# EDGAR Filing Document

**Accession Number:** 0000812015
**File Stem:** 0001410368-25-018017
**Filing Date:** 2025-10
**Character Count:** 561501
**Document Hash:** ce4b6ad81ba257a806264daa29ef7b04
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-018017.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001410368-25-018017

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**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:** 251419638

**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           |

## 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:** 2025-08-31

**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:** $452688551.19

**Total Liabilities:** $28271858.64

**Net Assets:** $424416692.55

**Amount of Assets Invested in Other Investment Companies:** $12109093.61

**Cash Not Reported:** $4114981.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -133.34000000 | **1-Year:** -4968.15000000 | **5-Year:** -13426.94000000 | **10-Year:** -5979.12000000 | **30-Year:** -817.41000000

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

- **3-Month:** -4.08000000 | **1-Year:** -299.53000000 | **5-Year:** -3267.63000000 | **10-Year:** -372.58000000 | **30-Year:** -175.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029021 | 3.42%                | 0.36%                | 1.92%                |
| Class ID C000029018 | 3.49%                | 0.37%                | 1.90%                |
| Class ID C000029017 | 3.40%                | 0.25%                | 1.83%                |
| Class ID C000029015 | 3.41%                | 0.37%                | 1.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5675656.39              | $4073913.68                                |
| Month 2  | $465094.17               | $-6042993.19                               |
| Month 3  | $1244969.27              | $6808755.55                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $317.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35XG7   TRS USD R V 00MFEDL IS35XH8/FEDL01/-35 BPS / Short: IS35XG7   TRS USD P E IS35XG7/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      99688 | OU      | $-10728.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     173000 | PA      | $217396.05    | 0.05%             | 2034-02-28      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |          1 | NC      | $398.79       | 0.00%             |  |  |  | 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      | $206997.30    | 0.05%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35UQ6   TRS GBP R E IS35UQ6/GB00BCRX1J15 / Short: IS35UQ6   TRS GBP P V 00MSONIA IS35UR7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32782 | OU      | $-64.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35KH7   TRS USD R V 00MSOFR IS35KI8/SOFRRATE/-30 BPS / Short: IS35KH7   TRS USD P E IS35KH7/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8210 | OU      | $-1084.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $-275.03      | -0.00%            |  |  |  | No            |                  2 | 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      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $442.61       | 0.00%             |  |  |  | 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      | $9776.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                        | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     267000 | PA      | $275698.86    | 0.06%             | 2034-07-01      | Fixed         | 5.88%                 | 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      | $-282.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35IH3   TRS USD R V 00MSOFR IS35II4/SOFRRATE/-30 BPS / Short: IS35IH3   TRS USD P E IS35IH3/US4461501045   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      43145 | OU      | $-1860.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS362M9   TRS USD R V 00MSOFR IS362N0/SOFRRATE/-30 BPS / Short: IS362M9   TRS USD P E IS362M9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8683 | OU      | $-63.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                              | Jabil Inc                                                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        478 | NS      | $97908.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heathrow Funding Ltd                                   | Heathrow Funding Ltd                                                                                               | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     192000 | PA      | $275113.91    | 0.06%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                | Hungary Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  264300000 | PA      | $772155.19    | 0.18%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-GW                                                                                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127000 | PA      | $127333.79    | 0.03%             | 2042-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                         | Salesforce Inc                                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       1885 | NS      | $483031.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                             | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        738 | NS      | $492246.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                          | Dynatrace Inc                                                                                                      | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |       5348 | NS      | $270608.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                            | Long: IS34ZB3   TRS USD R E IS34ZB3 COMMODITYTRS / Short: IS34ZB3   TRS USD P F   .09000 IS34ZC4 COMMODITYTRS      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |    4288059 | OU      | $-104521.91   | -0.02%            |  |  |  | No            |                  2 | 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      | $-5171.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                    | Imperial Brands PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       7721 | NS      | $326078.56    | 0.08%             |  |  |  | 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      | $-5173.01     | -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      | $1920.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $23515.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-5423.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BM2   TRS USD R V 00MSOFR IS36BN3/SOFRRATE/-30 BPS / Short: IS36BM2   TRS USD P E IS36BM2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        539 | OU      | $8.28         | 0.00%             |  |  |  | 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      | $10020.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $1597.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                   | Parker-Hannifin Corp                                                                                               | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     364000 | PA      | $425677.48    | 0.10%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bursa Malaysia                                         | FTSE KLCI FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | MY        |         66 | NC      | $-13208.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $303.34       | 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      | $1058735.28   | 0.25%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36069   TRS CHF R E IS36069/DE000C68D780 / Short: IS36069   TRS CHF P F   .00000 IS36070/SMU5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     356059 | OU      | $12461.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2037839 | PA      | $2082098.42   | 0.49%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                   | Grupo Energia Bogota SA ESP                                                                                        | CUSIP: 40053XAB5<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $230400.00    | 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      | $4404.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1280345 | PA      | $1701129.86   | 0.40%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                          | Blackrock Inc                                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        563 | NS      | $634579.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-1675.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                          | Accenture PLC                                                                                                      | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       2355 | NS      | $612229.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35EF3   TRS USD R V 00MSOFR IS35EG4/SOFRRATE/-30 BPS / Short: IS35EF3   TRS USD P E IS35EF3/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      47319 | OU      | $-5550.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAC Copper Ltd                                         | MAC Copper Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 984500A55FX8DC465F12 | Long             | EC               | CORP              | JE        |       8478 | NS      | $102922.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                        | Fidelity National Financial Inc                                                                                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      11725 | NS      | $701975.75    | 0.17%             |  |  |  | No            |                  1 | 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      | $5166.10      | 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        |       3448 | NS      | $382796.96    | 0.09%             |  |  |  | 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      | $-89.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      33000 | PA      | $20604.54     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BTP FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         13 | NC      | $-7420.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                          | Steelcase Inc                                                                                                      | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      23499 | NS      | $393373.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34TF5   TRS CAD R E IS34TF5/CA0342231077 / Short: IS34TF5   TRS CAD P V 00MCORRA IS34TG6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11395 | OU      | $-53.33       | -0.00%            |  |  |  | No            |                  2 | 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      | $-107.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAG Silver Corp                                        | MAG Silver Corp                                                                                                    | CUSIP: 55903Q104<br>LEI: 254900LGL904N7F3EL14 | Long             | EC               | CORP              | CA        |      12569 | NS      | $308191.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Bank AG                                       | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $4332.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36865   TRS USD R V 00MOBFR IS36876/OBFR01/-25 BPS / Short: IS36865   TRS USD P E IS36865/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      80238 | OU      | $-1138.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                 | Anglian Water Services Financing PLC                                                                               | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $206366.98    | 0.05%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35YI6   TRS KRW R F   .00000 IS35YJ7/KMU5 / Short: IS35YI6   TRS KRW P E IS35YI6/KR4101W90007              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  759808722 | OU      | $4501.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34T55   TRS USD R V 00MFEDL IS34T66/FEDL01/-35 BPS / Short: IS34T55   TRS USD P E IS34T55/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       7707 | OU      | $-1513.27     | -0.00%            |  |  |  | No            |                  2 | 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      | $-1710.10     | -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      | $209265.95    | 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      | $238962.11    | 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      | $283264.99    | 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      | $1942.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS364C3   TRS USD R V 00MOBFR IS364D4/OBFR01/-25 BPS / Short: IS364C3   TRS USD P E IS364C3/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        357 | OU      | $-2.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $2986.11      | 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      | $18.87        | 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        |     534735 | PA      | $634826.33    | 0.15%             | 2033-11-25      | Fixed         | 3.50%                 | 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        |      22374 | PA      | $22370.26     | 0.01%             | 2044-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WO8   TRS USD R V 00MSOFR IS35WP9/SOFRRATE/-30 BPS / Short: IS35WO8   TRS USD P E IS35WO8/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       7234 | OU      | $-826.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |       2033 | NS      | $239636.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                               | MSCI Inc                                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        355 | NS      | $201540.60    | 0.05%             |  |  |  | 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      | $1207.70      | 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      | $310776.88    | 0.07%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                   | Progressive Corp/The                                                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       1126 | NS      | $278189.56    | 0.07%             |  |  |  | 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      | $-273.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $399000.36    | 0.09%             | 2028-04-06      | Fixed         | 3.50%                 | 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      | $6760.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $189740.00    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $13131.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS369O0   TRS CAD R E IS369O0/CA0342231077 / Short: IS369O0   TRS CAD P V 00MCORRA IS369P1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       2823 | OU      | $0.43         | 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      | $640.64       | 0.00%             |  |  |  | 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      | $260269.62    | 0.06%             | 2036-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS361C2   TRS USD R V 00MOBFR IS361D3/OBFR01/-25 BPS / Short: IS361C2   TRS USD P E IS361C2/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      35099 | OU      | $-1761.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35V41   TRS CAD R E IS35V41/CA0342231077 / Short: IS35V41   TRS CAD P V 00MCORRA IS35V52/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7261 | OU      | $18.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36A69   TRS USD R V 00MOBFR IS36A70/OBFR01/-25 BPS / Short: IS36A69   TRS USD P E IS36A69/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2940 | OU      | $-23.82       | -0.00%            |  |  |  | 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      | $5562.55      | 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        |     190791 | PA      | $191459.90    | 0.05%             | 2041-10-25      | Floating      | 5.85%                 | 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      | $2030.86      | 0.00%             |  |  |  | No            |                  2 | 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      | $-814.69      | -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      | $2781.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                 | Aristocrat Leisure Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       6443 | NS      | $305504.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        101 | NS      | $17894.17     | 0.00%             |  |  |  | No            |                  1 | 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      | $11394.79     | 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      | $248112.37    | 0.06%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QE6   TRS GBP R V 00MSONIA IS35QF7/SONIO/N/-35 BPS / Short: IS35QE6   TRS GBP P E IS35QE6/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5041 | OU      | $665.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-5341.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1732000 | PA      | $1719957.18   | 0.41%             | 2030-01-31      | Fixed         | 3.50%                 | 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      | $228390.66    | 0.05%             | 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        |     400000 | PA      | $451417.57    | 0.11%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                        | BAE Systems PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      20969 | NS      | $496983.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |          1 | NC      | $-2720.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         13 | NS      | $6500.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS365M0   TRS USD R V 00MSOFR IS365N1/SOFRRATE/-30 BPS / Short: IS365M0   TRS USD P E IS365M0/US2533931026   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      12724 | OU      | $613.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                 | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        826 | NS      | $255952.62    | 0.06%             |  |  |  | No            |                  1 | 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        |     149725 | PA      | $152155.63    | 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        |      29100 | NS      | $257215.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| 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      | $753.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                | Hungary Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     224000 | PA      | $282891.15    | 0.07%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        379 | NS      | $281442.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     178703 | PA      | $182332.70    | 0.04%             | 2042-05-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                        | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       1665 | NS      | $278271.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-44772.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35DV2   TRS USD R V 00MSOFR IS35DW3/SOFRRATE/-30 BPS / Short: IS35DV2   TRS USD P E IS35DV2/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      43390 | OU      | $-3033.51     | -0.00%            |  |  |  | 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      | $2188.99      | 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      | $-266.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1675000 | PA      | $1426762.99   | 0.34%             | 2055-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-30697.26    | -0.01%            |  |  |  | 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      | $406.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35NS9   TRS USD R V 00MSOFR IS35NT0/SOFRRATE/-30 BPS / Short: IS35NS9   TRS USD P E IS35NS9/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1397 | OU      | $-211.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS364M3   TRS USD R V 00MOBFR IS364N4/OBFR01/-25 BPS / Short: IS364M3   TRS USD P E IS364M3/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        863 | OU      | $-61.21       | -0.00%            |  |  |  | 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      | $286103.15    | 0.07%             | 2041-08-13      | Variable      | 5.41%                 | 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      | $144632.65    | 0.03%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2025-1 LLC                                                                                                     | CUSIP: 627924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     106614 | PA      | $108148.42    | 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      |
| Rightmove PLC                                          | Rightmove PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138001JXGCFKBXYB828 | Long             | EC               | CORP              | GB        |      26411 | NS      | $265035.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                     | Valero Energy Corp                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       2416 | NS      | $367256.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                | Temasek Financial I Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    2000000 | PA      | $290385.90    | 0.07%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-923.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      58668 | PA      | $58406.22     | 0.01%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                     | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      14200 | NS      | $216110.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35XW3   TRS GBP R E IS35XW3/GB00BCRX1J15 / Short: IS35XW3   TRS GBP P V 00MSONIA IS35XX4/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |        380 | OU      | $1.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS364I9   TRS USD R V 00MOBFR IS364J0/OBFR01/-25 BPS / Short: IS364I9   TRS USD P E IS364I9/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       4517 | OU      | $-336.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $258.74       | 0.00%             |  |  |  | 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      | $-37551.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-5011.77     | -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      | $146.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35SC8   IRS CHF R F   .55780 IS35SC8 CCPOIS / Short: SS35SC8   IRS CHF P V 00MSARON IS35SD9 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     164000 | OU      | $1590.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | LONG GILT FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         30 | NC      | $-1504.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                              | Tesco PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |      90959 | NS      | $519925.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                          | Interactive Brokers Group Inc                                                                                      | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       5028 | NS      | $312942.72    | 0.07%             |  |  |  | No            |                  1 | 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      | $222.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34TV1   TRS CAD R E IS34TV1/CA0342231077 / Short: IS34TV1   TRS CAD P V 00MCORRA IS34TW2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11394 | OU      | $-50.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-7831.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                        | HANG SENG IDX FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          6 | NC      | $-16577.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                        | Schlumberger NV                                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       8224 | NS      | $302972.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35YA8   TRS USD R V 00MOBFR IS35YB9/OBFR01/-25 BPS / Short: IS35YA8   TRS USD P E IS35YA8/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      15636 | OU      | $-1846.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS35KF5   TRS USD R V 00MOBFR IS35KG6/OBFR01/-35 BPS / Short: IS35KF5   TRS USD P E IS35KF5/US4461501045     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      89115 | OU      | $-6062.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $-188.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $3112.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35EH5   TRS USD R V 00MSOFR IS35EI6/SOFRRATE/-30 BPS / Short: IS35EH5   TRS USD P E IS35EH5/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      24952 | OU      | $-2731.93     | -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      | $-703.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                             | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       4124 | NS      | $867689.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                                                         | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     512000 | PA      | $489733.12    | 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        |     248958 | PA      | $246468.42    | 0.06%             | 2028-08-01      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-191.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366I3   TRS CAD R E IS366I3/CA0342231077 / Short: IS366I3   TRS CAD P V 00MCORRA IS366J4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        909 | OU      | $-2.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $18949.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                          | Universal Health Services Inc                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       1700 | NS      | $308686.00    | 0.07%             |  |  |  | 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      |
| Citibank NA                                            | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $665.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                      | General Mills Inc                                                                                                  | CUSIP: 000000000<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     362000 | PA      | $425633.98    | 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        |      68317 | NS      | $858521.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $207342.00    | 0.05%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONTRA BLUEPRINT MEDIC                                 | CONTRA BLUEPRINT MEDIC                                                                                             | CUSIP: 096CVR048<br>LEI: 5299004CC60O9T5HVM83 | N/A              | DE               |  | US        |       6638 | NS      | $3053.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-161.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR SEP25                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        -10 | NC      | $13299.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                                                                           | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     317000 | PA      | $349086.74    | 0.08%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     320000 | PA      | $217677.34    | 0.05%             | 2029-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                             | FedEx Corp                                                                                                         | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     136000 | PA      | $158291.76    | 0.04%             | 2032-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                 | Singapore Exchange Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      38500 | NS      | $497023.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36AU3   TRS USD R V 00MSOFR IS36AV4/SOFRRATE/-30 BPS / Short: IS36AU3   TRS USD P E IS36AU3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        800 | OU      | $3.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       1471 | NS      | $400400.53    | 0.09%             |  |  |  | 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      | $-108.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-21626.38    | -0.01%            |  |  |  | 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      | $1066158.57   | 0.25%             | 2055-03-20      | Fixed         | 2.40%                 | 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      | $-329.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       3920 | NS      | $328802.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-374.21      | -0.00%            |  |  |  | No            |                  2 | 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        |      10381 | OU      | $-4272.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366C7   TRS USD R E IS366C7/GB00BNDRMJ14 / Short: IS366C7   TRS USD P V 00MFEDL IS366D8/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     210558 | OU      | $7679.58      | 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      | $1922.88      | 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      | $-8452.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       2546 | NS      | $1254465.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                  | Costco Wholesale Corp                                                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        507 | NS      | $478263.24    | 0.11%             |  |  |  | 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      | $1735.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                      | Expedia Group Inc                                                                                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1522 | NS      | $326925.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                               | Devon Energy Corp                                                                                                  | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     139000 | PA      | $160727.09    | 0.04%             | 2032-04-15      | Fixed         | 7.95%                 | 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      | $627.01       | 0.00%             |  |  |  | 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      | $-11868.81    | -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      | $355637.73    | 0.08%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                      | Everest Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        911 | NS      | $311452.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                             | TELUS Corp                                                                                                         | CUSIP: 87971MBX0<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     277000 | PA      | $213158.07    | 0.05%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     141000 | PA      | $203275.52    | 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        |        121 | NS      | $400911.01    | 0.09%             |  |  |  | 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      |
| Commodities Exchange Center                            | GOLD 100 OZ FUTR DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         13 | NC      | $164973.41    | 0.04%             |  |  |  | No            |                  1 | 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      | $-3939.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                  | Uber Technologies Inc                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       6360 | NS      | $596250.00    | 0.14%             |  |  |  | No            |                  1 | 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      | $241658.83    | 0.06%             | 2041-08-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                         | EPR Properties                                                                                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     234000 | PA      | $233384.58    | 0.05%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34TN3   TRS USD R V 00MFEDL IS34TO4/FEDL01/-35 BPS / Short: IS34TN3   TRS USD P E IS34TN3/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       4820 | OU      | $-901.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1166000 | PA      | $1281765.99   | 0.30%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36B00   IRS SEK R F  2.69280 IS36B00 CCPVANILLA / Short: SS36B00   IRS SEK P V 03MSTIBO IS36B11 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3880000 | OU      | $726.79       | 0.00%             |  |  |  | No            |                  2 | 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      | $-120.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAPUTO INC                                             | Saputo Inc                                                                                                         | CUSIP: 802912AA3<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |     118000 | PA      | $86484.38     | 0.02%             | 2030-07-02      | Fixed         | 3.88%                 | 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      | $2156.61      | 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      | $500721.50    | 0.12%             | 2035-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                        | Sony Group Corp                                                                                                    | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       6500 | NS      | $177652.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                                                                          | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       1767 | NS      | $369424.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                              | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      24236 | NS      | $892353.62    | 0.21%             |  |  |  | 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      | $140299.17    | 0.03%             | 2032-08-20      | Fixed         | 4.79%                 | 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      | $-4218.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                            | BioMarin Pharmaceutical Inc                                                                                        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       3560 | NS      | $207441.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | 10YR MINI JGB FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         -4 | NC      | $2553.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                                      | Covivio SA/France                                                                                                  | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |       1446 | NS      | $94788.27     | 0.02%             |  |  |  | No            |                  2 | 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      | $674.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |          1 | NC      | $23746.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantaloupe Inc                                         | Cantaloupe Inc                                                                                                     | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      61381 | NS      | $667211.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS354H5   TRS CAD R E IS354H5/CA0342231077 / Short: IS354H5   TRS CAD P V 00MCORRA IS354I6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |         51 | OU      | $1.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                    | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2573000 | PA      | $663751.79    | 0.16%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                          | TMX Group Ltd                                                                                                      | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |       4487 | NS      | $179205.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS365I6   TRS CAD R E IS365I6/CA0342231077 / Short: IS365I6   TRS CAD P V 00MCORRA IS365J7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       6325 | OU      | $-30.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                          | Citigroup Inc                                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       4289 | NS      | $414188.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                               | Long: BS34ST2   IRS NOK R V 06MNIBOR IS34SU3 CCPVANILLA / Short: BS34ST2   IRS NOK P F  4.05770 IS34ST2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2474000 | OU      | $-1361.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                    | OMXS30 IND FUTURE SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |        -11 | NC      | $-2337.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         67 | NC      | $10031.43     | 0.00%             |  |  |  | No            |                  1 | 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      | $18715.23     | 0.00%             |  |  |  | No            |                  2 | 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      | $192343.66    | 0.05%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OM0   TRS USD R V 00MFEDL IS35ON1/FEDL01/-35 BPS / Short: IS35OM0   TRS USD P E IS35OM0/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       9027 | OU      | $-94.57       | -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      | $-934.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $133906.98    | 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      | $351206.35    | 0.08%             | 2032-10-13      | Fixed         | 2.49%                 | 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      | $-6999.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35YY2   TRS CHF R E IS35YY2/DE000C68D780 / Short: IS35YY2   TRS CHF P F   .00000 IS35YZ3/SMU5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     473915 | OU      | $17652.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35C93   TRS USD R V 00MFEDL IS35CA4/FEDL01/-35 BPS / Short: IS35C93   TRS USD P E IS35C93/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      10020 | OU      | $-2015.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                             | Samsung Electronics Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      10061 | NS      | $502645.52    | 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      | $-67.06       | -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      | $106643.59    | 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        |     314434 | PA      | $321506.00    | 0.08%             | 2042-12-25      | Floating      | 6.75%                 | 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      | $-20083.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Surmodics Inc                                          | Surmodics Inc                                                                                                      | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      18465 | NS      | $628548.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         49 | NC      | $-710.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                          | Aircastle Ltd                                                                                                      | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      35000 | PA      | $36489.60     | 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        |     139774 | PA      | $140194.75    | 0.03%             | 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        |     283200 | PA      | $285318.48    | 0.07%             | 2032-03-15      | Fixed         | 4.99%                 | 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      | $5068.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                  | Spotify Technology SA                                                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | US        |        388 | NS      | $264569.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                 | DBS Group Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       5190 | NS      | $204293.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite CLO Ltd                                      | Magnetite XIX Ltd                                                                                                  | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249885.25    | 0.06%             | 2034-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $837.84       | 0.00%             |  |  |  | No            |                  2 | 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      | $4696.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UL8   TRS USD R V 00MFEDL IS34UM9/FEDL01/-35 BPS / Short: IS34UL8   TRS USD P E IS34UL8/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      42750 | OU      | $-1380.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35UC2   TRS USD R V 00MFEDL IS35UD3/FEDL01/-35 BPS / Short: IS35UC2   TRS USD P E IS35UC2/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     158778 | OU      | $-13860.03    | -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      | $-2242.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO PROV GEN STRIP                                 | Province of Ontario Generic Coupon Strip                                                                           | CUSIP: 68327ZBS3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     144430 | PA      | $47825.67     | 0.01%             | 2042-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35FH2   TRS USD R V 00MSOFR IS35FI3/SOFRRATE/-30 BPS / Short: IS35FH2   TRS USD P E IS35FH2/US2533931026   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      87189 | OU      | $-604.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UN0   TRS USD R V 00MFEDL IS34UO1/FEDL01/-35 BPS / Short: IS34UN0   TRS USD P E IS34UN0/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      50249 | OU      | $-1527.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                              | Qorvo Inc                                                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       3287 | NS      | $298130.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                               | Broadridge Financial Solutions Inc                                                                                 | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     397000 | PA      | $357645.39    | 0.08%             | 2031-05-01      | Fixed         | 2.60%                 | 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      | $117178.34    | 0.03%             | 2027-09-08      | Fixed         | 2.38%                 | 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      | $1885.48      | 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      | $3830.77      | 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        |     115876 | PA      | $115874.57    | 0.03%             | 2031-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                             | Amdocs Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |       4852 | NS      | $415185.64    | 0.10%             |  |  |  | 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      | $-52.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                           | Fiserv, Inc.                                                                                                       | CUSIP: 000000000<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     110000 | PA      | $136013.96    | 0.03%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                          | ICL Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      16530 | NS      | $107448.02    | 0.03%             |  |  |  | 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      | $-139.62      | -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      | $284999.24    | 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      | $935902.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Christian Dior SE                                      | Christian Dior SE                                                                                                  | CUSIP: 000000000<br>LEI: 969500WESYQMQ1F2C272 | Long             | EC               | CORP              | FR        |        392 | NS      | $221548.89    | 0.05%             |  |  |  | No            |                  2 | 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      | $-2469.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-24315.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS369I4   TRS USD R V 00MFEDL IS369J5/FEDL01/-35 BPS / Short: IS369I4   TRS USD P E IS369I4/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     108147 | OU      | $-2842.49     | -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      | $109127.38    | 0.03%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                    | CommonSpirit Health                                                                                                | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     337000 | PA      | $340400.33    | 0.08%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                | ICG PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300OGASR5WRKJ8R68 | Long             | EC               | CORP              | GB        |      20974 | NS      | $618474.77    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34T11   TRS USD R V 00MFEDL IS34T22/FEDL01/-35 BPS / Short: IS34T11   TRS USD P E IS34T11/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16613 | OU      | $-6292.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                | ABB Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       8359 | NS      | $560981.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BOBL FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         59 | NC      | $-19876.20    | -0.00%            |  |  |  | No            |                  1 | 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      | $437878.94    | 0.10%             | 2042-02-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $109.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     316000 | PA      | $325982.44    | 0.08%             | 2031-07-11      | Fixed         | 5.53%                 | 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      | $697.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corp                                            | Cintas Corp                                                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1516 | NS      | $318405.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                            | S+P500 EMINI FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        251 | NC      | $5185645.13   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                          | Medtronic PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       3513 | NS      | $326041.53    | 0.08%             |  |  |  | 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      | $209713.14    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123178.76    | 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        |       1734 | NS      | $280210.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35IL7   TRS USD R V 00MSOFR IS35IM8/SOFRRATE/-30 BPS / Short: IS35IL7   TRS USD P E IS35IL7/US4461501045   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      17508 | OU      | $-724.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                        | Hanesbrands Inc                                                                                                    | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      12266 | NS      | $77398.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2210.41     | -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        |      54572 | NS      | $1288835.06   | 0.30%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs & Co. LLC                                | Long: IS368E3   TRS USD R V 00MSOFR IS368F4/SOFRRATE/-30 BPS / Short: IS368E3   TRS USD P E IS368E3/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      75247 | OU      | $891.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd                          | Jardine Matheson Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |       3520 | NS      | $213130.70    | 0.05%             |  |  |  | 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      | $19.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-3269.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35BT6   TRS USD R V 00MSOFR IS35BU7/SOFRRATE/-30 BPS / Short: IS35BT6   TRS USD P E IS35BT6/US2533931026   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     107328 | OU      | $-2380.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34RZ1   TRS USD R V 00MFEDL IS34S03/FEDL01/-35 BPS / Short: IS34RZ1   TRS USD P E IS34RZ1/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1903 | OU      | $-520.97      | -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        |       1184 | NS      | $315547.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                               | AvidXchange Holdings Inc                                                                                           | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      75944 | NS      | $754883.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $17626.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                               | Manhattan Associates Inc                                                                                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       1376 | NS      | $296445.44    | 0.07%             |  |  |  | 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      | $-560.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp                                           | Shimizu Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      23200 | NS      | $311675.59    | 0.07%             |  |  |  | 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      | $488.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -6 | NC      | $-344.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35SU6   TRS CAD R E IS35SU6/CA0342231077 / Short: IS35SU6   TRS CAD P V 00MCORRA IS35SV7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7101 | OU      | $15.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $450.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                           | Alphabet Inc                                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       3628 | NS      | $772437.48    | 0.18%             |  |  |  | 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      | $-151.25      | -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      | $207064.69    | 0.05%             | 2042-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1746.75     | -0.00%            |  |  |  | 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      | $261935.40    | 0.06%             | 2043-04-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34YF0   TRS USD R V 00MFEDL IS34YG1/FEDL01/-35 BPS / Short: IS34YF0   TRS USD P E IS34YF0/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14040 | OU      | $-2191.49     | -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      | $169850.37    | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                               | Pan American Silver Corp                                                                                           | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |       3234 | NS      | $109711.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS366Y9   TRS USD R V 00MOBFR IS366Z0/OBFR01/-25 BPS / Short: IS366Y9   TRS USD P E IS366Y9/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      15407 | OU      | $-1064.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35538   TRS USD R V 00MFEDL IS35549/FEDL01/-35 BPS / Short: IS35538   TRS USD P E IS35538/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13944 | OU      | $-2637.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-19813.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS363C6   TRS USD R V 00MOBFR IS363D7/OBFR01/-25 BPS / Short: IS363C6   TRS USD P E IS363C6/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       5245 | OU      | $-354.20      | -0.00%            |  |  |  | No            |                  2 | 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      | $2601.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp                                            | Kubota Corp                                                                                                        | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |      10100 | NS      | $116776.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS351B8   IRS SEK R F  2.62730 IS351B8 CCPVANILLA / Short: SS351B8   IRS SEK P V 03MSTIBO IS351C9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1418000 | OU      | $-347.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                               | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       3454 | NS      | $1215048.12   | 0.29%             |  |  |  | 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      | $-174.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                          | Hewlett Packard Enterprise Co                                                                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      14721 | NS      | $332252.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                            | Ageas SA/NV                                                                                                        | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |       1121 | NS      | $78983.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36542   TRS USD R V 00MOBFR IS36553/OBFR01/-25 BPS / Short: IS36542   TRS USD P E IS36542/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      24876 | OU      | $-1550.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                     | Crown Holdings Inc                                                                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       2898 | NS      | $288003.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                          | Celestica Inc                                                                                                      | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |       1533 | NS      | $298596.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES SEP25                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         53 | NC      | $231196.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                            | Pandora A/S                                                                                                        | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       1653 | NS      | $228520.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126458 | PA      | $126614.08    | 0.03%             | 2045-05-25      | Floating      | 5.55%                 | 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      | $4682.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        702 | NS      | $228906.87    | 0.05%             |  |  |  | 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      | $728.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                             | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       6458 | NS      | $1010031.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Informa PLC                                            | Informa PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |      24644 | NS      | $290293.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                              | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       1634 | NS      | $220590.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35U22   TRS USD R V 00MSOFR IS35U33/SOFRRATE/-30 BPS / Short: IS35U22   TRS USD P E IS35U22/US6974351057   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      81100 | OU      | $-2818.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                               | EDP Servicios Financieros Espana SA                                                                                | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |     299000 | PA      | $355096.04    | 0.08%             | 2031-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $1016.00      | 0.00%             |  |  |  | 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      | $-6098.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                      | ONEOK Partners LP                                                                                                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     314000 | PA      | $339126.28    | 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        |    1099000 | PA      | $646694.13    | 0.15%             | 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      | $278366.00    | 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      | $171.24       | 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      | $-5882.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35E31   TRS USD R V 00MSOFR IS35E42/SOFRRATE/-30 BPS / Short: IS35E31   TRS USD P E IS35E31/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      41912 | OU      | $-3806.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                    | Elevance Health Inc                                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       1576 | NS      | $502192.40    | 0.12%             |  |  |  | No            |                  1 | 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      | $1042.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TECHNOLOGY                                      | ENERGY TECHNOLOGY                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        117 | NS      | $131625.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Leidos Holdings Inc                                    | Leidos Holdings Inc                                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       4748 | NS      | $859008.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                         | CBRE Group Inc                                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       2570 | NS      | $416648.40    | 0.10%             |  |  |  | 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      | $4383.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                    | HKT Trust & HKT Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     165000 | NS      | $250288.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                     | Frontier Communications Parent Inc                                                                                 | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36715 | NS      | $1361392.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |          1 | NC      | $-64907.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34QR6   TRS CAD R E IS34QR6/CA0342231077 / Short: IS34QR6   TRS CAD P V 00MCORRA IS34QS7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11386 | OU      | $-88.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                             | Biogen Inc                                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       1558 | NS      | $205998.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     205000 | PA      | $207107.40    | 0.05%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1869000 | PA      | $1742932.96   | 0.41%             | 2055-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                | Transportadora de Gas Internacional SA ESP                                                                         | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $304650.00    | 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        |       2189 | NS      | $302476.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $-2143.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       5570 | NS      | $312644.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35YG4   TRS USD R V 00MOBFR IS35YH5/OBFR01/-25 BPS / Short: IS35YG4   TRS USD P E IS35YG4/US7802871084     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       7392 | OU      | $-669.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empire Co Ltd                                          | Empire Co Ltd                                                                                                      | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |       7403 | NS      | $287365.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       2808 | NS      | $176289.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |          1 | NC      | $16218.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34TD3   TRS USD R V 00MFEDL IS34TE4/FEDL01/-35 BPS / Short: IS34TD3   TRS USD P E IS34TD3/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      19558 | OU      | $-3591.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                                                  | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     336000 | PA      | $376222.95    | 0.09%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35RU9   TRS GBP R V 00MSONIA IS35RV0/SONIO/N/-35 BPS / Short: IS35RU9   TRS GBP P E IS35RU9/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3670 | OU      | $407.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S                                                                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       8738 | NS      | $493779.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $5877.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      91795 | PA      | $95253.57     | 0.02%             | 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      | $584598.15    | 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      | $44275.45     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $27721.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                | Canada Government Bonds                                                                                            | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    2661000 | PA      | $1926564.14   | 0.45%             | 2030-03-01      | Fixed         | 2.75%                 | 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      | $-179.26      | -0.00%            |  |  |  | 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      | $-6763.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                                                                | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4205000 | PA      | $4198017.35   | 0.99%             | 2025-09-16      | None          | 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      | $99475.68     | 0.02%             | 2028-10-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                      | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      91073 | NS      | $628598.36    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                       | Medibank Pvt Ltd                                                                                                   | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      64359 | NS      | $214410.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OI6   TRS USD R V 00MFEDL IS35OJ7/FEDL01/-35 BPS / Short: IS35OI6   TRS USD P E IS35OI6/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      28217 | OU      | $-5080.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $249027.23    | 0.06%             | 2033-08-23      | Fixed         | 5.75%                 | 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      | $-1238.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35VO1   TRS USD R V 00MSOFR IS35VP2/SOFRRATE/-30 BPS / Short: IS35VO1   TRS USD P E IS35VO1/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      24516 | OU      | $-3603.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds                        | Japan Government Two Year Bonds                                                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  714200000 | PA      | $4851631.97   | 1.14%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $5081.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                               | United Therapeutics Corp                                                                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        674 | NS      | $205408.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     520000 | PA      | $646218.76    | 0.15%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35TQ9   TRS KRW R F   .00000 IS35TR0/KMU5 / Short: IS35TQ9   TRS KRW P E IS35TQ9/KR4101W90007              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | KR        |  329629069 | OU      | $3698.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2024-1 LLC                                                                                                   | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     271569 | PA      | $272274.52    | 0.06%             | 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      | $261652.67    | 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      | $53046.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $2039.74      | 0.00%             |  |  |  | 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      | $-3274.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                | LY Corp                                                                                                            | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      90300 | NS      | $285887.84    | 0.07%             |  |  |  | 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      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                                                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67759.11     | 0.02%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-44978.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35BV8   TRS USD R V 00MFEDL IS35BW9/FEDL01/-35 BPS / Short: IS35BV8   TRS USD P E IS35BV8/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       8028 | OU      | $-1709.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                    | CALIFORNIA ST                                                                                                      | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     465000 | PA      | $566512.20    | 0.13%             | 2040-11-01      | Fixed         | 7.60%                 | 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      | $262729.69    | 0.06%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                            | Royal Caribbean Cruises Ltd                                                                                        | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       1120 | NS      | $406806.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                     | Teck Resources Ltd                                                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       9346 | NS      | $319574.88    | 0.08%             |  |  |  | No            |                  1 | 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      | $-115.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                  | Norfolk Southern Corp                                                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       2724 | NS      | $762665.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                 | Liberty Broadband Corp                                                                                             | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       1558 | NS      | $94523.86     | 0.02%             |  |  |  | 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      | $4616.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $12409.48     | 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      | $-7321.53     | -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      | $-548.53      | -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        |     161085 | PA      | $162585.90    | 0.04%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                         | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      12556 | NS      | $6361999.64   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2024.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $141.78       | 0.00%             |  |  |  | No            |                  2 | 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      | $-3099.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                             | Eurazeo SE                                                                                                         | CUSIP: 000000000<br>LEI: 969500C656AA39O94N60 | Long             | EC               | CORP              | FR        |       4030 | NS      | $263723.90    | 0.06%             |  |  |  | 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      | $3152.94      | 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      | $847.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olo Inc                                                | Olo Inc                                                                                                            | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25882 | NS      | $265290.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-8428.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35LV8   IRS NZD R F  4.13370 IS35LV8 CCPVANILLA / Short: SS35LV8   IRS NZD P V 03MNZDBB IS35LW9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     378000 | OU      | $5140.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WS2   TRS GBP R E IS35WS2/GB00BCRX1J15 / Short: IS35WS2   TRS GBP P V 00MSONIA IS35WT3/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32347 | OU      | $4.38         | 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        |       6927 | NS      | $342604.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35YC0   TRS CAD R E IS35YC0/CA0342231077 / Short: IS35YC0   TRS CAD P V 00MCORRA IS35YD1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7106 | OU      | $16.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 10Y BOND FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         56 | NC      | $3484.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                    | American Tower Corp                                                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |        991 | NS      | $202015.35    | 0.05%             |  |  |  | No            |                  1 | 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      | $133.28       | 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      | $-9152.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36520   TRS CAD R E IS36520/CA0342231077 / Short: IS36520   TRS CAD P V 00MCORRA IS36531/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7236 | OU      | $-34.83       | -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      | $216914.39    | 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      |
| Morgan Stanley                                         | Long: IS35P61   TRS USD R V 00MFEDL IS35P72/FEDL01/-35 BPS / Short: IS35P61   TRS USD P E IS35P61/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      30008 | OU      | $-3477.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233954 | PA      | $239201.14    | 0.06%             | 2042-07-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                          | Service Corp International/US                                                                                      | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       3914 | NS      | $310184.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                      | Veeva Systems Inc                                                                                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        259 | NS      | $69722.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35KB1   TRS USD R V 00MSOFR IS35KC2/SOFRRATE/-30 BPS / Short: IS35KB1   TRS USD P E IS35KB1/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      27013 | OU      | $-3553.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                                                | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |     416000 | PA      | $412584.64    | 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      | $451092.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $136033.11    | 0.03%             | 2029-10-02      | Fixed         | 4.88%                 | 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      | $-684.27      | -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      | $1526.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34Y38   TRS USD R V 00MFEDL IS34Y49/FEDL01/-35 BPS / Short: IS34Y38   TRS USD P E IS34Y38/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      12164 | OU      | $-1978.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1577.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                              | Aptiv PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       4151 | NS      | $330129.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                | Rockwell Automation Inc                                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        930 | NS      | $319389.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OG4   TRS USD R V 00MFEDL IS35OH5/FEDL01/-35 BPS / Short: IS35OG4   TRS USD P E IS35OG4/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      40942 | OU      | $-9107.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36586   TRS USD R V 00MOBFR IS36597/OBFR01/-25 BPS / Short: IS36586   TRS USD P E IS36586/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       4540 | OU      | $-332.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kellanova                                              | Kellanova                                                                                                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      15973 | NS      | $1269853.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                                | Eni SpA                                                                                                            | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     343000 | PA      | $353547.25    | 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      | $1898.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                               | Tryg A/S                                                                                                           | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |      13875 | NS      | $364639.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1521359 | PA      | $1464794.11   | 0.35%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1246000 | PA      | $1262061.71   | 0.30%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                            | Pearson PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      16115 | NS      | $234341.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-14268.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $125192.33    | 0.03%             | 2028-03-23      | Fixed         | 2.35%                 | 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      | $73254.98     | 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        |       5049 | NS      | $375645.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $414.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                  | AECOM                                                                                                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       2567 | NS      | $320592.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                            | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      26757 | NS      | $4660534.26   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED ILS / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IL        |          1 | NC      | $1710.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS363W6   TRS CAD R E IS363W6/CA0342231077 / Short: IS363W6   TRS CAD P V 00MCORRA IS363X7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7019 | OU      | $-33.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group Inc                                       | Dentsu Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: 5299007PBBE83ZLJZG91 | Long             | EC               | CORP              | JP        |      13500 | NS      | $266570.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley                                         | Long: IS366O9   TRS USD R V 00MFEDL IS366P0/FEDL01/-35 BPS / Short: IS366O9   TRS USD P E IS366O9/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     139324 | OU      | $-3219.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                              | Adobe Inc                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       1031 | NS      | $367757.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1594.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STAAR Surgical Co                                      | STAAR Surgical Co                                                                                                  | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       1284 | NS      | $35130.24     | 0.01%             |  |  |  | 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      | $54.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS369Q2   TRS USD R V 00MSOFR IS369R3/SOFRRATE/-30 BPS / Short: IS369Q2   TRS USD P E IS369Q2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       8656 | OU      | $429.49       | 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        |     351863 | PA      | $355302.96    | 0.08%             | 2055-05-25      | Variable      | 5.56%                 | 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      | $649.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |       9643 | NS      | $449148.18    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Verona Pharma PLC                                      | Verona Pharma PLC                                                                                                  | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |      13500 | NS      | $1429785.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CURO GROUP HLDGS LLC                                   | CURO GROUP HLDGS LLC                                                                                               | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       7850 | NS      | $47100.00     | 0.01%             |  |  |  | No            |                  2 | 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      | $982.26       | 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      | $1728.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $5724.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-8843.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank AS                                         | Danske Bank AS                                                                                                     | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     177000 | PA      | $220488.49    | 0.05%             | 2030-06-21      | Fixed         | 4.75%                 | 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      | $230086.00    | 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        |       8578 | NS      | $1831660.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                                                    | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       5518 | NS      | $440888.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-7690.82     | -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      | $-1300.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WNS Holdings Ltd                                       | WNS Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |      19762 | NS      | $1491042.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35V85   TRS USD R V 00MSOFR IS35V96/SOFRRATE/-30 BPS / Short: IS35V85   TRS USD P E IS35V85/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       7983 | OU      | $-1329.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNG BANK NV                                            | BNG Bank NV                                                                                                        | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     294000 | PA      | $191654.01    | 0.05%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34WL2   TRS USD R E IS34WL2/GB00BNDRMJ14 / Short: IS34WL2   TRS USD P V 00MFEDL IS34WM3/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      53033 | OU      | $430.32       | 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      | $-4220.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS369G2   TRS USD R V 00MOBFR IS369H3/OBFR01/-25 BPS / Short: IS369G2   TRS USD P E IS369G2/US7802871084     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     185714 | OU      | $-2698.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35U00   TRS CAD R E IS35U00/CA0342231077 / Short: IS35U00   TRS CAD P V 00MCORRA IS35U11/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       6960 | OU      | $3.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $91595.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS362Q3   TRS CAD R E IS362Q3/CA0342231077 / Short: IS362Q3   TRS CAD P V 00MCORRA IS362R4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        483 | OU      | $-2.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS367Y6   TRS GBP R E IS367Y6/GB0004726096 / Short: IS367Y6   TRS GBP P V 00MSONIA IS367Z7/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |      47127 | OU      | $-116.08      | -0.00%            |  |  |  | No            |                  2 | 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      | $-135.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                 | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    5889000 | PA      | $1583687.98   | 0.37%             | 2030-07-25      | Fixed         | 4.50%                 | 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      | $1162.98      | 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      | $248863.93    | 0.06%             | 2029-03-22      | Fixed         | 3.62%                 | 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      | $5603.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-17580.57    | -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      | $-313.82      | -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      | $240999.38    | 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        |        690 | NS      | $307510.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                        | EMCOR Group Inc                                                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        521 | NS      | $323020.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     125000 | PA      | $142982.24    | 0.03%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                  | CyberArk Software Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       3224 | NS      | $1461310.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                                                                        | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     321000 | PA      | $355436.88    | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | 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      | $206928.00    | 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      | $288871.87    | 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        |       3688 | NS      | $436585.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $2963.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                 | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    2665000 | PA      | $3085732.37   | 0.73%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                      | Telstra Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |      36872 | NS      | $117963.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                                                                | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     182000 | PA      | $214467.59    | 0.05%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS36940   TRS USD R V 00MOBFR IS36951/OBFR01/-35 BPS / Short: IS36940   TRS USD P E IS36940/CA3759161035     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      67763 | OU      | $-467.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS368K9   TRS USD R V 00MFEDL IS368L0/FEDL01/-35 BPS / Short: IS368K9   TRS USD P E IS368K9/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        248 | OU      | $-23.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35ZM7   TRS USD R V 00MOBFR IS35ZN8/OBFR01/-25 BPS / Short: IS35ZM7   TRS USD P E IS35ZM7/US7802871084     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       1341 | OU      | $-92.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      74000 | PA      | $63843.50     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                         | Air Lease Corp                                                                                                     | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     175000 | PA      | $133056.91    | 0.03%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                            | Gartner Inc                                                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        229 | NS      | $57522.51     | 0.01%             |  |  |  | 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        |       1635 | NS      | $336499.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                          | Principal Financial Group Inc                                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       3961 | NS      | $318900.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                            | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        361 | NS      | $35009.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS365Q4   TRS USD R V 00MOBFR IS365R5/OBFR01/-25 BPS / Short: IS365Q4   TRS USD P E IS365Q4/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       2151 | OU      | $-143.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                      | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      15574 | NS      | $529324.43    | 0.12%             |  |  |  | No            |                  1 | 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      | $-2669.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35099   TRS CAD R E IS35099/CA0342231077 / Short: IS35099   TRS CAD P V 00MCORRA IS350A0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      12272 | OU      | $10.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BW2   TRS GBP R V 00MSONIA IS36BX3/SONIO/N/-35 BPS / Short: IS36BW2   TRS GBP P E IS36BW2/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1697 | OU      | $0.00         | 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      | $-583.76      | -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      | $351089.29    | 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        |       2762 | NS      | $190550.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352Z9   TRS CAD R E IS352Z9/CA0342231077 / Short: IS352Z9   TRS CAD P V 00MCORRA IS35301/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       9810 | OU      | $188.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WW6   TRS GBP R E IS35WW6/GB00BCRX1J15 / Short: IS35WW6   TRS GBP P V 00MSONIA IS35WX7/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       9935 | OU      | $6.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $59.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35VA7   TRS USD R V 00MSOFR IS35VB8/SOFRRATE/-30 BPS / Short: IS35VA7   TRS USD P E IS35VA7/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1096 | OU      | $-18.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6513785 | PA      | $6561839.15   | 1.55%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                                                       | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      57756 | NS      | $298604.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                                                               | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |       1504 | NS      | $218566.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1398000 | PA      | $1109990.19   | 0.26%             | 2055-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMS Inc                                                | GMS Inc                                                                                                            | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      11493 | NS      | $1263425.49   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200370.00    | 0.05%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                         | Pikes Peak CLO 6                                                                                                   | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249941.50    | 0.06%             | 2034-05-18      | Floating      | 5.12%                 | 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      |
| Citibank NA                                            | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $28463.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                               | Baiterek National Managing Holding JSC                                                                             | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     275000 | PA      | $278319.25    | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                       | Exxon Mobil Corp                                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        423 | NS      | $48344.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED UTILITIES WAT FIN                               | United Utilities Water Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $424096.95    | 0.10%             | 2033-02-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division       | FTSE 100 IDX FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -54 | NC      | $-26267.11    | -0.01%            |  |  |  | No            |                  1 | 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      | $-131.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                 | MSCI EMGMKT SEP25                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        183 | NC      | $277321.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-29608.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-675.12      | -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      | $56803.49     | 0.01%             | 2039-06-02      | None          | 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      | $-346.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36348   TRS USD R V 00MOBFR IS36359/OBFR01/-25 BPS / Short: IS36348   TRS USD P E IS36348/US7802871084     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        346 | OU      | $-12.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     135000 | PA      | $139194.45    | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CONTRA WALGREENS BOOTS                                 | CONTRA WALGREENS BOOTS                                                                                             | CUSIP: 931CVR013<br>LEI: 549300RPTUOIXG4LIH86 | N/A              | DE               |  | US        |      35236 | NS      | $18675.08     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-15117.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS368G5   TRS CAD R E IS368G5/CA0342231077 / Short: IS368G5   TRS CAD P V 00MCORRA IS368H6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |     240416 | OU      | $-508.11      | -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      | $418102.36    | 0.10%             | 2042-07-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                               | Celulosa Arauco y Constitucion SA                                                                                  | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $206670.00    | 0.05%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $191276.00    | 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        |     121759 | PA      | $122652.57    | 0.03%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| South African Futures Exchange                         | FTSE/JSE TOP 40 SEP25                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         14 | NC      | $-1730.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                       | Connecticut Avenue Securities Series 2025-R01                                                                      | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105973 | PA      | $106039.61    | 0.02%             | 2045-01-25      | Floating      | 5.45%                 | 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      | $970.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                  | Molson Coors Beverage Co                                                                                           | CUSIP: 000000000<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     305000 | PA      | $362589.23    | 0.09%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                          | JDE Peet's NV                                                                                                      | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       1383 | NS      | $50647.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36BC2   TRS USD R V 00MFEDL IS36BD3/FEDL01/-35 BPS / Short: IS36BC2   TRS USD P E IS36BC2/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       5278 | OU      | $-180.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35QG8   IRS NZD R F  4.06000 IS35QG8 CCPVANILLA / Short: SS35QG8   IRS NZD P V 03MNZDBB IS35QH9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     480000 | OU      | $4734.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       3697 | NS      | $465724.48    | 0.11%             |  |  |  | No            |                  1 | 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      | $21490.37     | 0.01%             |  |  |  | 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      | $40403.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35AJ9   TRS USD R V 00MSOFR IS35AK0/SOFRRATE/-30 BPS / Short: IS35AJ9   TRS USD P E IS35AJ9/US2533931026   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     102977 | OU      | $-6749.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     176000 | PA      | $151138.24    | 0.04%             | 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      | $57030.48     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35KV1   TRS USD R E IS35KV1/GB00BNDRMJ14 / Short: IS35KV1   TRS USD P V 00MFEDL IS35KW2/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13059 | OU      | $565.91       | 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      | $59578.72     | 0.01%             |  |  |  | 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      | $988.11       | 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      | $427487.70    | 0.10%             | 2031-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34QT8   TRS USD R V 00MFEDL IS34QU9/FEDL01/-35 BPS / Short: IS34QT8   TRS USD P E IS34QT8/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       9253 | OU      | $-3611.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     548300 | PA      | $548856.86    | 0.13%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US LONG BOND(CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        107 | NC      | $64589.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                       | Altria Group Inc                                                                                                   | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     154000 | PA      | $153816.74    | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | 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      | $-60.94       | -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        |     222242 | PA      | $224003.87    | 0.05%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $5272.84      | 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      | $2169.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35FR2   TRS USD R V 00MSOFR IS35FS3/SOFRRATE/-30 BPS / Short: IS35FR2   TRS USD P E IS35FR2/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        478 | OU      | $-57.84       | -0.00%            |  |  |  | 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      |
| UBS AG                                                 | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $917.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |          1 | NC      | $5383.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                               | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      12709 | NS      | $591407.85    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      44000 | PA      | $45270.72     | 0.01%             | 2030-01-07      | Fixed         | 5.38%                 | 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      | $-2869.79     | -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        |    1178000 | PA      | $1464675.60   | 0.35%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35ZQ1   TRS USD R V 00MOBFR IS35ZR2/OBFR01/-25 BPS / Short: IS35ZQ1   TRS USD P E IS35ZQ1/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      16778 | OU      | $-663.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE TAIWAN INDEX SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         25 | NC      | $-20258.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                       | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     334000 | PA      | $375796.60    | 0.09%             | 2027-10-25      | Fixed         | 1.62%                 | 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      | $4998.97      | 0.00%             |  |  |  | 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      | $1208.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          6 | NC      | $-45653.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC                        | London Stock Exchange Group PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       2601 | NS      | $322349.74    | 0.08%             |  |  |  | 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      | $1306.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35CP9   TRS USD R V 00MFEDL IS35CQ0/FEDL01/-35 BPS / Short: IS35CP9   TRS USD P E IS35CP9/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      19228 | OU      | $-3710.13     | -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      | $-5812.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352N7   TRS USD R V 00MFEDL IS352O8/FEDL01/-35 BPS / Short: IS352N7   TRS USD P E IS352N7/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        930 | OU      | $-26.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W26   TRS GBP R E IS35W26/GB00BCRX1J15 / Short: IS35W26   TRS GBP P V 00MSONIA IS35W37/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      13967 | OU      | $-0.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                            | Incyte Corp                                                                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       2442 | NS      | $206617.62    | 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      | $-3.32        | -0.00%            |  |  |  | No            |                  2 | 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      | $384030.15    | 0.09%             | 2042-02-15      | Floating      | 5.81%                 | 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        |     313000 | OU      | $7093.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                        | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     337000 | PA      | $346500.03    | 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      | $132865.30    | 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      | $46952.03     | 0.01%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                          | Nomura Research Institute Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       8000 | NS      | $314033.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                 | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        322 | NS      | $161959.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                               | CenterPoint Energy Houston Electric LLC                                                                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     168000 | PA      | $166692.96    | 0.04%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS35Y64   TRS USD R V 00MOBFR IS35Y75/OBFR01/-35 BPS / Short: IS35Y64   TRS USD P E IS35Y64/US4461501045     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     134813 | OU      | $-13952.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35PS3   TRS USD R V 00MSOFR IS35PT4/SOFRRATE/-30 BPS / Short: IS35PS3   TRS USD P E IS35PS3/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       7421 | OU      | $-985.39      | -0.00%            |  |  |  | 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      | $84880.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skechers USA Inc                                       | Skechers USA Inc                                                                                                   | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       5338 | NS      | $336721.04    | 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      | $-340.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS361Q6   TRS USD R V 00MSOFR IS361R7/SOFRRATE/-30 BPS / Short: IS361Q6   TRS USD P E IS361Q6/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       6689 | OU      | $-200.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36AS1   TRS CAD R E IS36AS1/CA0342231077 / Short: IS36AS1   TRS CAD P V 00MCORRA IS36AT2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4906 | OU      | $-2.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $3069.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                            | SNCF Reseau                                                                                                        | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     700000 | PA      | $830861.72    | 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        |       2761 | NS      | $612134.38    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                      | Hannover Rueck SE                                                                                                  | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        412 | NS      | $119950.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                 | Mizuho Financial Group Inc                                                                                         | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $207034.00    | 0.05%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W82   TRS GBP R E IS35W82/GB00BCRX1J15 / Short: IS35W82   TRS GBP P V 00MSONIA IS35W93/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32339 | OU      | $-1.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                       | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        162 | NS      | $321393.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | FTSE CHINA A50 SEP25                                                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |        -47 | NC      | $-2552.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                           | DNB Bank ASA                                                                                                       | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     356000 | PA      | $417196.55    | 0.10%             | 2030-11-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OA8   TRS USD R V 00MFEDL IS35OB9/FEDL01/-35 BPS / Short: IS35OA8   TRS USD P E IS35OA8/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      16648 | OU      | $-4687.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $235657.61    | 0.06%             | 2031-01-28      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | Long: IS36768   TRS USD R V 00MOBFR IS36779/OBFR01/-30 BPS / Short: IS36768   TRS USD P E IS36768/US6819191064     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     447081 | OU      | $-7180.80     | -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      | $410056.18    | 0.10%             | 2041-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                            | Netflix Inc                                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        629 | NS      | $759989.25    | 0.18%             |  |  |  | No            |                  1 | 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      | $4149.27      | 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      | $-40.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS361G6   TRS USD R V 00MOBFR IS361H7/OBFR01/-25 BPS / Short: IS361G6   TRS USD P E IS361G6/US7802871084     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |        668 | OU      | $-48.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                        | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       1554 | NS      | $247729.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |          1 | NC      | $36102.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QQ8   TRS GBP R E IS35QQ8/GB00BF8J3Z99 / Short: IS35QQ8   TRS GBP P V 00MSONIA IS35QR9/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1913 | OU      | $-164.41      | -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      | $-3942.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-1204.49     | -0.00%            |  |  |  | No            |                  2 | 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      | $-1982.34     | -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      | $163807.55    | 0.04%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1919111 | PA      | $1699975.78   | 0.40%             | 2055-09-20      | Fixed         | 3.00%                 | 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      | $3355.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |          1 | NC      | $-2790.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36724   TRS USD R V 00MSOFR IS36735/SOFRRATE/-30 BPS / Short: IS36724   TRS USD P E IS36724/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     113409 | OU      | $-235.07      | -0.00%            |  |  |  | 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      | $18842.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     280760 | PA      | $161861.33    | 0.04%             | 2053-07-31      | Fixed         | 1.50%                 | 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      | $-1078.83     | -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      | $43134.61     | 0.01%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS362I5   TRS USD R V 00MOBFR IS362J6/OBFR01/-25 BPS / Short: IS362I5   TRS USD P E IS362I5/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       4299 | OU      | $-357.49      | -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      | $198570.00    | 0.05%             | 2034-09-10      | Fixed         | 5.50%                 | 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      | $340437.15    | 0.08%             | 2043-06-25      | Floating      | 7.70%                 | 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      | $-473.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                         | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1704 | NS      | $1014374.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Warsaw Stock Exchange/Financial Derivatives            | WIG20 INDEX FUT SEP25                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |        -17 | NC      | $5646.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                       | Pernod Ricard SA                                                                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       2080 | NS      | $236944.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                               | BPCE SFH SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $755020.63    | 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        |       5146 | NS      | $1530368.94   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                             | Japan Post Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      30700 | NS      | $313275.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                   | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       5275 | NS      | $267653.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1633.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                            | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     303000 | PA      | $359350.21    | 0.08%             | 2032-08-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HarborOne Bancorp Inc                                  | HarborOne Bancorp Inc                                                                                              | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      12472 | NS      | $160389.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35T47   TRS CAD R E IS35T47/CA0342231077 / Short: IS35T47   TRS CAD P V 00MCORRA IS35T58/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7109 | OU      | $10.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $134683.16    | 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      | $42117.13     | 0.01%             |  |  |  | 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      | $141293.04    | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-229.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veritex Holdings Inc                                   | Veritex Holdings Inc                                                                                               | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      32334 | NS      | $1110672.90   | 0.26%             |  |  |  | No            |                  1 | 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      | $-4975.28     | -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      | $206690.00    | 0.05%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     868000 | PA      | $1083639.10   | 0.26%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS368I7   TRS USD R V 00MFEDL IS368J8/FEDL01/-35 BPS / Short: IS368I7   TRS USD P E IS368I7/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      54196 | OU      | $-1370.33     | -0.00%            |  |  |  | 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      | $203992.35    | 0.05%             | 2028-08-21      | Fixed         | 5.11%                 | 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      | $-46.93       | -0.00%            |  |  |  | No            |                  2 | 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      | $368.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                              | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       1105 | NS      | $368926.35    | 0.09%             |  |  |  | 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      | $-143.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Group International PLC                          | Alpha Group International PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800RESM1FPUXY6K31 | Long             | EC               | CORP              | GB        |        527 | NS      | $29748.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35WM6   TRS CAD R E IS35WM6/CA0342231077 / Short: IS35WM6   TRS CAD P V 00MCORRA IS35WN7/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7049 | OU      | $18.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35U66   TRS USD R V 00MFEDL IS35U77/FEDL01/-35 BPS / Short: IS35U66   TRS USD P E IS35U66/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      77274 | OU      | $-5908.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Andlauer Healthcare Group Inc                          | Andlauer Healthcare Group Inc                                                                                      | CUSIP: 034223107<br>LEI: 549300FEFF2VDKFOGG32 | Long             | EC               | CORP              | CA        |        388 | NS      | $15061.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                             | Inpex Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      19100 | NS      | $324550.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelerated Assets                                     | Accelerated 2024-1 LLC                                                                                             | CUSIP: 00440MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     323986 | PA      | $325021.40    | 0.08%             | 2044-08-22      | Fixed         | 4.68%                 | 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        |      89861 | PA      | $90854.63     | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $4178.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35OY2   TRS GBP R V 00MSONIA IS35OZ3/SONIO/N/-35 BPS / Short: IS35OY2   TRS GBP P E IS35OY2/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       4475 | OU      | $427.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      13984 | NS      | $333867.57    | 0.08%             |  |  |  | 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      | $6268.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS362E1   TRS CHF R E IS362E1/DE000C68D780 / Short: IS362E1   TRS CHF P F   .00000 IS362F2/SMU5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     237210 | OU      | $8511.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                       | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                                                               | CUSIP: 650028C27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     270000 | PA      | $271468.34    | 0.06%             | 2055-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                  | Naturgy Finance Iberia SA                                                                                          | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $235463.41    | 0.06%             | 2030-10-02      | Fixed         | 3.25%                 | 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      | $-23344.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-26594.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $469.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $-1093.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WE8   TRS USD R V 00MSOFR IS35WF9/SOFRRATE/-30 BPS / Short: IS35WE8   TRS USD P E IS35WE8/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      31124 | OU      | $-3623.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                           | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     300000 | PA      | $364563.03    | 0.09%             | 2033-04-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UB8   TRS USD R V 00MFEDL IS34UC9/FEDL01/-35 BPS / Short: IS34UB8   TRS USD P E IS34UB8/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      33963 | OU      | $-925.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-567.44      | -0.00%            |  |  |  | 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      | $665.83       | 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      | $270.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS368U9   TRS GBP R E IS368U9/GB0004726096 / Short: IS368U9   TRS GBP P V 00MSONIA IS368V0/SONIO/N/+50 BPS   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | GB        |     160588 | OU      | $-262.89      | -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        |     214825 | PA      | $216160.77    | 0.05%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                  | Auto Trader Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      32877 | NS      | $357024.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS35M48   TRS USD R V 00MOBFR IS35M59/OBFR01/-35 BPS / Short: IS35M48   TRS USD P E IS35M48/US4461501045     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |         82 | OU      | $-6.28        | -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      | $188889.90    | 0.04%             | 2034-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34R39   TRS USD R V 00MFEDL IS34R40/FEDL01/-35 BPS / Short: IS34R39   TRS USD P E IS34R39/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       7123 | OU      | $-2066.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings Inc                         | SS&C Technologies Holdings Inc                                                                                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       1970 | NS      | $174660.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                                                               | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     510000 | PA      | $607090.30    | 0.14%             | 2027-11-23      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     119000 | PA      | $139827.86    | 0.03%             | 2036-07-23      | Fixed         | 4.30%                 | 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      | $234943.97    | 0.06%             | 2030-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $8336.05      | 0.00%             |  |  |  | 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      | $649.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $12203.19     | 0.00%             |  |  |  | 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      | $-216.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                 | Yum China Holdings Inc                                                                                             | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      17404 | NS      | $778306.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |          1 | NC      | $9113.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS363U4   TRS CHF R E IS363U4/DE000C68D780 / Short: IS363U4   TRS CHF P F   .00000 IS363V5/SMU5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     119791 | OU      | $2773.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35MQ0   TRS USD R E IS35MQ0/GB00BNDRMJ14 / Short: IS35MQ0   TRS USD P V 00MFEDL IS35MR1/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      15704 | OU      | $753.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       7348 | NS      | $211943.17    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                                                                        | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201090.00    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS369K6   TRS USD R V 00MSOFR IS369L7/SOFRRATE/-30 BPS / Short: IS369K6   TRS USD P E IS369K6/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      56964 | OU      | $1116.21      | 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      | $207379.39    | 0.05%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-46965.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp                                              | PG&E Corp                                                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      20891 | NS      | $319214.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       3514 | NS      | $140815.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OS6   TRS USD R E IS35OS6/GB00BNDRMJ14 / Short: IS35OS6   TRS USD P V 00MFEDL IS35OT7/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      91855 | OU      | $3949.89      | 0.00%             |  |  |  | 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      | $-2477.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Long: SS35CB5   CDS USD R F  5.00000 IS35CB5 CCPCDX / Short: SS35CB5   CDS USD P V 03MEVENT IS35CC6 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    7900000 | OU      | $647119.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS362G3   TRS USD R V 00MSOFR IS362H4/SOFRRATE/-30 BPS / Short: IS362G3   TRS USD P E IS362G3/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      15018 | OU      | $-87.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        397 | NC      | $220382.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS365C0   TRS USD R V 00MOBFR IS365D1/OBFR01/-25 BPS / Short: IS365C0   TRS USD P E IS365C0/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12824 | OU      | $-960.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35DZ6   TRS USD R V 00MFEDL IS35E08/FEDL01/-35 BPS / Short: IS35DZ6   TRS USD P E IS35DZ6/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      26631 | OU      | $-7222.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     933600 | PA      | $527155.78    | 0.12%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35T69   TRS USD R V 00MSOFR IS35T70/SOFRRATE/-30 BPS / Short: IS35T69   TRS USD P E IS35T69/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     205299 | OU      | $-965.52      | -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      | $-269.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                   | Raizen Fuels Finance SA                                                                                            | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $194400.00    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | 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      | $-117.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                           | Veralto Corp                                                                                                       | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       2891 | NS      | $306995.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                       | IFSC NIFTY 50 FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        -15 | NC      | $16364.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                                                                                | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     307000 | PA      | $313140.00    | 0.07%             | 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      | $-116.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       4366 | NS      | $333300.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                        | TXNM Energy Inc                                                                                                    | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      13831 | NS      | $783387.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                         | JPN 10Y BOND(OSE) SEP25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -11 | NC      | $86541.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                                                                         | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     261000 | PA      | $270931.05    | 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      | $52664.91     | 0.01%             | 2050-08-15      | None          | 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      | $-409.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34TH7   TRS USD R V 00MFEDL IS34TI8/FEDL01/-35 BPS / Short: IS34TH7   TRS USD P E IS34TH7/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14732 | OU      | $-2696.57     | -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      | $872486.18    | 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      | $348.56       | 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        |     260700 | NS      | $282704.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| Goldman Sachs & Co. LLC                                | Long: IS35VQ3   TRS USD R V 00MSOFR IS35VR4/SOFRRATE/-30 BPS / Short: IS35VQ3   TRS USD P E IS35VQ3/US4042511000   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      58352 | OU      | $2398.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2018-2 Ltd                                                                                                | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500032.50    | 0.12%             | 2031-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $-7199.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35EJ7   TRS USD R V 00MSOFR IS35EK8/SOFRRATE/-30 BPS / Short: IS35EJ7   TRS USD P E IS35EJ7/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      44957 | OU      | $-4873.95     | -0.00%            |  |  |  | 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      | $-708.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1437000 | PA      | $1399334.88   | 0.33%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                       | Bundesobligation                                                                                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    2221544 | PA      | $2620893.50   | 0.62%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $1394.14      | 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      | $6908.85      | 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      | $91.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS35XI9   TRS USD R V 00MOBFR IS35XJ0/OBFR01/-35 BPS / Short: IS35XI9   TRS USD P E IS35XI9/US4461501045     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       3141 | OU      | $-323.42      | -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      | $-79.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104090 | PA      | $104193.96    | 0.02%             | 2045-02-25      | Floating      | 5.35%                 | 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      | $249986.00    | 0.06%             | 2037-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      28000 | PA      | $25206.72     | 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      | $336376.00    | 0.08%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                              | Cincinnati Financial Corp                                                                                          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       1369 | NS      | $210278.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                            | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        833 | NS      | $620793.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352J3   TRS CAD R E IS352J3/CA0342231077 / Short: IS352J3   TRS CAD P V 00MCORRA IS352K4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11512 | OU      | $180.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $5261.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                       | Coca-Cola HBC AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       5825 | NS      | $294653.46    | 0.07%             |  |  |  | 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      | $-49623.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35K99   TRS USD R V 00MSOFR IS35KA0/SOFRRATE/-30 BPS / Short: IS35K99   TRS USD P E IS35K99/US4461501045   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       4313 | OU      | $-188.28      | -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      | $1396.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -16 | NC      | $27801.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6112.25     | -0.00%            |  |  |  | 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      | $25902.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35TY7   TRS USD R V 00MSOFR IS35TZ8/SOFRRATE/-30 BPS / Short: IS35TY7   TRS USD P E IS35TY7/US6974351057   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      81317 | OU      | $-2981.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-7436.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                         | Mitsubishi Chemical Group Corp                                                                                     | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      55200 | NS      | $313663.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34WR8   TRS CAD R E IS34WR8/CA0342231077 / Short: IS34WR8   TRS CAD P V 00MCORRA IS34WS9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11476 | OU      | $-31.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                         | ServiceNow Inc                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        943 | NS      | $865164.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                               | Electricite de France SA                                                                                           | CUSIP: 268317AW4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     262000 | PA      | $206334.44    | 0.05%             | 2030-05-23      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KR        |          1 | NC      | $-1359.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BE4   TRS USD R V 00MSOFR IS36BF5/SOFRRATE/-30 BPS / Short: IS36BE4   TRS USD P E IS36BE4/US2533931026   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     220339 | OU      | $13809.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000 | PA      | $75123.89     | 0.02%             | 2045-05-25      | Floating      | 5.35%                 | 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        |      74661 | PA      | $74661.17     | 0.02%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $4686.71      | 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      | $92.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2025-NQM2 Trust                                                                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130646 | PA      | $131959.99    | 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        |      13900 | NS      | $378574.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                  | Julius Baer Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       9752 | NS      | $704150.96    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QS0   TRS GBP R V 00MSONIA IS35QT1/SONIO/N/-35 BPS / Short: IS35QS0   TRS GBP P E IS35QS0/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       1305 | OU      | $168.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     364000 | PA      | $377180.77    | 0.09%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foot Locker Inc                                        | Foot Locker Inc                                                                                                    | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      36248 | NS      | $895325.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36326   TRS CAD R E IS36326/CA0342231077 / Short: IS36326   TRS CAD P V 00MCORRA IS36337/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       6538 | OU      | $-32.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                                                                                   | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     227000 | PA      | $260614.44    | 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        |     105300 | NS      | $238590.06    | 0.06%             |  |  |  | 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      | $352923.50    | 0.08%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       4601 | NS      | $355863.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-21559.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | Apidos CLO XXXII                                                                                                   | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |     522636 | PA      | $523053.77    | 0.12%             | 2033-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $828.05       | 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      | $797375.68    | 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        |       1218 | NS      | $148981.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                     | Grupo Televisa SAB                                                                                                 | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     175000 | PA      | $195125.00    | 0.05%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35MA4   TRS USD R V 00MSOFR IS35MB5/SOFRRATE/-30 BPS / Short: IS35MA4   TRS USD P E IS35MA4/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       9470 | OU      | $-1255.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUEZ                                                   | Suez SACA                                                                                                          | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $341227.04    | 0.08%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352T3   TRS CAD R E IS352T3/CA0342231077 / Short: IS352T3   TRS CAD P V 00MCORRA IS352U4/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      12599 | OU      | $238.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                     | Analog Devices Inc                                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1165 | NS      | $292776.15    | 0.07%             |  |  |  | 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      | $236911.75    | 0.06%             | 2032-06-16      | Fixed         | 3.88%                 | 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      | $3084.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                             | Australia Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1366000 | PA      | $856976.70    | 0.20%             | 2054-06-21      | Fixed         | 4.75%                 | 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        |      58279 | PA      | $58388.26     | 0.01%             | 2045-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $199630.00    | 0.05%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd                           | Aspen Insurance Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |       3433 | NS      | $125304.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                | Aircastle Ltd / Aircastle Ireland DAC                                                                              | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     271000 | PA      | $276300.76    | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-12933.78    | -0.00%            |  |  |  | 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      | $97.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -21 | NC      | $-5621.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy                                                                                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       4745 | NS      | $304012.15    | 0.07%             |  |  |  | No            |                  1 | 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      | $1644.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F5 Inc                                                 | F5 Inc                                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        952 | NS      | $298109.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                                                            | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $220947.50    | 0.05%             | 2032-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUND FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         20 | NC      | $-1440.39     | -0.00%            |  |  |  | No            |                  1 | 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      | $403345.12    | 0.10%             | 2041-11-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       3496 | NS      | $2582495.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                           | VeriSign Inc                                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       1163 | NS      | $317929.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold Inc                                        | Lundin Gold Inc                                                                                                    | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       5225 | NS      | $321295.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35EN1   TRS USD R V 00MFEDL IS35EO2/FEDL01/-35 BPS / Short: IS35EN1   TRS USD P E IS35EN1/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1375 | OU      | $-357.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35SM8   TRS GBP R E IS35SM8/GB00BF8J3Z99 / Short: IS35SM8   TRS GBP P V 00MSONIA IS35SN9/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       3534 | OU      | $-195.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                            | Ameren Corp                                                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       1233 | NS      | $123028.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35AT9   TRS USD R V 00MFEDL IS35AU0/FEDL01/-35 BPS / Short: IS35AT9   TRS USD P E IS35AT9/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      15862 | OU      | $-3595.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-SCHATZ FUT SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         44 | NC      | $-18582.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | S+P/TSX 60 IX FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         20 | NC      | $294266.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                            | Oracle Corp                                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       2434 | NS      | $550400.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     223000 | PA      | $278048.86    | 0.07%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35AN3   TRS USD R V 00MFEDL IS35AO4/FEDL01/-35 BPS / Short: IS35AN3   TRS USD P E IS35AN3/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        861 | OU      | $-216.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       3457 | NS      | $64775.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                           | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      13228 | NS      | $685680.17    | 0.16%             |  |  |  | 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      | $-97.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35312   TRS USD R V 00MFEDL IS35323/FEDL01/-35 BPS / Short: IS35312   TRS USD P E IS35312/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14662 | OU      | $-493.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $343486.99    | 0.08%             | 2031-05-10      | Fixed         | 4.87%                 | 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      | $4569.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UF2   TRS USD R E IS34UF2/GB00BNDRMJ14 / Short: IS34UF2   TRS USD P V 00MFEDL IS34UG3/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      53287 | OU      | $-103.49      | -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      | $2055.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                              | Edwards Lifesciences Corp                                                                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        521 | NS      | $42378.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $6919.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $24659.31     | 0.01%             |  |  |  | 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      | $5639.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-22278.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34RL7   TRS CAD R E IS34RL7/CA0342231077 / Short: IS34RL7   TRS CAD P V 00MCORRA IS34RM8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11487 | OU      | $-83.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |          1 | NC      | $1717.55      | 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      | $-8953.02     | -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      | $2175.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS350F5   TRS CAD R E IS350F5/CA0342231077 / Short: IS350F5   TRS CAD P V 00MCORRA IS350G6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       1210 | OU      | $6.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $1516.45      | 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      | $1592.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35XU1   TRS GBP R E IS35XU1/GB00BCRX1J15 / Short: IS35XU1   TRS GBP P V 00MSONIA IS35XV2/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6940 | OU      | $15.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS35KX3   TRS USD R V 00MOBFR IS35KY4/OBFR01/-35 BPS / Short: IS35KX3   TRS USD P E IS35KX3/US4461501045     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      81796 | OU      | $-6036.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1257800 | PA      | $1181201.94   | 0.28%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | SPI 200 FUTURES SEP25                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         -1 | NC      | $-4596.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS365E2   TRS USD R V 00MOBFR IS365F3/OBFR01/-25 BPS / Short: IS365E2   TRS USD P E IS365E2/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       6243 | OU      | $-174.38      | -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      | $-787.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                             | Eiffage SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       1864 | NS      | $234575.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                                                          | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       6083 | NS      | $283431.89    | 0.07%             |  |  |  | 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      | $29872979.55  | 7.04%             |  |  |  | No            |                  1 | 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      | $-7769.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35XM3   TRS USD R V 00MOBFR IS35XN4/OBFR01/-25 BPS / Short: IS35XM3   TRS USD P E IS35XM3/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      15558 | OU      | $-441.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $2846.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                        | D'ieteren Group                                                                                                    | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       1311 | NS      | $284093.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35ZK5   TRS USD R V 00MOBFR IS35ZL6/OBFR01/-25 BPS / Short: IS35ZK5   TRS USD P E IS35ZK5/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      45345 | OU      | $-4931.66     | -0.00%            |  |  |  | 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      | $2745.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-5                                                                                  | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |     131487 | PA      | $132460.54    | 0.03%             | 2070-06-25      | Variable      | 5.43%                 | 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      | $-105.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                           | Autodesk Inc                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       1175 | NS      | $369772.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       4666 | NS      | $407216.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368M1   TRS USD R V 00MSOFR IS368N2/SOFRRATE/-30 BPS / Short: IS368M1   TRS USD P E IS368M1/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      26762 | OU      | $237.43       | 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        |       5587 | NS      | $304770.85    | 0.07%             |  |  |  | No            |                  1 | 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      | $-17755.64    | -0.00%            |  |  |  | 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      | $7436.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UH4   TRS USD R E IS34UH4/GB00BNDRMJ14 / Short: IS34UH4   TRS USD P V 00MFEDL IS34UI5/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      78868 | OU      | $322.36       | 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        |      73300 | NS      | $175481.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36A25   TRS USD R V 00MSOFR IS36A36/SOFRRATE/-30 BPS / Short: IS36A25   TRS USD P E IS36A25/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       3847 | OU      | $131.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36B44   TRS GBP R V 00MSONIA IS36B55/SONIO/N/-35 BPS / Short: IS36B44   TRS GBP P E IS36B44/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7128 | OU      | $204.98       | 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      | $687.13       | 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      | $67585.03     | 0.02%             | 2029-03-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35UE4   TRS USD R V 00MFEDL IS35UF5/FEDL01/-35 BPS / Short: IS35UE4   TRS USD P E IS35UE4/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     158340 | OU      | $-13919.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                    | Cardinal Health Inc                                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       2167 | NS      | $322406.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                            | Cencora Inc                                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       1133 | NS      | $330394.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35T25   TRS USD R V 00MSOFR IS35T36/SOFRRATE/-30 BPS / Short: IS35T25   TRS USD P E IS35T25/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      45154 | OU      | $607.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $608017.78    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-5 Mortgage Loan Trust                                                                                    | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |     104833 | PA      | $105781.29    | 0.02%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35B18   TRS USD R V 00MFEDL IS35B29/FEDL01/-35 BPS / Short: IS35B18   TRS USD P E IS35B18/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      20986 | OU      | $-4674.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |          1 | NC      | $-580.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34RB7   TRS USD R V 00MFEDL IS34RC8/FEDL01/-35 BPS / Short: IS34RB7   TRS USD P E IS34RB7/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        497 | OU      | $-142.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                         | Trust Fibra Uno                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $193694.00    | 0.05%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GFH Mortgage Trust                                     | GFH 2025-IND Mortgage Trust                                                                                        | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $172141.12    | 0.04%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS35XO5   TRS USD R V 00MOBFR IS35XP6/OBFR01/-25 BPS / Short: IS35XO5   TRS USD P E IS35XO5/US7802871084     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |       1613 | OU      | $-178.30      | -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      | $1089.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                      | Nexa Resources SA                                                                                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $210750.00    | 0.05%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-6                                                                                    | CUSIP: 034937AA0<br>LEI: 254900GRN1I3WMM1H095 | Long             | ABS-MBS          | CORP              | US        |     152295 | PA      | $153651.10    | 0.04%             | 2070-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS35K77   TRS USD R V 00MOBFR IS35K88/OBFR01/-35 BPS / Short: IS35K77   TRS USD P E IS35K77/US4461501045     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      20594 | OU      | $-991.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                                                                     | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     304000 | PA      | $284565.28    | 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      | $146796.55    | 0.03%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                  | Continental Resources Inc/OK                                                                                       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     198000 | PA      | $203136.12    | 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        |       6698 | NS      | $1262773.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35YE2   TRS USD R V 00MSOFR IS35YF3/SOFRRATE/-30 BPS / Short: IS35YE2   TRS USD P E IS35YE2/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      13454 | OU      | $-320.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                    | Carrier Global Corp                                                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       9149 | NS      | $596514.80    | 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      | $304458.66    | 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      | $8158.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                 | Roper Technologies Inc                                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        941 | NS      | $495257.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                     | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |     502327 | NS      | $502327.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                                                             | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $212309.60    | 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        |       4074 | NS      | $305305.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                               | Air Products and Chemicals Inc                                                                                     | CUSIP: 000000000<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     171000 | PA      | $198796.55    | 0.05%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                       | Altria Group Inc                                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       5641 | NS      | $379131.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS368W1   TRS GBP R E IS368W1/GB00BCRX1J15 / Short: IS368W1   TRS GBP P V 00MSONIA IS368X2/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      81094 | OU      | $-131.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PE        |          1 | NC      | $1608.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                          | AIB Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      36869 | NS      | $299555.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                | Veolia Environnement SA                                                                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208607.19    | 0.05%             | 2032-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS362Y1   IRS SEK R F  2.62780 IS362Y1 CCPVANILLA / Short: SS362Y1   IRS SEK P V 03MSTIBO IS362Z2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1765000 | OU      | $-681.38      | -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      | $-12239.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352R1   TRS USD R E IS352R1/GB00BNDRMJ14 / Short: IS352R1   TRS USD P V 00MFEDL IS352S2/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      22594 | OU      | $569.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          6 | NC      | $3177.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE FINANCIAL LTD                               | John Deere Financial Ltd                                                                                           | CUSIP: 000000000<br>LEI: C4WFU2AMZQ28CSQ23X49 | Long             | DBT              | CORP              | AU        |     320000 | PA      | $215187.29    | 0.05%             | 2029-06-28      | Fixed         | 5.05%                 | 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      | $-473.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                                                                         | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6343000 | PA      | $6275327.80   | 1.48%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35U88   TRS GBP R E IS35U88/GB00BCRX1J15 / Short: IS35U88   TRS GBP P V 00MSONIA IS35U99/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      32565 | OU      | $-278.40      | -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      | $-934.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                                                                           | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       1160 | NS      | $157332.42    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                             | iShares Core MSCI EAFE ETF                                                                                         | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |     338633 | NS      | $28956507.83  | 6.82%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1529.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                           | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      67228 | NS      | $327578.22    | 0.08%             |  |  |  | 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      | $216209.07    | 0.05%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                         | Open Text Corp                                                                                                     | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       3147 | NS      | $104078.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8442200 | PA      | $5191953.00   | 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      | $196320.00    | 0.05%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                 | MSCI EMGMKT SEP25                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -90 | NC      | $-169213.30   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                        | Yum! Brands Inc                                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       1232 | NS      | $181067.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     611735 | PA      | $814765.82    | 0.19%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS363E8   TRS USD R V 00MSOFR IS363F9/SOFRRATE/-30 BPS / Short: IS363E8   TRS USD P E IS363E8/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1065 | OU      | $4.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Futures Exchange                              | SET50 FUTURES SEP25                                                                                                | CUSIP: 000000000<br>LEI: 5493006G4X6OUMF0CE07 | N/A              | DE               |  | TH        |        171 | NC      | $42016.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $168141.25    | 0.04%             | 2029-07-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                                                                       | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     171000 | PA      | $138027.25    | 0.03%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                | Zoom Communications Inc                                                                                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       4290 | NS      | $349291.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35OW0   TRS GBP R E IS35OW0/GB00BF8J3Z99 / Short: IS35OW0   TRS GBP P V 00MSONIA IS35OX1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       6623 | OU      | $-413.65      | -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      | $3136.49      | 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        |   16685054 | NS      | $16685054.13  | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36166   TRS CAD R E IS36166/CA0342231077 / Short: IS36166   TRS CAD P V 00MCORRA IS36177/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7197 | OU      | $-9.32        | -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        |     370812 | NS      | $23023717.08  | 5.42%             |  |  |  | No            |                  1 | 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      | $6179.35      | 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        |     184059 | PA      | $184405.19    | 0.04%             | 2042-02-25      | Floating      | 5.65%                 | 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      | $-140.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4585.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                                                                       | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     182000 | PA      | $212745.05    | 0.05%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-10959.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                              | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1643000 | PA      | $1364010.88   | 0.32%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36906   TRS CAD R E IS36906/CA0342231077 / Short: IS36906   TRS CAD P V 00MCORRA IS36917/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       3843 | OU      | $-5.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35Y86   TRS USD R V 00MSOFR IS35Y97/SOFRRATE/-30 BPS / Short: IS35Y86   TRS USD P E IS35Y86/US4461501045   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      18841 | OU      | $-2195.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | 10YR MINI JGB FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         30 | NC      | $-23399.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nice Ltd                                               | Nice Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       2060 | NS      | $290388.56    | 0.07%             |  |  |  | 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      | $3647.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc                                                | AGC Inc                                                                                                            | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       9700 | NS      | $304165.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35ZO9   TRS USD R V 00MSOFR IS35ZP0/SOFRRATE/-30 BPS / Short: IS35ZO9   TRS USD P E IS35ZO9/US16119P1084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       9577 | OU      | $-227.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |          1 | NC      | $-12850.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                       | CPUK Finance Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $274250.40    | 0.06%             | 2027-08-28      | 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      | $1065.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35FJ4   TRS USD R V 00MSOFR IS35FK5/SOFRRATE/-30 BPS / Short: IS35FJ4   TRS USD P E IS35FJ4/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       7655 | OU      | $-919.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $-1898.04     | -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      | $15722.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35XC3   TRS USD R V 00MFEDL IS35XD4/FEDL01/-35 BPS / Short: IS35XC3   TRS USD P E IS35XC3/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      26012 | OU      | $86.68        | 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      | $-128.25      | -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      | $166377.51    | 0.04%             | 2029-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO STOXX 50 SEP25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -69 | NC      | $22525.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                               | Lima Metro Line 2 Finance Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     198654 | PA      | $189327.54    | 0.04%             | 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        |     172030 | PA      | $174206.96    | 0.04%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      40661 | NS      | $388314.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $24120.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                       | Oversea-Chinese Banking Corp Ltd                                                                                   | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      33900 | NS      | $442038.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                             | CF Industries Holdings Inc                                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       3606 | NS      | $312387.78    | 0.07%             |  |  |  | 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      | $-21074.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                           | Monolithic Power Systems Inc                                                                                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        383 | NS      | $320096.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                           | QUALCOMM Inc                                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       2787 | NS      | $447954.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2350833 | PA      | $2399869.69   | 0.57%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OK8   TRS USD R V 00MFEDL IS35OL9/FEDL01/-35 BPS / Short: IS35OK8   TRS USD P E IS35OK8/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      25914 | OU      | $-4266.08     | -0.00%            |  |  |  | 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      |
| ALLETE Inc                                             | ALLETE Inc                                                                                                         | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      14983 | NS      | $961159.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |          1 | NC      | $1378.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       1459 | NS      | $100426.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $23030.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                     | Ally Financial Inc                                                                                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       7632 | NS      | $313293.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-627.17      | -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      | $-6220.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35P05   TRS USD R V 00MFEDL IS35P16/FEDL01/-35 BPS / Short: IS35P05   TRS USD P E IS35P05/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      42453 | OU      | $-5439.84     | -0.00%            |  |  |  | No            |                  2 | 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        |      16156 | NS      | $1122713.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                           | AutoZone Inc                                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        131 | NS      | $550007.43    | 0.13%             |  |  |  | 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      | $-6246.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                                                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     202000 | PA      | $204733.06    | 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      | $271587.60    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS359F8   IRS SEK R F  2.52230 IS359F8 CCPVANILLA / Short: SS359F8   IRS SEK P V 03MSTIBO IS359G9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1220000 | OU      | $-1531.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34R95   TRS CAD R E IS34R95/CA0342231077 / Short: IS34R95   TRS CAD P V 00MCORRA IS34RA6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11385 | OU      | $-87.26       | -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      | $222705.09    | 0.05%             | 2040-06-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                             | Haleon PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      41956 | NS      | $206475.53    | 0.05%             |  |  |  | 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      | $905.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                               | Ameriprise Financial Inc                                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        656 | NS      | $337715.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: IS35KR7   TRS USD R V 00MOBFR IS35KS8/OBFR01/-35 BPS / Short: IS35KR7   TRS USD P E IS35KR7/US4461501045     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |      40844 | OU      | $-2796.67     | -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      | $231500.75    | 0.05%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS36683   IRS SEK R F  2.65200 IS36683 CCPVANILLA / Short: SS36683   IRS SEK P V 03MSTIBO IS36694 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3990000 | OU      | $-700.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS369E0   TRS USD R V 00MOBFR IS369F1/OBFR01/-25 BPS / Short: IS369E0   TRS USD P E IS369E0/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      51436 | OU      | $-1525.45     | -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      | $185859.58    | 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      | $180217.57    | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                    | Otis Worldwide Corp                                                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      15435 | NS      | $1333275.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                               | KLA Corp                                                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        398 | NS      | $347056.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS352F9   TRS CAD R E IS352F9/CA0342231077 / Short: IS352F9   TRS CAD P V 00MCORRA IS352G0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      19096 | OU      | $212.01       | 0.00%             |  |  |  | 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      | $4561963.92   | 1.07%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM10 Trust                                                                                               | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     272818 | PA      | $275557.36    | 0.06%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                            | Stantec Inc                                                                                                        | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |       3569 | NS      | $387942.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36AQ9   TRS USD R V 00MSOFR IS36AR0/SOFRRATE/-30 BPS / Short: IS36AQ9   TRS USD P E IS36AQ9/US2533931026   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     164722 | OU      | $10535.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM7                                                                          | CUSIP: 10570TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148900 | PA      | $150146.61    | 0.04%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-7229.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                          | Banco BPM SpA                                                                                                      | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      22127 | NS      | $303562.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                                                                          | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     209000 | PA      | $209911.24    | 0.05%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                    | Electronic Arts Inc                                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        860 | NS      | $147877.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $459.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                          | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       1340 | NS      | $920097.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                  | Idemitsu Kosan Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |      25300 | NS      | $167846.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36A47   TRS USD R V 00MSOFR IS36A58/SOFRRATE/-30 BPS / Short: IS36A47   TRS USD P E IS36A47/US9078181081   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     111724 | OU      | $-209.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                   | Verisk Analytics Inc                                                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       1214 | NS      | $325497.68    | 0.08%             |  |  |  | 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      | $-624.42      | -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      | $-102.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                          | Kroger Co/The                                                                                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        228 | NS      | $15467.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-3680.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CAD                                       | General Motors Financial of Canada Ltd                                                                             | CUSIP: 37045YAM6<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $211436.31    | 0.05%             | 2028-07-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Money Express Inc                        | International Money Express Inc                                                                                    | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35747 | NS      | $518331.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                           | United Airlines Holdings Inc                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        446 | NS      | $46830.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                           | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     318000 | PA      | $415719.15    | 0.10%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     166000 | PA      | $168775.52    | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                                                                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      68000 | PA      | $69032.24     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS362S5   TRS USD R V 00MOBFR IS362T6/OBFR01/-25 BPS / Short: IS362S5   TRS USD P E IS362S5/US4042511000     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      12109 | OU      | $-88.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34XZ3   TRS CAD R E IS34XZ3/CA0342231077 / Short: IS34XZ3   TRS CAD P V 00MCORRA IS34Y05/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      22782 | OU      | $68.87        | 0.00%             |  |  |  | No            |                  2 | 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      | $-12260.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36746   TRS USD R V 00MOBFR IS36757/OBFR01/-25 BPS / Short: IS36746   TRS USD P E IS36746/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |     288132 | OU      | $-20337.03    | -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      | $-95.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                       | LG Energy Solution Ltd                                                                                             | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     344000 | PA      | $352231.92    | 0.08%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bonds                                                                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     731700 | PA      | $712235.64    | 0.17%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34T99   TRS USD R V 00MFEDL IS34TA0/FEDL01/-35 BPS / Short: IS34T99   TRS USD P E IS34T99/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      14268 | OU      | $-2860.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     830428 | PA      | $853313.07    | 0.20%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                              | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      13523 | NS      | $3139229.22   | 0.74%             |  |  |  | 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      | $12219.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $6710.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                    | AUST 3YR BOND FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -8 | NC      | $573.46       | 0.00%             |  |  |  | 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      | $1936897.89   | 0.46%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35AL1   TRS USD R V 00MSOFR IS35AM2/SOFRRATE/-30 BPS / Short: IS35AL1   TRS USD P E IS35AL1/US67011P1003   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |        667 | OU      | $-48.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35293   TRS USD R E IS35293/GB00BNDRMJ14 / Short: IS35293   TRS USD P V 00MFEDL IS352A4/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1409 | OU      | $24.96        | 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      | $-2784.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                 | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37179.08     | 0.01%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $-55855.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $15253.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                        | WEA Finance LLC                                                                                                    | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     212000 | PA      | $207355.08    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LOBLAW COMPANIES LIMITED                               | Loblaw Cos Ltd                                                                                                     | CUSIP: 53947ZAT4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $136044.38    | 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      | $178711.92    | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                              | TEGNA Inc                                                                                                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      23927 | NS      | $507252.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                               | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 3250000000 | PA      | $22113844.37  | 5.21%             | 2025-09-08      | None          | 0.00%                 | 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      | $1843.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                   | Smurfit WestRock PLC                                                                                               | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      12634 | NS      | $598346.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd              | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      40000 | NS      | $1498055.41   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UD0   TRS USD R E IS34UD0/GB00BNDRMJ14 / Short: IS34UD0   TRS USD P V 00MFEDL IS34UE1/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      53166 | OU      | $-397.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | HU        |          1 | NC      | $8873.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennox International Inc                               | Lennox International Inc                                                                                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        508 | NS      | $283392.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                                                                           | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234878 | PA      | $236700.48    | 0.06%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                          | Regeneron Pharmaceuticals Inc                                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        268 | NS      | $155627.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA HOUSING TRUST                                   | Canada Housing Trust No 1                                                                                          | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     930000 | PA      | $685679.19    | 0.16%             | 2032-09-15      | Fixed         | 3.55%                 | No            |                  2 | 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      | $28366.22     | 0.01%             |  |  |  | No            |                  2 | 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      | $-856.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                | Cboe Global Markets Inc                                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       3611 | NS      | $852015.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35MG0   IRS NZD R F  4.10270 IS35MG0 CCPVANILLA / Short: SS35MG0   IRS NZD P V 03MNZDBB IS35MH1 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     459000 | OU      | $5526.09      | 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        |  348800000 | PA      | $1790034.34   | 0.42%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     337000 | PA      | $344198.32    | 0.08%             | 2034-11-19      | Fixed         | 5.59%                 | 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      | $1171.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS364K1   TRS USD R V 00MOBFR IS364L2/OBFR01/-25 BPS / Short: IS364K1   TRS USD P E IS364K1/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      17026 | OU      | $-1214.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-41514.85    | -0.01%            |  |  |  | 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      | $3824.65      | 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      | $3637.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS361O4   TRS USD R V 00MOBFR IS361P5/OBFR01/-25 BPS / Short: IS361O4   TRS USD P E IS361O4/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      26108 | OU      | $-2809.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp                                          | AppLovin Corp                                                                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        751 | NS      | $359421.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | CAN 10YR BOND FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -57 | NC      | $-32183.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                          | Automatic Data Processing Inc                                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       1471 | NS      | $447257.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35XK1   TRS CAD R E IS35XK1/CA0342231077 / Short: IS35XK1   TRS CAD P V 00MCORRA IS35XL2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7002 | OU      | $14.60        | 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      | $500000.00    | 0.12%             | 2031-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       9493 | NS      | $307414.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                                  | New York Times Co/The                                                                                              | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       3401 | NS      | $203515.84    | 0.05%             |  |  |  | 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        |     156855 | PA      | $158403.73    | 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        |      35780 | NS      | $478736.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS350R7   TRS CAD R E IS350R7/CA0342231077 / Short: IS350R7   TRS CAD P V 00MCORRA IS350S8/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4208 | OU      | $21.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36BU0   TRS GBP R E IS36BU0/GB00BF8J3Z99 / Short: IS36BU0   TRS GBP P V 00MSONIA IS36BV1/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2601 | OU      | $0.00         | 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      | $7792.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                       | MercadoLibre Inc                                                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        136 | NS      | $336315.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM8 Trust                                                                                                | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |     114999 | PA      | $115972.43    | 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      | $3.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $53.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-15496.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-216.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     288000 | PA      | $294891.84    | 0.07%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35NU1   TRS USD R V 00MFEDL IS35NV2/FEDL01/-35 BPS / Short: IS35NU1   TRS USD P E IS35NU1/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       5395 | OU      | $-1526.06     | -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      | $-567.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                                                                    | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $354694.93    | 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        |      24620 | NS      | $15961638.40  | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OQ4   TRS USD R V 00MFEDL IS35OR5/FEDL01/-35 BPS / Short: IS35OQ4   TRS USD P E IS35OQ4/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      61503 | OU      | $-1070.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35OU8   TRS USD R E IS35OU8/GB00BNDRMJ14 / Short: IS35OU8   TRS USD P V 00MFEDL IS35OV9/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      13681 | OU      | $588.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS36B22   TRS GBP R E IS36B22/GB00BF8J3Z99 / Short: IS36B22   TRS GBP P V 00MSONIA IS36B33/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      10890 | OU      | $-390.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35W04   TRS GBP R E IS35W04/GB00BCRX1J15 / Short: IS35W04   TRS GBP P V 00MSONIA IS35W15/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |      18494 | OU      | $-0.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                  | Chile Electricity Lux MPC Sarl                                                                                     | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     288190 | PA      | $300708.97    | 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      | $-99.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                    | Korea Treasury Bond                                                                                                | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 2817080000 | PA      | $2050762.71   | 0.48%             | 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        |     109754 | PA      | $110503.56    | 0.03%             | 2042-09-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                               | Eagle Funding Luxco Sarl                                                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     416000 | PA      | $422056.96    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co Ltd                               | Sumitomo Chemical Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800RSAU9BD8U4DM91 | Long             | EC               | CORP              | JP        |     108100 | NS      | $324258.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                   | KIND Trust 2021-KIND                                                                                               | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99172 | PA      | $98308.11     | 0.02%             | 2038-08-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      80000 | PA      | $52798.39     | 0.01%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3156.46     | -0.00%            |  |  |  | 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      | $-99.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                         | Prudential PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      24183 | NS      | $322547.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                            | Novartis AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       3322 | NS      | $420472.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35QM4   TRS USD R V 00MFEDL IS35QN5/FEDL01/-35 BPS / Short: IS35QM4   TRS USD P E IS35QM4/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        491 | OU      | $-39.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                                                    | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      11353 | NS      | $173565.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                      | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      12414 | NS      | $174368.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35QC4   TRS GBP R E IS35QC4/GB00BF8J3Z99 / Short: IS35QC4   TRS GBP P V 00MSONIA IS35QD5/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       7390 | OU      | $-650.40      | -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        |      53085 | NS      | $1424801.40   | 0.34%             |  |  |  | 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      | $-514.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35Y42   TRS CHF R E IS35Y42/DE000C68D780 / Short: IS35Y42   TRS CHF P F   .00000 IS35Y53/SMU5              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     355643 | OU      | $12981.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $-16496.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS369M8   TRS USD R V 00MOBFR IS369N9/OBFR01/-25 BPS / Short: IS369M8   TRS USD P E IS369M8/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      33941 | OU      | $-832.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                   | Kallpa Generacion SA                                                                                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     202000 | PA      | $209762.86    | 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        |      39800 | NS      | $378273.37    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                    | BHMS Commercial Mortgage Trust 2025-ATLS                                                                           | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202000 | PA      | $202631.25    | 0.05%             | 2042-08-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                               | Finland Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     378000 | PA      | $406242.96    | 0.10%             | 2032-09-15      | Fixed         | 1.50%                 | 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      | $9296.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34XD1   TRS USD R V 00MFEDL IS34XE2/FEDL01/-35 BPS / Short: IS34XD1   TRS USD P E IS34XD1/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |         29 | OU      | $-4.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PE        |          1 | NC      | $3613.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                         | European Union                                                                                                     | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     866000 | PA      | $1035837.61   | 0.24%             | 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      | $853.75       | 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      | $757509.10    | 0.18%             | 2027-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS36928   TRS USD R V 00MOBFR IS36939/OBFR01/-25 BPS / Short: IS36928   TRS USD P E IS36928/US7802871084     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      66263 | OU      | $-1902.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34RX9   TRS CAD R E IS34RX9/CA0342231077 / Short: IS34RX9   TRS CAD P V 00MCORRA IS34RY0/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11532 | OU      | $-77.40       | -0.00%            |  |  |  | No            |                  2 | 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      | $-39897.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35ZC7   TRS BRL R F   .00000 IS35ZD8/BZV5 / Short: IS35ZC7   TRS BRL P E IS35ZC7/BRBMEFIBV3Q3              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | BR        |    7795436 | OU      | $-45515.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                                                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     245000 | PA      | $259981.75    | 0.06%             | 2028-01-15      | Fixed         | 7.50%                 | 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      | $147990.52    | 0.03%             | 2041-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                      | Magnetite XXVII Ltd                                                                                                | CUSIP: 55955EAN8<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $350560.00    | 0.08%             | 2034-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS351L8   TRS CAD R E IS351L8/CA0342231077 / Short: IS351L8   TRS CAD P V 00MCORRA IS351M9/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11328 | OU      | $121.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORL TRUST                                              | ORL Trust 2024-GLKS                                                                                                | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260569 | PA      | $260650.43    | 0.06%             | 2039-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366Q1   TRS USD R V 00MFEDL IS366R2/FEDL01/-35 BPS / Short: IS366Q1   TRS USD P E IS366Q1/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     417039 | OU      | $11156.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.           | MSCI SING IX ETS SEP25                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |       -107 | NC      | $12132.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35HD2   TRS USD R V 00MSOFR IS35HE3/SOFRRATE/-30 BPS / Short: IS35HD2   TRS USD P E IS35HD2/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      37982 | OU      | $-4370.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $3725.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -74 | NC      | $-25512.07    | -0.01%            |  |  |  | No            |                  1 | 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      | $-4963.96     | -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      | $1953069.90   | 0.46%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | EURO-BUXL 30Y BND SEP25                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -7 | NC      | $37007.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium Government Bonds                    | Kingdom of Belgium Government Bonds                                                                                | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     526618 | PA      | $583067.90    | 0.14%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                   | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        159 | NS      | $890248.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2025-NQM5                                                                          | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |     148405 | PA      | $149577.08    | 0.04%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                   | Chart Industries Inc                                                                                               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       6484 | NS      | $1292650.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-17670.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                         | Merck & Co Inc                                                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       5412 | NS      | $455257.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                              | Safran SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       1850 | NS      | $614807.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                          | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-92.11       | -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      | $2448.28      | 0.00%             |  |  |  | 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      | $4471.56      | 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     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34V15   TRS CAD R E IS34V15/CA0342231077 / Short: IS34V15   TRS CAD P V 00MCORRA IS34V26/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11431 | OU      | $-38.11       | -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      | $-225.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                                                        | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     278000 | PA      | $283067.94    | 0.07%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                   | Colgate-Palmolive Co                                                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       2420 | NS      | $203449.40    | 0.05%             |  |  |  | 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        |     130292 | PA      | $130602.21    | 0.03%             | 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        |       1245 | NS      | $305099.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXQ1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $42316.26     | 0.01%             | 2044-08-15      | None          | 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      | $337.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                         | S&P Global Inc                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        533 | NS      | $292318.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36304   TRS USD R V 00MFEDL IS36315/FEDL01/-35 BPS / Short: IS36304   TRS USD P E IS36304/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      24786 | OU      | $1431.77      | 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      | $127960.00    | 0.03%             | 2029-01-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                                                           | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      14343 | NS      | $299668.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe               | Bundesrepublik Deutschland Bundesanleihe                                                                           | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     924971 | PA      | $1101872.21   | 0.26%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35RS7   TRS GBP R E IS35RS7/GB00BF8J3Z99 / Short: IS35RS7   TRS GBP P V 00MSONIA IS35RT8/SONIO/N/+40 BPS   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       5402 | OU      | $-388.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205922.50    | 0.05%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                            | Corp Nacional del Cobre de Chile                                                                                   | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $200450.00    | 0.05%             | 2035-09-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                              | Flutter Entertainment PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |       3252 | NS      | $998916.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34UJ6   TRS USD R E IS34UJ6/GB00BNDRMJ14 / Short: IS34UJ6   TRS USD P V 00MFEDL IS34UK7/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      78324 | OU      | $903.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35SO0   TRS GBP R V 00MSONIA IS35SP1/SONIO/N/-35 BPS / Short: IS35SO0   TRS GBP P E IS35SO0/IE0003864109   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | GB        |       2385 | OU      | $208.73       | 0.00%             |  |  |  | No            |                  2 | 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      | $652.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                         | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        492 | NS      | $360429.36    | 0.08%             |  |  |  | No            |                  1 | 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      | $2749.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $6215.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                  | iA Financial Corp Inc                                                                                              | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |       2662 | NS      | $286387.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover CLO                                             | Clover CLO 2021-3 LLC                                                                                              | CUSIP: 18915FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     255517 | PA      | $255785.04    | 0.06%             | 2035-01-25      | Floating      | 5.78%                 | 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      | $514.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                               | Svenska Handelsbanken AB                                                                                           | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     161000 | PA      | $216621.80    | 0.05%             | 2032-08-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                            | Obic Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       6700 | NS      | $236906.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                      | ProAssurance Corp                                                                                                  | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      49086 | NS      | $1168737.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36A03   TRS CAD R E IS36A03/CA0342231077 / Short: IS36A03   TRS CAD P V 00MCORRA IS36A14/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       5531 | OU      | $7.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                    | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       2416 | NS      | $728230.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                         | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      12163 | NS      | $2785327.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       1194 | NS      | $293349.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34WJ0   TRS USD R V 00MFEDL IS34WK1/FEDL01/-35 BPS / Short: IS34WJ0   TRS USD P E IS34WJ0/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      34619 | OU      | $-267.36      | -0.00%            |  |  |  | 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      | $12316.57     | 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      | $713.06       | 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      | $945123.32    | 0.22%             | 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      | $163806.43    | 0.04%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sandstorm Gold Ltd                                     | Sandstorm Gold Ltd                                                                                                 | CUSIP: 80013R206<br>LEI: 549300QWJPV45VQF1B33 | Long             | EC               | CORP              | CA        |      63293 | NS      | $706349.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                                                        | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       6755 | NS      | $166705.50    | 0.04%             |  |  |  | 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      | $13464.71     | 0.00%             |  |  |  | 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      | $264573.80    | 0.06%             | 2044-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36401   TRS USD R V 00MFEDL IS36412/FEDL01/-35 BPS / Short: IS36401   TRS USD P E IS36401/US7475251036     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      62870 | OU      | $-982.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                                                                    | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     206000 | PA      | $207303.98    | 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      | $218108.82    | 0.05%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NO        |          1 | NC      | $9973.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS351N0   TRS CAD R E IS351N0/CA0342231077 / Short: IS351N0   TRS CAD P V 00MCORRA IS351O1/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |        156 | OU      | $2.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA                                                                     | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       2353 | NS      | $145482.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35ZG1   TRS CAD R E IS35ZG1/CA0342231077 / Short: IS35ZG1   TRS CAD P V 00MCORRA IS35ZH2/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       7129 | OU      | $0.75         | 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      | $1591.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MRC Global Inc                                         | MRC Global Inc                                                                                                     | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |         48 | NS      | $723.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                                                            | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     374000 | PA      | $352513.70    | 0.08%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366S3   TRS USD R V 00MFEDL IS366T4/FEDL01/-35 BPS / Short: IS366S3   TRS USD P E IS366S3/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |     324699 | OU      | $-14186.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     355000 | PA      | $421432.04    | 0.10%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35T81   TRS USD R V 00MFEDL IS35T92/FEDL01/-35 BPS / Short: IS35T81   TRS USD P E IS35T81/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       6427 | OU      | $-977.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |          1 | NC      | $-3981.62     | -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      | $249874.75    | 0.06%             | 2037-01-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                 | Motorola Solutions Inc                                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        739 | NS      | $349147.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35IN9   TRS USD R V 00MSOFR IS35IO0/SOFRRATE/-30 BPS / Short: IS35IN9   TRS USD P E IS35IN9/US7802871084   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      21602 | OU      | $-2525.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                               | Long: SS35F50   IRS NZD R F  4.08970 IS35F50 CCPVANILLA / Short: SS35F50   IRS NZD P V 03MNZDBB IS35F61 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     613000 | OU      | $7074.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34X53   TRS CAD R E IS34X53/CA0342231077 / Short: IS34X53   TRS CAD P V 00MCORRA IS34X64/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |      11413 | OU      | $-23.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     258000 | PA      | $355226.69    | 0.08%             | 2027-12-07      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                    | GENM Capital Labuan Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     225000 | PA      | $206718.75    | 0.05%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | 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      | $2116.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                              | Graco Inc                                                                                                          | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       3536 | NS      | $301939.04    | 0.07%             |  |  |  | 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      | $213635.42    | 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      | $209490.00    | 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      | $250299.00    | 0.06%             | 2030-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS36BG6   TRS USD R V 00MFEDL IS36BH7/FEDL01/-35 BPS / Short: IS36BG6   TRS USD P E IS36BG6/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      91564 | OU      | $-1559.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Inc                                           | Reliance Inc                                                                                                       | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        318 | NS      | $94019.88     | 0.02%             |  |  |  | No            |                  1 | 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      | $-398.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                | Romanian Government International Bond                                                                             | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     328000 | PA      | $330875.74    | 0.08%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SpartanNash Co                                         | SpartanNash Co                                                                                                     | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      35644 | NS      | $955259.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2018-1 Ltd                                                                                                | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     165839 | PA      | $165867.30    | 0.04%             | 2031-04-19      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                       | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $3221.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                                                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     164000 | PA      | $143290.08    | 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        |       3100 | NS      | $140554.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QHEL GENERIC STRIP                                     | Hydro Quebec Interest Strip                                                                                        | CUSIP: 44882ZXK4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     143527 | PA      | $48582.09     | 0.01%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS34RJ5   TRS USD R V 00MFEDL IS34RK6/FEDL01/-35 BPS / Short: IS34RJ5   TRS USD P E IS34RJ5/CA6979001089     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |        181 | OU      | $-54.57       | -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        |     104166 | PA      | $105453.73    | 0.02%             | 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      | $41019.68     | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $372.72       | 0.00%             |  |  |  | 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      | $-179.93      | -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        |        775 | NS      | $134447.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                             | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     991000 | PA      | $1204567.61   | 0.28%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $14499.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35O08   TRS USD R E IS35O08/GB00BNDRMJ14 / Short: IS35O08   TRS USD P V 00MFEDL IS35O19/FEDL01/+35 BPS     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |       1815 | OU      | $93.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                     | Qantas Airways Ltd                                                                                                 | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      39514 | NS      | $302765.17    | 0.07%             |  |  |  | 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      | $317.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal             | CAN 10YR BOND FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         68 | NC      | $38017.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $243898.39    | 0.06%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35V63   TRS USD R V 00MFEDL IS35V74/FEDL01/-35 BPS / Short: IS35V63   TRS USD P E IS35V63/US6974351057     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      39681 | OU      | $-3634.67     | -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      | $217406.35    | 0.05%             | 2035-11-28      | Fixed         | 3.03%                 | 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      | $1372.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                | National Australia Bank Ltd                                                                                        | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     522000 | PA      | $598608.33    | 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        |       2804 | NS      | $114520.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      19433 | NS      | $353661.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA                               | Toyota Finance Australia Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     230000 | PA      | $152474.25    | 0.04%             | 2029-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                               | Visa Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     163000 | PA      | $189896.58    | 0.04%             | 2028-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS35V07   TRS USD R V 00MFEDL IS35V18/FEDL01/-35 BPS / Short: IS35V07   TRS USD P E IS35V07/US77311W1018     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | US        |      18373 | OU      | $-1757.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                    | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       6725 | NS      | $759723.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Performant Healthcare Inc                              | Performant Healthcare Inc                                                                                          | CUSIP: 71377E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68990 | NS      | $526393.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS35WQ0   TRS USD R V 00MSOFR IS35WR1/SOFRRATE/-30 BPS / Short: IS35WQ0   TRS USD P E IS35WQ0/US4042511000   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       1410 | OU      | $-24.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                 | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3693.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                            | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-8976.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                  | Bank of Ireland Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     451000 | PA      | $555773.63    | 0.13%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                | Long: IS366W7   TRS USD R V 00MSOFR IS366X8/SOFRRATE/-30 BPS / Short: IS366W7   TRS USD P E IS366W7/US2533931026   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     233165 | OU      | $14934.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                                                                       | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     121000 | PA      | $144567.41    | 0.03%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |          0 | PA      | $0.00         | 0.00%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                     | Long: IS368C1   TRS USD R V 00MOBFR IS368D2/OBFR01/-25 BPS / Short: IS368C1   TRS USD P E IS368C1/US4461501045     | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | N/A              | DE               |  | US        |      37186 | OU      | $-2590.98     | -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      | $304046.33    | 0.07%             | 2041-06-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Long: IS366K5   TRS CAD R E IS366K5/CA0342231077 / Short: IS366K5   TRS CAD P V 00MCORRA IS366L6/CAONREPO/+40 BPS  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CA        |       4170 | OU      | $-11.70       | -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      | $501982.50    | 0.12%             | 2037-07-18      | Floating      | 5.78%                 | 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      | $-5896.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-17

**Name of Applicant:** AB PORTFOLIOS

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller