | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151318 | PA      | $151203.28    | 0.04%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                             | STERIS PLC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       1409 | NS      | $345500.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXQ1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $43852.31     | 0.01%             | 2044-08-15      | None          | 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      | $5545.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $125620.12    | 0.03%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS2VIB6   TRS USD R V 00MSOFR IS2VIC7/SOFRARATE/-35 BPS / Short: IS2VIB6   TRS USD P E IS2VIB6/AN8068571086  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      81803 | OU      | $30546.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                                                           | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      17367 | NS      | $339902.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS348M5   TRS USD R V 00MFEDL IS348N6/FEDL01/-35 BPS / Short: IS348M5   TRS USD P E IS348M5/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       5602 | OU      | $-169.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     584971 | PA      | $698299.05    | 0.17%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     205000 | PA      | $202363.70    | 0.05%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                              | Flutter Entertainment PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       2791 | NS      | $705285.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33N05   TRS EUR R E IS33N05/ES0116920333 / Short: IS33N05   TRS EUR P V 00MESTR IS33N16/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      51701 | OU      | $1102.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-20641.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1643000 | PA      | $1338980.59   | 0.32%             | 2055-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $411.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        841 | NS      | $620380.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34OX8   TRS EUR R E IS34OX8/FR0013447729 / Short: IS34OX8   TRS EUR P V 00MESTR IS34OY9/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      22133 | OU      | $-50.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2Y8U4   TRS GBP R E IS2Y8U4/GB0004726096 / Short: IS2Y8U4   TRS GBP P V 00MSONIA IS2Y8V5/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      24472 | OU      | $1778.66      | 0.00%             |  |  |  | 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      | $2959.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                  | iA Financial Corp Inc                                                                                              | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       3231 | NS      | $328950.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                      | InterContinental Hotels Group PLC                                                                                  | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       1442 | NS      | $165235.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Clover CLO                                             | Clover CLO 2021-3 LLC                                                                                              | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     255517 | PA      | $254136.44    | 0.06%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                      | Siemens Energy AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |        589 | NS      | $57560.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-14091.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32FZ1   TRS CAD R V 00MCORRA IS32G03/CAONREPO/-35 BPS / Short: IS32FZ1   TRS CAD P E IS32FZ1/CA29446Y5020  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | CA        |      30479 | OU      | $1087.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     161000 | PA      | $213148.78    | 0.05%             | 2032-08-23      | Fixed         | 4.62%                 | 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      | $-941.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                      | ProAssurance Corp                                                                                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      24911 | NS      | $577686.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS31BW7   TRS CAD R E IS31BW7/CA1254911003 / Short: IS31BW7   TRS CAD P V 00MCORRA IS31BX8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |     229724 | OU      | $278.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       3052 | NS      | $805728.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |          1 | NC      | $13035.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      12799 | NS      | $2623922.99   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       1386 | NS      | $349703.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34H28   TRS USD R E IS34H28/CA55903Q1046 / Short: IS34H28   TRS USD P V 00MFEDL IS34H39/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      33889 | OU      | $1750.44      | 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        |  161700000 | PA      | $1015070.78   | 0.24%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTL                                | Pfizer Netherlands International Finance BV                                                                        | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     139000 | PA      | $158974.97    | 0.04%             | 2029-05-19      | Fixed         | 2.88%                 | 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      | $3756.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                                                        | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       8995 | NS      | $210580.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262443 | PA      | $264848.76    | 0.06%             | 2044-02-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SpringWorks Therapeutics Inc                           | SpringWorks Therapeutics Inc                                                                                       | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19719 | NS      | $921074.49    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     206000 | PA      | $203674.26    | 0.05%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                               | Equinix Europe 2 Financing Corp LLC                                                                                | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     185000 | PA      | $212200.87    | 0.05%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $934.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H&E Equipment Services Inc                             | H&E Equipment Services Inc                                                                                         | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |       5515 | NS      | $521939.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA                                                                     | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       3183 | NS      | $191014.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                            | Telenor ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      20152 | NS      | $309414.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                            | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     374000 | PA      | $345979.92    | 0.08%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $-1118.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS34E05   TRS GBP R E IS34E05/GB00BY9D0Y18 / Short: IS34E05   TRS GBP P V 00MSONIA IS34E16/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      12308 | OU      | $514.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                            | OCP CLO Ltd                                                                                                        | CUSIP: 671026AL6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249625.00    | 0.06%             | 2037-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                           | Centrica PLC                                                                                                       | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |     159716 | NS      | $341521.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-5274.51     | -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      | $-593.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34F02   TRS SEK R E IS34F02/SE0000454746 / Short: IS34F02   TRS SEK P V 01MSTIBO IS34F13/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |      74783 | OU      | $-1.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                 | Motorola Solutions Inc                                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        813 | NS      | $337703.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Recycling Inc                                   | Radius Recycling Inc                                                                                               | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      10304 | NS      | $305101.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     258000 | PA      | $354116.56    | 0.09%             | 2027-12-07      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -60 | NC      | $-10085.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GENM CAPITAL LABUAN                                    | GENM Capital Labuan Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     225000 | PA      | $198000.00    | 0.05%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34FE6   TRS SEK R E IS34FE6/SE0000454746 / Short: IS34FE6   TRS SEK P V 01MSTIBO IS34FF7/STIB1M/+50 BPS    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | SE        |     109587 | OU      | $1.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR JUN25                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          1 | NC      | $7161.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2XZY4   TRS GBP R E IS2XZY4/GB0004726096 / Short: IS2XZY4   TRS GBP P V 00MSONIA IS2XZZ5/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      24133 | OU      | $1180.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                 | IDEXX Laboratories Inc                                                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        700 | NS      | $359352.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                                                              | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $206118.26    | 0.05%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                                                                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207560.00    | 0.05%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                                | Chenango Park CLO Ltd                                                                                              | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250485.25    | 0.06%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32JR1   TRS GBP R V 00MSONIA IS32JS2/SONIO/N/-35 BPS / Short: IS32JR1   TRS GBP P E IS32JR1/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |         87 | OU      | $-13.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS346I7   TRS USD R V 00MSOFR IS346J8/SOFRRATE/-35 BPS / Short: IS346I7   TRS USD P E IS346I7/US6819191064   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17149 | OU      | $538.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       6680 | NS      | $322510.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1120000 | PA      | $1026464.99   | 0.25%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                   | Invitation Homes Inc                                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      10300 | NS      | $347110.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2018-1 Ltd                                                                                                | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     194618 | PA      | $194609.54    | 0.05%             | 2031-04-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     164000 | PA      | $139460.68    | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Genpact Ltd                                            | Genpact Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       6160 | NS      | $265188.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $49963.52     | 0.01%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2T0H0   TRS USD R V 00MFEDL IS2T0I1/FEDL01/-35 BPS / Short: IS2T0H0   TRS USD P E IS2T0H0/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      31810 | OU      | $6384.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-4                                                                                    | CUSIP: 034935AA4<br>LEI: 254900VBIBOATGC48K85 | Long             | ABS-MBS          | CORP              | US        |     109557 | PA      | $110178.62    | 0.03%             | 2070-04-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                 | AS Mileage Plan IP Ltd                                                                                             | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      41000 | PA      | $40157.45     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | Long: IS33ZM1   TRS USD R V 00MOBFR IS33ZN2/OBFR01/-30 BPS / Short: IS33ZM1   TRS USD P E IS33ZM1/US6819191064     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |       2678 | OU      | $-26.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                        | Hanover Insurance Group Inc/The                                                                                    | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        376 | NS      | $66168.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-353.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     991000 | PA      | $1216401.70   | 0.29%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5518.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group Inc                       | American International Group Inc                                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       1607 | NS      | $136016.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                     | Qantas Airways Ltd                                                                                                 | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      49157 | NS      | $335945.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS33MS6   TRS EUR R E IS33MS6/ES0116920333 / Short: IS33MS6   TRS EUR P V 00MESTR IS33MT7/ESTR3MA/+40 BPS    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | DE        |      28961 | OU      | $570.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $236718.64    | 0.06%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS33YG8   TRS USD R V 00MFEDL IS33YH9/FEDL01/-35 BPS / Short: IS33YG8   TRS USD P E IS33YG8/AU000000JHX1     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6560 | OU      | $-264.93      | -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      | $-7142.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 (SOUTH AFRICA) LTD                         | K2016470219 (SOUTH AFRICA) LTD                                                                                     | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | EC               | CORP              | US        |     465862 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NATWEST GROUP PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     239000 | PA      | $211266.44    | 0.05%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     352000 | PA      | $418934.95    | 0.10%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                                                                                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     522000 | PA      | $579078.67    | 0.14%             | 2027-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                         | Loblaw Cos Ltd                                                                                                     | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |        931 | NS      | $157069.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                              | BPR Trust 2022-OANA                                                                                                | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     268489 | PA      | $268405.10    | 0.06%             | 2037-04-15      | Floating      | 6.23%                 | 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      | $17.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      26121 | NS      | $392127.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                               | Toyota Finance Australia Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     230000 | PA      | $149406.97    | 0.04%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34A63   TRS BRL R F   .00000 IS34A74/BZM5 / Short: IS34A63   TRS BRL P E IS34A63/BRBMEFIBV3P5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    2709908 | OU      | $-9737.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISA INC                                               | Visa Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     163000 | PA      | $184147.42    | 0.04%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                    | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       8150 | NS      | $897152.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     451000 | PA      | $540805.90    | 0.13%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     156000 | PA      | $156106.08    | 0.04%             | 2026-05-08      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $40903.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                                                                       | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     121000 | PA      | $140347.46    | 0.03%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS32ER6   TRS GBP R V 00MSONIA IS32ES7/SONIO/N/-35 BPS / Short: IS32ER6   TRS GBP P E IS32ER6/GB00BPQY8M80   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      31647 | OU      | $-9035.47     | -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      | $921.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $957.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS2SZ94   TRS USD R V 00MFEDL IS2SZA5/FEDL01/-35 BPS / Short: IS2SZ94   TRS USD P E IS2SZ94/US8716071076     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        528 | OU      | $96.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO               | HLTN Commercial Mortgage Trust 2024-DPLO                                                                           | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303572 | PA      | $303382.27    | 0.07%             | 2041-06-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2179.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $5902.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS33QQ2   TRS GBP R E IS33QQ2/GB00BVGBWW93 / Short: IS33QQ2   TRS GBP P V 00MSONIA IS33QR3/SONIO/N/+35 BPS   | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | GB        |      29166 | OU      | $1822.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                   | Signal Peak CLO 11 Ltd                                                                                             | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500039.00    | 0.12%             | 2037-07-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS345Q8   TRS USD R V 00MFEDL IS345R9/FEDL01/-35 BPS / Short: IS345Q8   TRS USD P E IS345Q8/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      15569 | OU      | $71.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT JUN25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -8 | NC      | $-10648.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-26

**Name of Applicant:** AB PORTFOLIOS

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller