# EDGAR Filing Document

**Accession Number:** 0001447346
**File Stem:** 0001099263-26-004453
**Filing Date:** 2026-4
**Character Count:** 234796
**Document Hash:** b582089ffd2b92a63770fcc365801c64
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004453.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004453

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Global Multi-Sector Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0001447346

**ORGANIZATION NAME:**
- **EIN:** 263635029
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22243
- **FILM NUMBER:** 26899724

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Strategic Income Fund, Inc.
- **DATE OF NAME CHANGE:** 20081007

## Series and Classes Contracts Data

### T. Rowe Price Global Multi-Sector Bond Fund, Inc. (Series ID: S000024524)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000072749 | T. Rowe Price Global Multi-Sector Bond Fund, Inc.          | PRSNX           |
| C000072750 | T. Rowe Price Global Multi-Sector Bond Fund--Advisor Class | PRSAX           |
| C000169957 | T. Rowe Price Global Multi-Sector Bond Fund--I Class       | PGMSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE GLOBAL MULTI-SECTOR BOND FUND, INC.

- **b. Investment Company Act file number:** 811-22243

- **c. CIK number of Registrant:** 0001447346

- **d. LEI of Registrant:** 549300VVUGFLLBROPG80

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Global Multi-Sector Bond Fund, Inc.

- **b. EDGAR series identifier (if any):** S000024524

- **c. LEI of Series:** DZPNMRPE4CX3QYEF2U95

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $2486211343.98

**Total Liabilities:** $104873120.10

**Net Assets:** $2381338223.88

**Delayed Delivery Securities:** $4304700.75

**Cash Not Reported:** $6487950.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -979.595106 | **1-Year:** -50930.915862 | **5-Year:** -101097.853119 | **10-Year:** 3782.489925 | **30-Year:** -27124.261308

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

- **3-Month:** -1688.660274 | **1-Year:** -20171.834561 | **5-Year:** -52995.647174 | **10-Year:** -33884.171447 | **30-Year:** -13804.793774

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072749 | 0.34%                | 0.60%                | 0.69%                |
| Class ID C000072750 | 0.32%                | 0.57%                | 0.67%                |
| Class ID C000169957 | 0.36%                | 0.61%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $244371.84               | $1486586.05                                |
| Month 2  | $9979555.19              | $5161434.24                                |
| Month 3  | $-7132203.68             | $7492610.01                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global-Aggregate Total Return Index Value Unhedged USD (Returns)

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| PRK 2017-280P B 144A                            | 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                     | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       995000 | PA      | $988781.25    | 0.04%             | 2034-09-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| SFRZ6 3 MONTH SOFR FUT  DEC26                   | 3 MONTH SOFR FUT  DEC26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -925 | NC      | $-452667.25   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGN 2019-5A BR2 144A                          | 522 FUNDING CLO 2019-5 LTD                                                   | CUSIP: 33829WAN9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      2805000 | PA      | $2805000.00   | 0.12%             | 2035-04-15      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| ALC 2026-3A A1 144A                             | ABRY LIQUID CREDIT CLO 2026-3 LTD                                            | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2385000 | PA      | $2385000.00   | 0.10%             | 2039-04-20      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS 144A                         | ADVANCE AUTO PARTS INC                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $2086412.77   | 0.09%             | 2030-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS 144A                         | ADVANCE AUTO PARTS INC                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      4075000 | PA      | $4175618.55   | 0.18%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ADVANCED INFO SERVICE PC                        | ADVANCED INFO SERVICE PCL                                                    | CUSIP: DF7669651<br>LEI: 529900DU2YW1NO5RMU78 | Long             | DBT              | CORP              | TH        |      3640000 | PA      | $3655451.66   | 0.15%             | 2031-03-04      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| AFRICELL HOLDING LTD 144A                       | AFRICELL HOLDING LTD                                                         | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      3665000 | PA      | $3698512.42   | 0.16%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| AGL 2021-10A A1R2 144A                          | AGL CLO 10 LTD                                                               | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |      4235000 | PA      | $4235000.00   | 0.18%             | 2039-04-15      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| AGL 2021-13A BR 144A                            | AGL CLO 13 LTD                                                               | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |      1535000 | PA      | $1537270.27   | 0.06%             | 2034-10-20      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| AGL 2023-26A D1R 144A                           | AGL CLO 26 LTD                                                               | CUSIP: 00852HAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      5580000 | PA      | $5483108.88   | 0.23%             | 2038-10-21      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| ALBANIA                                         | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       800000 | PA      | $1001986.92   | 0.04%             | 2028-06-09      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ALBANIA 144A                                    | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      4140000 | PA      | $5185282.32   | 0.22%             | 2028-06-09      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ALDAR PROPERTIES PJSC                           | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      6235000 | PA      | $6484835.81   | 0.27%             | 2055-04-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| AMCAR 2023-1 C                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                              | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1215000 | PA      | $1236534.30   | 0.05%             | 2028-12-18      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC TL B 1L USD BANKDEBT | AMNEAL PHARMACEUTICALS LLC                                                   | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      1007475 | PA      | $1007051.86   | 0.04%             | 2032-08-01      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| ANCHC 2026-22A AR4 144A                         | ANCHORAGE CAPITAL CLO 2026-22 LTD                                            | CUSIP: 03333KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3305000 | PA      | $3301433.91   | 0.14%             | 2039-01-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| AOMT 2021-2 M1 144A                             | ANGEL OAK MORTGAGE TRUST 2021-2                                              | CUSIP: 03465DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830000 | PA      | $1407032.47   | 0.06%             | 2066-04-25      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| ANTH 2025-1A A1 144A                            | ANTHELION CLO 2025-1 LTD                                                     | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |      2870000 | PA      | $2876437.41   | 0.12%             | 2036-07-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| APT PIPELINES LTD                               | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1176348.57   | 0.05%             | 2027-03-22      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| APEXC 2025-13A A1 144A                          | APEX CREDIT CLO 13 LTD                                                       | CUSIP: 03754FAA6<br>LEI: 213800YWVGHPCY8VWA19 | Long             | ABS-CBDO         | CORP              | KY        |      5700000 | PA      | $5712061.20   | 0.24%             | 2039-01-22      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| ARES 2021-60A CR 144A                           | ARES LX CLO LTD                                                              | CUSIP: 04018FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5905000 | PA      | $5905000.00   | 0.25%             | 2034-07-18      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      7240000 | PA      | $5693781.17   | 0.24%             | 2038-01-09      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| ASURION TL B4 2L BANKDEBT                       | ASURION LLC                                                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      1059813 | PA      | $1059156.00   | 0.04%             | 2029-01-20      | Floating      | 9.04%                 | No            | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO 144A                     | ASURION LLC AND ASURION CO-ISSUER INC                                        | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4478000 | PA      | $4451493.69   | 0.19%             | 2034-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LEND 144A                       | ATLAS WAREHOUSE LENDING CO LP                                                | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3707140.01   | 0.16%             | 2030-11-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | AUD/USD FWD 20260424 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $82390.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| XMH6 AUST 10Y BOND FUT MAR26                    | AUST 10Y BOND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          246 | NC      | $267155.61    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AUSTRALIAN                                      | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: YW5935096<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      3560000 | PA      | $2456134.89   | 0.10%             | 2035-12-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AVALARA TL B 1L BANKDEBT                        | AVALARA INC                                                                  | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      5985000 | PA      | $5542528.95   | 0.23%             | 2032-03-26      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| AESOP 2023-3A D 144A                            | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       490000 | PA      | $496602.75    | 0.02%             | 2028-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AESOP 2025-3A C 144A                            | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100540.08    | 0.00%             | 2030-02-20      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AESOP 2025-3A B 144A                            | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       485000 | PA      | $487173.04    | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| AXIAN TELE HOLD 144A                            | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      2200000 | PA      | $2235792.26   | 0.09%             | 2030-07-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV 144A                   | BACARDI LTD / BACARDI-MARTINI BV                                             | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3736000 | PA      | $3830900.94   | 0.16%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| BACARDI-MARTINI BV 144A                         | BACARDI-MARTINI BV                                                           | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |      2788000 | PA      | $2895064.41   | 0.12%             | 2030-02-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BAHRAIN 144A                                    | BAHRAIN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      2820000 | PA      | $2830768.50   | 0.12%             | 2038-02-03      | Fixed         | 7.10%                 | No            | 2                  | On Loan: —       |
| BCC 2022-3A BR 144A                             | BAIN CAPITAL CREDIT CLO 2022-3 LTD                                           | CUSIP: 05684NAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2720000 | PA      | $2724711.04   | 0.11%             | 2035-07-17      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| BALLY 2021-1A A1R 144A                          | BALLYROCK CLO 15 LTD                                                         | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      4890000 | PA      | $4901271.45   | 0.21%             | 2038-01-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| BANCO DE SABADELL SA                            | BANCO DE SABADELL SA                                                         | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4306986.67   | 0.18%             | 2028-11-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                  | BANCOLOMBIA SA                                                               | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      4022000 | PA      | $4307927.95   | 0.18%             | 2034-12-24      | Variable      | 8.62%                 | No            | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                           | BANK NEGARA INDONESIA PERSERO TBK PT                                         | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      3225000 | PA      | $3222243.98   | 0.14%             | 2026-03-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3920000 | PA      | $4087734.30   | 0.17%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| BANK OF PHILIPPINE ISLAN                        | BANK OF THE PHILIPPINE ISLANDS                                               | CUSIP: ZD8226254<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |      3050000 | PA      | $3138608.39   | 0.13%             | 2029-03-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10120000 | PA      | $10226713.24  | 0.43%             | 2028-09-10      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                                 | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1806040.17   | 0.08%             | N/A             | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| BABSN 2021-3A B1R 144A                          | BARINGS CLO LTD 2021-III                                                     | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |      3970000 | PA      | $3972894.13   | 0.17%             | 2035-01-18      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| BATLN 2018-12A BRR 144A                         | BATTALION CLO XII LTD                                                        | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2190000 | PA      | $2191379.70   | 0.09%             | 2031-05-17      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| BATLN 2018-12A CRR 144A                         | BATTALION CLO XII LTD                                                        | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2375000 | PA      | $2373453.88   | 0.10%             | 2031-05-17      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| BATLN 2020-15A CR 144A                          | BATTALION CLO XV LTD                                                         | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      1490000 | PA      | $1489457.64   | 0.06%             | 2033-01-17      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| BATLN 2021-21A AR 144A                          | BATTALION CLO XXI LTD                                                        | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |      8125000 | PA      | $8133864.38   | 0.34%             | 2034-07-15      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP            | BAYVIEW FINANCING TRUST 2024-2F A                                            | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1727137 | PA      | $1731799.95   | 0.07%             | 2029-11-01      | Variable      | 6.43%                 | Yes           | 3                  | On Loan: No      |
| BVCLN 2024-CAR1 C 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                            | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |        87450 | PA      | $87775.79     | 0.00%             | 2031-12-26      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| BVCLN 2024-CAR1 B 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                            | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       337558 | PA      | $338904.12    | 0.01%             | 2031-12-26      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| BBCMS 2015-SRCH D 144A                          | BBCMS TRUST 2015-SRCH                                                        | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3832000 | PA      | $3687436.65   | 0.15%             | 2035-08-10      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      4745000 | PA      | $4720390.76   | 0.20%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                          | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      2305000 | PA      | $2328012.85   | 0.10%             | 2034-09-13      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                             | BENIN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BQ5680211<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2433000 | PA      | $2716440.50   | 0.11%             | 2035-01-22      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                             | BENIN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YS4998904<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2738000 | PA      | $2924627.06   | 0.12%             | 2041-01-23      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BFLD 2025-5MW C 144A                            | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                      | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       815000 | PA      | $832112.15    | 0.03%             | 2042-10-10      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PP EUR HOLD                          | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      4850000 | PA      | $5379778.18   | 0.23%             | 2030-04-20      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | BOEING CO/THE                                                                | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4395000 | PA      | $4386446.56   | 0.18%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BOLT INNOVATION CB 0% 02/33                     | BOLT INNOVATION LTD                                                          | CUSIP: YI3454182<br>LEI: 984500D4K00C69FI9C39 | Long             | DBT              | CORP              | VG        |      4000000 | PA      | $495429.61    | 0.02%             | 2033-02-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP        | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $1375606.72   | 0.06%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONA FIDE INVSTMNT HLDNGS III PP                | BONA FIDE INVSTMNT HLDNGS III PP                                             | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $815562.00    | 0.03%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BOOTS GROUP TL B 1L BANKDEBT                    | BOOTS GROUP FINCO LP                                                         | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      1345000 | PA      | $1345564.90   | 0.06%             | 2032-08-30      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | BOOZ ALLEN HAMILTON INC                                                      | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      6619000 | PA      | $6791747.74   | 0.29%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BRAMBLES FINANCE PLC                            | BRAMBLES FINANCE PLC                                                         | CUSIP: AP1380405<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      3930000 | PA      | $4576022.53   | 0.19%             | 2027-10-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                        | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     32705000 | PA      | $5712881.20   | 0.24%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | BRL/USD FWD 20260303 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $3921963.55   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                     | BRL/USD FWD 20260303 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-808447.37   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                | BRL/USD FWD 20260303 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $1320919.49   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | BRL/USD FWD 20260602 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $407525.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                                 | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4085000 | PA      | $4173516.83   | 0.18%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BULGARIA                                        | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YV4281171<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      3920000 | PA      | $3960480.48   | 0.17%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GERMANY                                         | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                     | CUSIP: ZF6607153<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      6316000 | PA      | $6354869.26   | 0.27%             | 2054-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX 2024-GPA3 B 144A                             | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1184029 | PA      | $1184768.87   | 0.05%             | 2039-12-15      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| BX 2025-VOLT B 144A                             | BX TRUST 2025-VOLT                                                           | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3546000 | PA      | $3552633.50   | 0.15%             | 2044-12-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| BX 2025-VOLT A 144A                             | BX TRUST 2025-VOLT                                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2520000 | PA      | $2522362.50   | 0.11%             | 2044-12-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | CAD/USD FWD 20260424 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $49309.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CADENCE DESIGN SYS INC                          | CADENCE DESIGN SYSTEMS INC                                                   | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2336234.57   | 0.10%             | 2027-09-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                                 | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3397000 | PA      | $3438077.19   | 0.14%             | 2029-07-03      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                                 | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1203000 | PA      | $1248457.32   | 0.05%             | 2029-01-18      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| CNM6 CAN 10YR BOND FUT JUN26                    | CAN 10YR BOND FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -681 | NC      | $-215772.35   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CRVNA 2023-N2 E 144A                            | CARVANA AUTO RECEIVABLES TRUST 2023-N2                                       | CUSIP: 14686LAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3320000 | PA      | $3473676.82   | 0.15%             | 2030-04-10      | Fixed         | 9.94%                 | No            | 2                  | On Loan: No      |
| CRVNA 2024-N1 B 144A                            | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                       | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       720000 | PA      | $726446.16    | 0.03%             | 2030-05-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CRVNA 2024-N1 C 144A                            | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                       | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1942563.99   | 0.08%             | 2030-05-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | CARVANA CO CDS 12/20/2030                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $26684.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | CARVANA CO PAY 12/20/2030                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $26585.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP 144A                     | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                 | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2715000 | PA      | $2776304.80   | 0.12%             | 2033-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                                     | CENCORA INC                                                                  | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $1586187.79   | 0.07%             | 2033-02-13      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                           | CENTRAL PLAZA DEVELOPMENT LTD                                                | CUSIP: YQ3831571<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |      4900000 | PA      | $4945080.68   | 0.21%             | 2028-03-21      | Fixed         | 7.15%                 | No            | 2                  | On Loan: —       |
| CESKA SPORITELNA AS                             | CESKA SPORITELNA AS                                                          | CUSIP: ZI6402112<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      6200000 | PA      | $7551709.08   | 0.32%             | 2028-03-08      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | CHF/USD FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-1695623.37  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX 144A                      | CHILE ELECTRICITY LUX MPC II SARL                                            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3655869 | PA      | $3784675.97   | 0.16%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| CIFC 2017-3A D1R 144A                           | CIFC FUNDING 2017-III LTD                                                    | CUSIP: 12548JAU6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |      1030000 | PA      | $1030676.71   | 0.04%             | 2037-04-20      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| CIFC 2020-1A A1R 144A                           | CIFC FUNDING 2020-I LTD                                                      | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3930000 | PA      | $3935761.38   | 0.17%             | 2036-07-15      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| CITRIX TL B 1L BANKDEBT                         | CLOUD SOFTWARE GRP INC                                                       | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      6075000 | PA      | $5622412.50   | 0.24%             | 2032-08-13      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | CMBX BBB- CDSI S18 12/17/2057                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-456326.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | CMBX BBB- CDSI S18 12/17/2057                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-456246.36   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | CMBX BBB- CDSI S18 12/17/2057                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-924712.88   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | CMBX BBB- CDSI S18 12/17/2057                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-456326.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | CMBX BBB- CDSI S18 12/17/2057                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-500062.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | CMBX BBB- CDSI S18 12/17/2057                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-456326.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | CMBX BBB- CDSI S18 12/17/2057                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-456246.36   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | CME - CZK IRS 10/15/29 REC FIX BOFA_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-29537.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | CME-BRL IRS 1/3/2033 REC FIX MSLN_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-9723.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | CNH/USD FWD 20260313 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $298316.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | CNH/USD FWD 20260313 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $248064.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | CNH/USD FWD 20260313 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-169198.69   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CNO GLOBAL FUNDING 144A                         | CNO GLOBAL FUNDING                                                           | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1918184.23   | 0.08%             | 2029-09-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| COGENTRIX TL B 1L BANKDEBT                      | COGENTRIX FINANCE HOLDCO                                                     | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |      1701900 | PA      | $1697117.66   | 0.07%             | 2032-02-26      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| CLGIX 2022-1CAN A2 144A                         | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      3940000 | PA      | $2871935.19   | 0.12%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     15647000 | PA      | $17205437.87  | 0.72%             | 2035-04-25      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     16814000 | PA      | $16815704.79  | 0.71%             | 2029-01-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CO ST HLTH FACS COVENANT LIV COMM TX  B         | COLORADO HEALTH FACILITIES AUTHORITY                                         | CUSIP: 19648FRY2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      3955000 | PA      | $3763568.11   | 0.16%             | 2030-12-01      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| COMM 2014-CR14 B                                | COMM 2014-CR14 MORTGAGE TRUST                                                | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       471333 | PA      | $465417.80    | 0.02%             | 2047-02-10      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT            | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     15133444 | PA      | $10328575.85  | 0.43%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)            | COP/USD FWD 20260306 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-48619.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | COP/USD FWD 20260306 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $58797.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | COP/USD FWD 20260306 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $143215.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | COP/USD FWD 20260306 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-363362.81   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                     | COP/USD FWD 20260306 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-341031.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | COP/USD FWD 20260306 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $235473.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                    | COP/USD FWD 20260306 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $186017.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CORP ANDINA DE FOMENTO 144A                     | CORP ANDINA DE FOMENTO                                                       | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |      4810000 | PA      | $5059385.83   | 0.21%             | N/A             | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CODELCO INC 144A                                | CORP NACIONAL DEL COBRE DE CHILE                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      3550000 | PA      | $3641911.29   | 0.15%             | 2037-01-30      | Fixed         | 5.53%                 | No            | 2                  | On Loan: —       |
| COSTA RICA 144A                                 | COSTA RICA GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: DA7025806<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      4750000 | PA      | $5847502.22   | 0.25%             | 2030-11-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT 144A                      | COSTA RICA GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 221602AE5<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      5000000 | PA      | $6203400.00   | 0.26%             | 2036-01-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CPM HOLDINGS TL 1L BANKDEBT                     | CPM HOLDINGS INC                                                             | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |      4922329 | PA      | $4821569.04   | 0.20%             | 2028-09-28      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| TRUIST INSURANCE TL B 1L BANKDEBT               | CRC INSURANCE GROUP LLC                                                      | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4505363 | PA      | $4414129.30   | 0.19%             | 2031-05-06      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| CRNPT 2018-7A AR 144A                           | CROWN POINT CLO 7 LTD                                                        | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       111251 | PA      | $111234.39    | 0.00%             | 2031-10-20      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| CSN RESOURCES SA                                | CSN RESOURCES SA                                                             | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      2350000 | PA      | $1918114.07   | 0.08%             | 2030-12-05      | Fixed         | 8.88%                 | No            | 2                  | On Loan: —       |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4655000 | PA      | $4852792.78   | 0.20%             | 2054-12-10      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                              | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7522000 | PA      | $7755444.89   | 0.33%             | 2030-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1940000 | PA      | $2040623.30   | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                  | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BR1344414<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     32990000 | PA      | $1257032.64   | 0.05%             | 2037-07-30      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                                  | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    256950000 | PA      | $8538191.01   | 0.36%             | 2040-04-24      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | CZK/USD FWD 20260417 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $439086.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                   | CZK/USD FWD 20260417 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $2251.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | CZK/USD FWD 20260417 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-302653.11   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                 | CZK/USD FWD 20260417 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-700348.85   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S 144A                            | DANSKE BANK A/S                                                              | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      5475000 | PA      | $5495858.01   | 0.23%             | 2028-04-01      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| DEFT 2024-1 D 144A                              | DELL EQUIPMENT FINANCE TRUST 2024-1                                          | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       385000 | PA      | $389936.20    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| GERMANY INFL INDX                               | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: BN8684431<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     27453119 | PA      | $31318482.07  | 1.32%             | 2033-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| HONK 2020-1A A2 144A                            | DRIVEN BRANDS FUNDING LLC                                                    | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       887673 | PA      | $876472.89    | 0.04%             | 2050-07-20      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| DRSLF 2020-86A A1R2 144A                        | DRYDEN 86 CLO LTD                                                            | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |      3975000 | PA      | $3980763.75   | 0.17%             | 2034-07-17      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                    | ECOPETROL SA                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2195000 | PA      | $2259672.04   | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                    | ECOPETROL SA                                                                 | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1980000 | PA      | $2114290.61   | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR 144A                        | ECUADOR GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1700000 | PA      | $1727949.21   | 0.07%             | 2039-01-29      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | EGP/USD FWD 20260312 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $3121446.55   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | EGP/USD FWD 20260512 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $92857.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                    | EGYPT TREASURY BILLS                                                         | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    171000000 | PA      | $3528211.52   | 0.15%             | 2026-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                    | EGYPT TREASURY BILLS                                                         | CUSIP: YK0420884<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    189300000 | PA      | $3497290.35   | 0.15%             | 2026-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                    | EGYPT TREASURY BILLS                                                         | CUSIP: YQ7273473<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    170950000 | PA      | $3494137.78   | 0.15%             | 2026-03-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                    | EGYPT TREASURY BILLS                                                         | CUSIP: YK5973341<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    189600000 | PA      | $3460945.88   | 0.15%             | 2026-10-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                    | EGYPT TREASURY BILLS                                                         | CUSIP: YN3412668<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    360000000 | PA      | $7009530.33   | 0.29%             | 2026-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EHGVT 2021-A A 144A                             | ELARA HGV TIMESHARE ISSUER 2021-A LLC                                        | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       503786 | PA      | $484292.64    | 0.02%             | 2035-08-27      | Fixed         | 1.36%                 | No            | 2                  | On Loan: No      |
| ELM20 2022-7A AR2 144A                          | ELMWOOD CLO 20 LTD                                                           | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2295000 | PA      | $2298715.61   | 0.10%             | 2039-01-20      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV 144A                       | ENEL FINANCE INTERNATIONAL NV                                                | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      2580000 | PA      | $2578594.39   | 0.11%             | 2035-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV 144A                       | ENEL FINANCE INTERNATIONAL NV                                                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       650000 | PA      | $651368.64    | 0.03%             | 2028-09-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV 144A                       | ENEL FINANCE INTERNATIONAL NV                                                | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      2345000 | PA      | $2358237.23   | 0.10%             | 2030-09-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DURAVANT TL 2L BANKDEBT                         | ENGINEERED MACHINERY HOLDINGS INC                                            | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      3078729 | PA      | $3094123.12   | 0.13%             | 2029-05-21      | Floating      | 9.93%                 | No            | 3                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                   | EQUITABLE AMERICA GLOBAL FUNDING                                             | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1098757.66   | 0.05%             | 2027-09-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ERSTE GROUP BANK AG                             | ERSTE GROUP BANK AG                                                          | CUSIP: BM5824776<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      2800000 | PA      | $3315277.24   | 0.14%             | N/A             | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| ESTONIA                                         | ESTONIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      4173000 | PA      | $5010538.33   | 0.21%             | 2034-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | EUR/USD FWD 20260522 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $38337.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | EUR/USD FWD 20260522 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3440.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OEM6 EURO-BOBL FUTURE  JUN26                    | EURO-BOBL FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -181 | NC      | $-43034.19    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IKM6 EURO-BTP FUTURE   JUN26                    | EURO-BTP FUTURE   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          362 | NC      | $76558.06     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26                    | EURO-BUND FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          136 | NC      | $59284.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBM6 EURO-BUXL 30Y BND JUN26                    | EURO-BUXL 30Y BND JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -132 | NC      | $-140532.70   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OATM6 EURO-OAT FUTURE   JUN26                   | EURO-OAT FUTURE   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          127 | NC      | $35862.56     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DUM6 EURO-SCHATZ FUT   JUN26                    | EURO-SCHATZ FUT   JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          172 | NC      | $9955.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EART 2023-1A D                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                   | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       237028 | PA      | $240675.21    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| EART 2025-5A C                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                   | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2330000 | PA      | $2361836.89   | 0.10%             | 2032-03-15      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| EART 2025-5A B                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                   | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1175000 | PA      | $1183311.01   | 0.05%             | 2030-07-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| ESA 2025-ESH C 144A                             | EXTENDED STAY AMERICA TRUST 2025-ESH                                         | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1210000 | PA      | $1213032.87   | 0.05%             | 2042-10-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                                    | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -41245000 | PA      | $-40784870.78 | -1.71%            | 2034-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                                    | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -19585000 | PA      | $-17716277.64 | -0.74%            | 2041-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                                    | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -21365000 | PA      | $-17700154.73 | -0.74%            | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                                    | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -42435000 | PA      | $-41253185.25 | -1.73%            | 2039-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                                    | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -40490000 | PA      | $-40671395.20 | -1.71%            | 2034-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                                    | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -20425000 | PA      | $-17695198.75 | -0.74%            | 2044-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FERRARI NV                                      | FERRARI NV                                                                   | CUSIP: YX0724154<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3651365.35   | 0.15%             | 2030-05-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| FIBRA PROLOGIS 144A                             | FIBRA PROLOGIS                                                               | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4670000 | PA      | $4741730.10   | 0.20%             | 2035-11-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FISERV FUNDING UNLTD CO                         | FISERV FUNDING ULC                                                           | CUSIP: YP9846773<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      2466000 | PA      | $2914400.51   | 0.12%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FISERV FUNDING UNLTD CO                         | FISERV FUNDING ULC                                                           | CUSIP: YP9846799<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      6740000 | PA      | $7853910.30   | 0.33%             | 2032-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORTINET INC                                    | FORTINET INC                                                                 | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |      3627000 | PA      | $3286227.28   | 0.14%             | 2031-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| FCBSL 2020-1A A1AR 144A                         | FORTRESS CREDIT BSL IX LTD                                                   | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4472675 | PA      | $4472581.36   | 0.19%             | 2033-10-20      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| FCBSL 2022-2A AR 144A                           | FORTRESS CREDIT BSL XV LTD                                                   | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |      3369636 | PA      | $3375354.19   | 0.14%             | 2033-10-18      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| FCBSL 2025-1A A 144A                            | FORTRESS CREDIT BSL XXIV LTD                                                 | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4420000 | PA      | $4429609.08   | 0.19%             | 2038-04-20      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $2163537.80   | 0.09%             | 2035-01-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FRAPORT AG                                      | FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE                              | CUSIP: BO7983782<br>LEI: 5299001ERX0K10IZUL40 | Long             | DBT              | CORP              | DE        |      1789000 | PA      | $2081586.78   | 0.09%             | 2028-03-31      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| STACR 2022-DNA2 M1B 144A                        | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                      | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |       590000 | PA      | $597009.20    | 0.03%             | 2042-02-25      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| STACR 2025-DNA3 A1 144A                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                      | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |      1409688 | PA      | $1412689.15   | 0.06%             | 2045-09-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| STACR 2025-DNA4 M1 144A                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                                      | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |      1844806 | PA      | $1847589.84   | 0.08%             | 2045-10-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| STACR 2025-DNA4 A1 144A                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                                      | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |      5418750 | PA      | $5423419.34   | 0.23%             | 2045-10-25      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| STACR 2025-HQA1 M1 144A                         | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                      | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      1275994 | PA      | $1276387.81   | 0.05%             | 2045-02-25      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| FRANCE 144A                                     | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: YP4842306<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     25022000 | PA      | $29787232.35  | 1.25%             | 2031-02-25      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| FRANCE                                          | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ZD3129685<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     16170000 | PA      | $16144849.26  | 0.68%             | 2055-05-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS LUXEMBOURG SARL                                                           | CUSIP: YN3863779<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      5600000 | PA      | $5549720.83   | 0.23%             | 2033-06-25      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| GFMT 2018-1 A33 144A                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                         | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        54249 | PA      | $50483.98     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1358182.42   | 0.06%             | 2036-01-08      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3165000 | PA      | $3176859.70   | 0.13%             | 2028-10-27      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GMR HYDERABAD INTERNATIO                        | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                      | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      5680000 | PA      | $5623454.32   | 0.24%             | 2027-10-27      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GCBSL 2022-60A AR 144A                          | GOLUB CAPITAL PARTNERS CLO 60B LTD                                           | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2865000 | PA      | $2871340.25   | 0.12%             | 2034-10-25      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                 | GREECE CDS 12/20/2029                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $64223.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                 | GREECE CDS 12/20/2029                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $64223.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREENSAIF PIPELINES BIDC                        | GREENSAIF PIPELINES BIDCO SARL                                               | CUSIP: ZM9730031<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      4340000 | PA      | $4752983.68   | 0.20%             | 2042-02-23      | Fixed         | 6.51%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INF CAP                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                    | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      4338000 | PA      | $4575777.70   | 0.19%             | 2056-06-01      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INF CAP                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                    | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       310000 | PA      | $310086.82    | 0.01%             | 2056-11-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| HANWHA TOTALENERGIES                            | HANWHA TOTALENERGIES PETROCHEMICAL CO LTD                                    | CUSIP: ZF2317203<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |      5050000 | PA      | $4957701.62   | 0.21%             | 2029-07-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HNGRY 2020-1A A2 144A                           | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4451589 | PA      | $4312714.86   | 0.18%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | HCA INC                                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8147000 | PA      | $7891978.47   | 0.33%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                | HEWLETT PACKARD ENTERPRISE CO                                                | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      6795000 | PA      | $6811572.27   | 0.29%             | 2026-09-25      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| HILT 2024-ORL B 144A                            | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                      | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1540000 | PA      | $1539037.50   | 0.06%             | 2037-05-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| HOLOGIC TL 2L BANKDEBT                          | HOPPER MERGER SUB INC                                                        | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |      1455000 | PA      | $1440450.00   | 0.06%             | 2034-01-05      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| HLM 11A-17 CR 144A                              | HPS LOAN MANAGEMENT 11-2017 LTD                                              | CUSIP: 40436VAJ0<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |      3436588 | PA      | $3447083.68   | 0.14%             | 2030-05-06      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC HOLDINGS PLC                                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1443694.53   | 0.06%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: —       |
| HSBC HOLDINGS PLC                               | HSBC HOLDINGS PLC                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3415000 | PA      | $3468331.15   | 0.15%             | 2029-03-03      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| HTA GROUP LTD                                   | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: YX2222371<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      3287000 | PA      | $3401690.64   | 0.14%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HACLN 2024-1 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                       | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       542116 | PA      | $551328.17    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| HACLN 2024-2 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1390862 | PA      | $1406367.79   | 0.06%             | 2032-10-20      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| HACLN 2025-1 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                       | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2003281 | PA      | $2019855.68   | 0.08%             | 2033-03-21      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| N/A                                             | ICE_DOW CHEMICAL CO/THE CDS 12/20/2030 BARC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $36801.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | ICE_MURPHY OIL CORP CDS 12/20/2027                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-57861.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | ICE_VIETNAM CDS 06/20/2028 GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $153874.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                     | IDR/USD FWD 20260410 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-16155.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | IDR/USD FWD 20260410 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-2504.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | IDR/USD FWD 20260410 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-110966.19   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                | IDR/USD FWD 20260410 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-42914.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ILPT 2022-LPFX C 144A                           | ILPT COMMERCIAL MORTGAGE TRUST 2022-LPFX                                     | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4315000 | PA      | $3992025.70   | 0.17%             | 2032-03-15      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                       | INDONESIA TREASURY BOND                                                      | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 151695000000 | PA      | $9219783.77   | 0.39%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                       | INDONESIA TREASURY BOND                                                      | CUSIP: BZ9444168<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  45886000000 | PA      | $2912853.70   | 0.12%             | 2030-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| INFRASTRUTTURE WIRELESS                         | INFRASTRUTTURE WIRELESS ITALIANE SPA                                         | CUSIP: YQ6778167<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |      5886000 | PA      | $7099660.18   | 0.30%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                    | ING GROEP NV                                                                 | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5255000 | PA      | $5719934.20   | 0.24%             | 2034-09-11      | Variable      | 6.11%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | INR/USD FWD 20260410 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $38110.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IPOTEKA-BANK ATIB                               | IPOTEKA-BANK ATIB                                                            | CUSIP: YK5636948<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  19400000000 | PA      | $1646598.79   | 0.07%             | 2028-10-09      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| IPOTEKA-BANK ATIB                               | IPOTEKA-BANK ATIB                                                            | CUSIP: YK5636922<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      5420000 | PA      | $5572186.36   | 0.23%             | 2030-10-09      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| IRIDIUM CAPITAL PLC                             | IRIDIUM CAPITAL PLC                                                          | CUSIP: DA6428399<br>LEI: 213800BNL1WUEIVFXF43 | Long             | DBT              | CORP              | IE        |      5300000 | PA      | $6283477.24   | 0.26%             | 2030-12-02      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A                   | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   5688000000 | PA      | $10370087.85  | 0.44%             | 2028-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JACK 2022-1A A2I 144A                           | JACK IN THE BOX FUNDING LLC                                                  | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3689200 | PA      | $3597936.94   | 0.15%             | 2052-02-26      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| JTWN 2020-15A A1R 144A                          | JAMESTOWN CLO XV LTD                                                         | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3260000 | PA      | $3269379.02   | 0.14%             | 2035-07-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                    | JANE STREET GROUP / JSG FINANCE INC                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2678646.97   | 0.11%             | 2032-11-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                    | JANE STREET GROUP / JSG FINANCE INC                                          | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3495000 | PA      | $3585755.17   | 0.15%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JAPAN                                           | JAPAN GOVERNMENT FIVE YEAR BOND                                              | CUSIP: YI0238562<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5890900000 | PA      | $37760628.63  | 1.59%             | 2030-12-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| JAPAN                                           | JAPAN GOVERNMENT FORTY YEAR BOND                                             | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    338700000 | PA      | $1214899.08   | 0.05%             | 2063-03-20      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| JAPAN                                           | JAPAN GOVERNMENT FORTY YEAR BOND                                             | CUSIP: YO9397408<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1040150000 | PA      | $6170346.69   | 0.26%             | 2065-03-20      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| JAPAN                                           | JAPAN GOVERNMENT TEN YEAR BOND                                               | CUSIP: DC7466931<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  14471900000 | PA      | $92559959.36  | 3.89%             | 2035-12-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| JAPAN                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YP2851598<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2822100000 | PA      | $14902868.39  | 0.63%             | 2055-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| JAPAN                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    419700000 | PA      | $2124889.59   | 0.09%             | 2054-06-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| JAPAN                                           | JAPAN GOVERNMENT TWENTY YEAR BOND                                            | CUSIP: BN6128449<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4000000000 | PA      | $19000675.90  | 0.80%             | 2040-12-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| JAPAN 30 INFL INDX                              | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6095834500 | PA      | $37689660.77  | 1.58%             | 2035-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| JAPAN 29 INFL INDX                              | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5789485520 | PA      | $36197444.38  | 1.52%             | 2034-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| JERROLD FINCO PLC 144A                          | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      1765000 | PA      | $2454370.10   | 0.10%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JORDAN                                          | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      2045000 | PA      | $2147733.60   | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JPMMT 2025-HE3 A1 144A                          | JP MORGAN MORTGAGE TRUST 2025-HE3                                            | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-MBS          | CORP              | US        |      1298758 | PA      | $1302897.12   | 0.05%             | 2056-03-20      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| JBH6 JPN 10Y BOND(OSE) MAR26                    | JPN 10Y BOND(OSE) MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -71 | NC      | $236187.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)            | JPY/USD FWD 20260424 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-237864.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | JPY/USD FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $29738.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | JPY/USD FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-343079.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                   | JPY/USD FWD 20260424 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-140458.66   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | JPY/USD FWD 20260424 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $10522.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTL INC                      | JPY/USD FWD 20260424 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-525828.58   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                 | JPY/USD FWD 20260424 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-349493.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | JPY/USD FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-68296.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  . 144A           | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       420733 | PA      | $1232.00      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A             | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       336586 | PA      | $3612.34      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A             | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       793737 | PA      | $7711.64      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A             | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       168293 | PA      | $3110.10      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A             | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       210375 | PA      | $2397.98      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A             | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       420733 | PA      | $5526.01      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A             | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       336586 | PA      | $3453.20      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JSC KASPI.KZ 144A                               | KASPI.KZ JSC                                                                 | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      3360000 | PA      | $3462296.31   | 0.15%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JSC KASPI.KZ                                    | KASPI.KZ JSC                                                                 | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      2500000 | PA      | $2576113.33   | 0.11%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KAZAKHSTAN 144A                                 | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     11420000 | PA      | $11672300.18  | 0.49%             | 2032-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KERNEL HOLDING SA                               | KERNEL HOLDING SA                                                            | CUSIP: BM0392811<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      2080000 | PA      | $2054342.69   | 0.09%             | 2027-10-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM                                 | KINGDOM OF BELGIUM GOVERNMENT BOND                                           | CUSIP: ZL0747895<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     14944000 | PA      | $15421793.81  | 0.65%             | 2054-06-22      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| KINGP 2021-1A A1R 144A                          | KINGS PARK CLO LTD                                                           | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3270000 | PA      | $3272576.76   | 0.14%             | 2039-01-21      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| KKR 34A BR 144A                                 | KKR CLO 34 LTD                                                               | CUSIP: 48253UAL0<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |      5115000 | PA      | $5123629.01   | 0.22%             | 2034-07-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| KKR 40A AR 144A                                 | KKR CLO 40 LTD                                                               | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1345000 | PA      | $1347231.36   | 0.06%             | 2034-10-20      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| KKR 2022-43A A1R 144A                           | KKR CLO 43 LTD                                                               | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      1175000 | PA      | $1176119.78   | 0.05%             | 2036-01-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| KKR 2022-43A BR 144A                            | KKR CLO 43 LTD                                                               | CUSIP: 48255UAN4<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      3670000 | PA      | $3677079.43   | 0.15%             | 2036-01-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| KONA SPC LTD 144A                               | KONA SPC LTD                                                                 | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |      4980000 | NS      | $5944703.49   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| KONA SPC LTD 144A                               | KONA SPC LTD                                                                 | CUSIP: DC2967016<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      5000000 | PA      | $5949629.12   | 0.25%             | 2026-12-29      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| KAAH6 KOREA 10YR BND FU MAR26                   | KOREA 10YR BND FU MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         -481 | NC      | $-290350.44   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| KEH6 KOREA 3YR BND FUT MAR26                    | KOREA 3YR BND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         3110 | NC      | $655310.53    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| KOREA NATIONAL OIL CORP 144A                    | KOREA NATIONAL OIL CORP                                                      | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |      3360000 | PA      | $3428132.86   | 0.14%             | 2028-04-03      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD 144A                          | KOSMOS ENERGY LTD                                                            | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      3860000 | PA      | $2915907.98   | 0.12%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| KRAKATAU POSCO PT                               | KRAKATAU POSCO PT                                                            | CUSIP: YX1814418<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |      3950000 | PA      | $4027160.76   | 0.17%             | 2027-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTL INC                      | KRW/USD FWD 20260410 NOMAGB2L                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $348225.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND 144A                       | KYRGYZ REPUBLIC INTERNATIONAL BOND                                           | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     16010000 | PA      | $16751118.20  | 0.70%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | KZT/USD FWD 20260306 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $600921.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - EUR IRS 12/13/39 PAY FIX CITI_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $614775.37    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - EUR IRS 12/13/39 PAY FIX NBIL_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $299977.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - EUR IRS 12/16/39 PAY FIX MSLN_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $286023.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - JPY IRS 2/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $1696184.72   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - PLN IRS 6/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1060449.27  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - SGD IRS 1/27/36 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $579842.56    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - SGD IRS 1/28/36 REC FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $230929.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - USD ZCIS 4/10/30 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-217863.96   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - USD ZCIS 4/10/30 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-166316.99   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH - USD ZCIS 4/29/28 REC CPI_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-1047816.64  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-CAD IRS 1/23/31 PAY FIX CHAS_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-818078.07   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-EUR IRS 10/9/30 REC FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $114848.72    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-EUR IRS 8/25/35 PAY FIX CITG_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-420490.87   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-JPY IRS 11/4/30 PAY FIX CHAS_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $176509.78    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-271567.36   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-281825.23   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-871795.81   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-867394.84   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-PLN IRS 7/21/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1068744.83  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                             | LCH-SGD IRS 1/29/36 REC FIX SCBL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $229690.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC 144A                       | LIFEPOINT HEALTH INC                                                         | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $4183182.38   | 0.18%             | 2030-10-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | LKR/USD FWD 20260508 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | LK        |            1 | NC      | $285.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| G M6 LONG GILT FUTURE  JUN26                    | LONG GILT FUTURE  JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          275 | NC      | $473848.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LTI HOLDINGS INC TL B 1L USD BANKDEBT           | LTI HOLDINGS INC                                                             | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      3831500 | PA      | $3831116.85   | 0.16%             | 2029-07-29      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| MDPK 2021-51A A1R 144A                          | MADISON PARK FUNDING LI LTD                                                  | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       830000 | PA      | $831934.73    | 0.03%             | 2038-10-19      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| MDPK 2016-24A CR2 144A                          | MADISON PARK FUNDING XXIV LTD                                                | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2340000 | PA      | $2339223.12   | 0.10%             | 2029-10-20      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| MDPK 2019-33A AR 144A                           | MADISON PARK FUNDING XXXIII LTD                                              | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2747158 | PA      | $2749846.98   | 0.12%             | 2032-10-15      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| MDPK 2019-35A A1R2 144A                         | MADISON PARK FUNDING XXXV LTD                                                | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5320000 | PA      | $5314259.72   | 0.22%             | 2039-02-13      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| MAF GLOBAL SECURITIES                           | MAF GLOBAL SECURITIES LTD                                                    | CUSIP: BX3077506<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |      4200000 | PA      | $4341929.66   | 0.18%             | N/A             | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| MAGNE 2023-34A D1R 144A                         | MAGNETITE XXXIV LTD                                                          | CUSIP: 55952MAU7<br>LEI: 5493007RY5PFZOE8RF76 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $491071.50    | 0.02%             | 2038-01-15      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                        | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       980000 | PA      | $1248158.18   | 0.05%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN 144A                   | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      2730000 | PA      | $2810571.55   | 0.12%             | 2027-12-04      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                        | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: EJ7152766<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15960000 | PA      | $4163460.41   | 0.17%             | 2028-06-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                        | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: EI2160261<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    222380000 | PA      | $59835651.81  | 2.51%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                             | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     50129000 | PA      | $13918816.93  | 0.58%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                           | MELCO RESORTS FINANCE LTD                                                    | CUSIP: BK5234384<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      6100000 | PA      | $6100590.72   | 0.26%             | 2028-07-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MERCURY DATA CTR BIDCO TL BANKDEBT              | MERCURY DATA CTR BIDCO                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2437500 | PA      | $2427749.67   | 0.10%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| BETTCHER TL 1L BANKDEBT                         | MERLIN BUYER INC                                                             | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |       877720 | PA      | $881836.72    | 0.04%             | 2028-12-14      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| DATASITE TL B 1L BANKDEBT                       | MERMAID BIDCO INC                                                            | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |       922972 | PA      | $877977.39    | 0.04%             | 2031-07-03      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      8970000 | PA      | $8780061.55   | 0.37%             | 2055-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MEXICO                                          | MEXICAN BONOS                                                                | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     88164000 | PA      | $4888272.44   | 0.21%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | MEXICO GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4730000 | PA      | $4786906.99   | 0.20%             | 2034-02-09      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | MEXICO GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8760000 | PA      | $8888337.67   | 0.37%             | 2038-02-09      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| MONTENEGRO 144A                                 | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      3110000 | PA      | $3339579.43   | 0.14%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MOROCCO 144A                                    | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      7000000 | PA      | $8406931.69   | 0.35%             | 2029-04-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MRIYA AGRO HOLDING RECOVERY CERT PP             | MRIYA RECOVERY CERTIFICATES                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       127586 | NS      | $437.19       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MVWOT 2020-1A C 144A                            | MVW 2020-1 LLC                                                               | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       133307 | PA      | $132697.67    | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| MVWOT 2023-2A A 144A                            | MVW 2023-2 LLC                                                               | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1884214 | PA      | $1941407.17   | 0.08%             | 2040-11-20      | Fixed         | 6.18%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | MXN/USD FWD 20260417 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $880305.68    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                     | MYR/USD FWD 20260309 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-2006691.62  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | MYR/USD FWD 20260309 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-2708584.61  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| NAVSL 2020-BA B 144A                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B                             | CUSIP: 63941GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2365000 | PA      | $2100614.76   | 0.09%             | 2069-01-15      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| NAVSL 2020-DA B 144A                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                             | CUSIP: 63941HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2005000 | PA      | $1812211.23   | 0.08%             | 2069-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| NAVOIYURAN 144A                                 | NAVOIYURAN STATE ENTERPRISE                                                  | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |      2390000 | PA      | $2471561.80   | 0.10%             | 2030-07-02      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                       | NEPTUNE BIDCO US INC                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      5420000 | PA      | $5471403.90   | 0.23%             | 2031-05-15      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| NETFLIX INC                                     | NETFLIX INC                                                                  | CUSIP: AV1834432<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      4705000 | PA      | $5891439.96   | 0.25%             | 2029-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NEUB 2021-43A AR 144A                           | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                    | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |      1090000 | PA      | $1088695.27   | 0.05%             | 2036-07-17      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                          | NEW ZEALAND GOVERNMENT BOND                                                  | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     17850000 | PA      | $7297574.17   | 0.31%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                                     | NEW ZEALAND GOVERNMENT BOND                                                  | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     41180000 | PA      | $24741203.50  | 1.04%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                                     | NEW ZEALAND GOVERNMENT BOND                                                  | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     70712000 | PA      | $42105529.74  | 1.77%             | 2036-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3560000 | PA      | $4185688.11   | 0.18%             | 2056-05-15      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | CUSIP: DF6833365<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4470000 | PA      | $5282610.00   | 0.22%             | 2056-02-26      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | NGN/USD FWD 20260410 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $664747.41    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NIGERIA T- BILL                                 | NIGERIA OMO BILL                                                             | CUSIP: YP9861855<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |  12781000000 | PA      | $9336571.38   | 0.39%             | 2026-03-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NIGERIA T- BILL                                 | NIGERIA OMO BILL                                                             | CUSIP: YN1663296<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   4800000000 | PA      | $3352206.24   | 0.14%             | 2026-06-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NORTH MACEDONIA 144A                            | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      1580000 | PA      | $1929129.60   | 0.08%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| NORTH MACEDONIA                                 | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZL4431215<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      1875000 | PA      | $2289315.19   | 0.10%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| WOODS 2018-14BA AR 144A                         | NORTHWOODS CAPITAL XIV-B LTD                                                 | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |      3310828 | PA      | $3318164.59   | 0.14%             | 2031-11-13      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC 144A                             | NRG ENERGY INC                                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2830000 | PA      | $3121571.42   | 0.13%             | N/A             | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                          | NRZT 2025-NQM6                                                               | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4576918 | PA      | $4609681.99   | 0.19%             | 2065-10-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| NYC 2025-28L B 144A                             | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                       | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1145000 | PA      | $1154999.17   | 0.05%             | 2038-11-05      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                     | NZD/USD FWD 20260424 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $636577.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | NZD/USD FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $730700.21    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| OBX 2021-NQM1 M1 144A                           | OBX 2021-NQM1 TRUST                                                          | CUSIP: 67114BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1095000 | PA      | $882285.52    | 0.04%             | 2066-02-25      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                                    | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6204000 | PA      | $7207463.75   | 0.30%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| OCTL 2023-1A C 144A                             | OCTANE RECEIVABLES TRUST 2023-1                                              | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3340000 | PA      | $3381564.63   | 0.14%             | 2029-09-20      | Fixed         | 6.37%                 | No            | 2                  | On Loan: No      |
| ONEDIGITAL TL B 1L BANKDEBT                     | ONEDIGITAL BORROWER LLC                                                      | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      5004289 | PA      | $4813525.05   | 0.20%             | 2031-07-02      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                       | ONEOK INC                                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      6915000 | PA      | $6947002.90   | 0.29%             | 2027-09-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3619000 | PA      | $3182305.27   | 0.13%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2126125.68   | 0.09%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     16375000 | PA      | $16050042.86  | 0.67%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: —       |
| ORANGE SA 144A                                  | ORANGE SA                                                                    | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      4780000 | PA      | $4797854.67   | 0.20%             | 2036-01-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ORANGE SA 144A                                  | ORANGE SA                                                                    | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      3685000 | PA      | $3724817.13   | 0.16%             | 2033-01-13      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | ORBIA ADVANCE CORP SAB DE CV                                                 | CUSIP: YO1276816<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      6445000 | PA      | $6498018.42   | 0.27%             | 2030-05-13      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| OZLMF 2012-2A AR4 144A                          | OZLM FUNDING II LTD                                                          | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4753477.00   | 0.20%             | 2037-07-30      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| PLMRS 2021-1A A1AR 144A                         | PALMER SQUARE CLO 2021-1 LTD                                                 | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4545000 | PA      | $4548145.14   | 0.19%             | 2038-04-20      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| PANDORA A/S                                     | PANDORA A/S                                                                  | CUSIP: ZL3457666<br>LEI: 5299007OWYZ6I1E46843 | Long             | DBT              | CORP              | DK        |      4330000 | PA      | $5287121.36   | 0.22%             | 2028-04-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                       | PETROLEOS DE VENEZUELA SA                                                    | CUSIP: EI8799468<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5059000 | PA      | $1903302.50   | 0.08%             | 2021-11-17      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                          | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     14297000 | PA      | $15389076.37  | 0.65%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD 144A                       | PETRONAS CAPITAL LTD                                                         | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      5885000 | PA      | $6278721.51   | 0.26%             | 2055-04-03      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                       | PG&E CORP                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       242000 | PA      | $250522.38    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                 | PHP/USD FWD 20260306 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-63237.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | PHP/USD FWD 20260306 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $777175.20    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                   | PHP/USD FWD 20260306 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-64694.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | PHP/USD FWD 20260306 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-511651.26   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PORT BEAUMONT TX JEFF GULF COAST EN 144A AMT    | PORT OF BEAUMONT NAVIGATION DISTRICT                                         | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      3610000 | PA      | $3617846.70   | 0.15%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| POSCO 144A                                      | POSCO                                                                        | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      1740000 | PA      | $1792851.24   | 0.08%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| PREF 2024-1A A2 144A                            | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                       | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        81407 | PA      | $81682.24     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                         | PRAEMIA HEALTHCARE SACA                                                      | CUSIP: DA8983425<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5945950.70   | 0.25%             | 2032-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PROAMPAC TL B 1L BANKDEBT                       | PROAMPAC PG BORROWER LLC                                                     | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |      5139656 | PA      | $5062561.33   | 0.21%             | 2028-09-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| PROOFPOINT TL B 1L BANKDEBT                     | PROOFPOINT INC                                                               | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      5945000 | PA      | $5682112.10   | 0.24%             | 2028-08-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC 144A                      | QNITY ELECTRONICS INC                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       325000 | PA      | $332532.04    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC 144A                      | QNITY ELECTRONICS INC                                                        | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       140000 | PA      | $145459.63    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                       | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      6850000 | PA      | $3051395.52   | 0.13%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| RAIZEN FUELS FINANCE                            | RAIZEN FUELS FINANCE SA                                                      | CUSIP: YN7790887<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1515000 | PA      | $714758.61    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                            | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1195000 | PA      | $532323.74    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                            | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      2580000 | PA      | $1080127.42   | 0.05%             | 2054-03-05      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| REALT 2025-1A A1 144A                           | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      5991462 | PA      | $4424207.61   | 0.19%             | 2060-01-12      | Variable      | 3.93%                 | No            | 2                  | On Loan: No      |
| REDE D'OR FINANCE SARL 144A                     | REDE D'OR FINANCE SARL                                                       | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      4380000 | PA      | $4509561.05   | 0.19%             | 2035-09-09      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| RENEW TREAS IFSC PVT LTD 144A                   | RENEW TREASURY IFSC PVT LTD                                                  | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      3280000 | PA      | $3286423.48   | 0.14%             | 2031-02-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| POLAND                                          | REPUBLIC OF POLAND GOVERNMENT BOND                                           | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9547000 | PA      | $2709420.53   | 0.11%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| POLAND                                          | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     18265000 | PA      | $18770945.23  | 0.79%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ROCKT 2019-2A AR2 144A                          | ROCKFORD TOWER CLO 2019-2 LTD                                                | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |      4244053 | PA      | $4251968.14   | 0.18%             | 2032-08-20      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| ROCKP 2021-1A D1R 144A                          | ROCKLAND PARK CLO LTD                                                        | CUSIP: 773663AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5475000 | PA      | $5165410.65   | 0.22%             | 2038-07-20      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1815000 | PA      | $1898904.49   | 0.08%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2715000 | PA      | $2874818.02   | 0.12%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                         | ROMANIA GOVERNMENT BOND                                                      | CUSIP: BP3061523<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    112175000 | PA      | $22184043.59  | 0.93%             | 2036-04-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     18541000 | PA      | $22720136.10  | 0.95%             | 2033-06-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YV9256780<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1026000 | PA      | $1265418.97   | 0.05%             | 2031-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                         | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YQ7562073<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3970000 | PA      | $5034799.03   | 0.21%             | 2032-07-11      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | RON/USD FWD 20260417 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $71013.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RRAM 2024-28RA A1R 144A                         | RR 28 LTD                                                                    | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      3625000 | PA      | $3627095.25   | 0.15%             | 2037-04-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                         | SASOL FINANCING USA LLC                                                      | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      2460000 | PA      | $2447646.12   | 0.10%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| SASOL FINANCING USA LLC                         | SASOL FINANCING USA LLC                                                      | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5640000 | PA      | $5605726.80   | 0.24%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SDR 2024-DSNY B 144A                            | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                      | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1290000 | PA      | $1290011.22   | 0.05%             | 2039-05-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| SEB4P 2024-1A A2 144A                           | SEB FUNDING LLC                                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1918000 | PA      | $1971878.15   | 0.08%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| SSTRT 2026-A D 144A                             | SECURITIZED TERM AUTO RECEIVABLES TRUST                                      | CUSIP: 81378WAH6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      3162974 | PA      | $3178619.26   | 0.13%             | 2033-03-25      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | SEK/USD FWD 20260331 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-399281.18   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SEMT 2017-2 B3 144A                             | SEQUOIA MORTGAGE TRUST 2017-2                                                | CUSIP: 81746KCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2424519 | PA      | $2087842.47   | 0.09%             | 2047-02-25      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| SEMT 2018-CH3 A19 144A                          | SEQUOIA MORTGAGE TRUST 2018-CH3                                              | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |         2390 | PA      | $2382.92      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                              | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      6270000 | PA      | $7411540.90   | 0.31%             | 2027-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SERBIA 144A                                     | SERBIA INTERNATIONAL BOND                                                    | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1570000 | PA      | $1636033.47   | 0.07%             | 2028-05-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SERBIA                                          | SERBIA INTERNATIONAL BOND                                                    | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      2331000 | PA      | $2586456.67   | 0.11%             | 2029-06-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SES SA                                          | SES SA                                                                       | CUSIP: YN4662469<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $5007295.46   | 0.21%             | 2033-06-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| BANK OF AMERICA                                 | SGD/USD FWD 20260313 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-304760.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | SGD/USD FWD 20260313 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-88302.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SHACK 2019-14A BRR 144A                         | SHACKLETON 2019-XIV CLO LTD                                                  | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |      3565000 | PA      | $3568522.22   | 0.15%             | 2034-07-20      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| SHINHAN BANK                                    | SHINHAN BANK CO LTD                                                          | CUSIP: ZB2754305<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      5280000 | PA      | $5640758.29   | 0.24%             | 2034-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SHRIRAM FINANCE LTD                             | SHRIRAM FINANCE LTD                                                          | CUSIP: ZF3604971<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      5525000 | PA      | $5643769.51   | 0.24%             | 2027-04-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SPEAK 2018-5A BR 144A                           | SIGNAL PEAK CLO 5 LTD                                                        | CUSIP: 82666VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3090000 | PA      | $3092929.32   | 0.13%             | 2037-04-25      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| SPEAK 2018-5A A1R 144A                          | SIGNAL PEAK CLO 5 LTD                                                        | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3325000 | PA      | $3326925.18   | 0.14%             | 2037-04-25      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                          | SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: YQ5710021<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    140000000 | PA      | $15820799.57  | 0.66%             | 2030-12-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SLOVENIA                                        | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: YN6454105<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     10960000 | PA      | $13095962.63  | 0.55%             | 2035-07-02      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SMIC SG HOLDINGS PTE LTD                        | SMIC SG HOLDINGS PTE LTD                                                     | CUSIP: YW4441732<br>LEI: 254900CQKQDZMZH3G563 | Long             | DBT              | CORP              | SG        |      3525000 | PA      | $3617994.39   | 0.15%             | 2029-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SMRT 2022-MINI D 144A                           | SMRT 2022-MINI                                                               | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4470000 | PA      | $4465809.38   | 0.19%             | 2039-01-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                          | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      9579000 | PA      | $9787575.46   | 0.41%             | 2029-05-22      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| SONIC 2021-1A A2II 144A                         | SONIC CAPITAL LLC                                                            | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1730058 | PA      | $1530036.94   | 0.06%             | 2051-08-20      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| SNDPT 2018-2A A 144A                            | SOUND POINT CLO XX LTD                                                       | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |       608351 | PA      | $608628.75    | 0.03%             | 2031-07-26      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| SNDPT 2019-1A BRR 144A                          | SOUND POINT CLO XXII LTD                                                     | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       520000 | PA      | $520512.72    | 0.02%             | 2032-01-20      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| SPAIN                                           | SPAIN GOVERNMENT BOND                                                        | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5852000 | PA      | $4709693.15   | 0.20%             | 2052-10-31      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| SRI LANKA GOVT BOND                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: EK9359283<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    723000000 | PA      | $2444624.73   | 0.10%             | 2030-05-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| SRI LANKA                                       | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: YM6937705<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    827000000 | PA      | $2692796.48   | 0.11%             | 2030-07-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| SRI LANKA                                       | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0705170<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6300000 | PA      | $5908082.97   | 0.25%             | 2033-03-15      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0712176<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      3760000 | PA      | $3751294.99   | 0.16%             | 2036-05-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| STADSHYPOTEK AB                                 | STADSHYPOTEK AB                                                              | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |    174000000 | PA      | $19339468.24  | 0.81%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                          | STANDARD CHARTERED PLC                                                       | CUSIP: ZP3880819<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      4015000 | PA      | $4676144.37   | 0.20%             | 2028-01-27      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                          | STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                      | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      3888750 | PA      | $4009623.78   | 0.17%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STAR 2020-INV1 A3 144A                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                 | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       116407 | PA      | $112275.33    | 0.00%             | 2055-11-25      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| STORABLE TL 1L BANKKDEBT                        | STORABLE INC                                                                 | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |      6075000 | PA      | $5794031.25   | 0.24%             | 2031-04-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| STACR 2026-DNA1 M1 144A                         | STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                      | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2940000 | PA      | $2940101.47   | 0.12%             | 2046-02-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| SURINAME INT 144A                               | SURINAME GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      3520000 | PA      | $3758923.43   | 0.16%             | 2035-11-06      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| SWEDBANK HYPOTEK AB                             | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    147600000 | PA      | $16686386.20  | 0.70%             | 2030-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SWEDEN I/L BOND                                 | SWEDEN INFLATION LINKED BOND                                                 | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     66177001 | PA      | $7008209.56   | 0.29%             | 2032-06-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| SYMP 2023-30A A1R 144A                          | SYMPHONY CLO 30 LTD                                                          | CUSIP: 87169BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2085000 | PA      | $2087341.46   | 0.09%             | 2037-10-20      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| SYMP 2024-42A A1 144A                           | SYMPHONY CLO 42 LTD                                                          | CUSIP: 871987AA1<br>LEI: 254900S693X90O62Z022 | Long             | ABS-CBDO         | CORP              | BM        |      2970000 | PA      | $2976688.44   | 0.13%             | 2037-04-17      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                                 | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5305191.49   | 0.22%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| TRP INST FLOATING RATE FUND                     | T ROWE PR INST FLTNG RT-INST                                                 | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |      3457564 | NS      | $31913315.92  | 1.34%             |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund           | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    135101504 | NS      | $135101504.19 | 5.67%             |  |  |  | No            | 1                  | On Loan: No      |
| TALEN ENERGY SUPPLY TL B 1L BANKDEBT            | TALEN ENERGY SUPPLY LLC                                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      1989900 | PA      | $1993382.33   | 0.08%             | 2031-12-15      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                        | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                  | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      4850000 | PA      | $4537620.88   | 0.19%             | 2030-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| THAIOIL TRSRY CENTER 144A                       | THAIOIL TREASURY CENTER CO LTD                                               | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      2010000 | PA      | $2021242.23   | 0.08%             | N/A             | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| WINDR 2019-3A AR3 144A                          | THL CREDIT WIND RIVER 2019-3 CLO LTD                                         | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |      3335000 | PA      | $3340459.40   | 0.14%             | 2038-01-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV TXBL CLSS 2 AB SER B         | TOBACCO SETTLEMENT FINANCE AUTHORITY                                         | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1940000 | PA      | $1882561.84   | 0.08%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN CORP TXBL SER A-1               | TOBACCO SETTLEMENT FINANCING CORP/VA                                         | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12140000 | PA      | $9710079.45   | 0.41%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TPIC CLASS A SR TERM NOTES PP                   | TPIC Rollup Sr Term Notes PP                                                 | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |       278116 | PA      | $278115.71    | 0.01%             | 2026-12-10      | Fixed         | 46.47%                | Yes           | 3                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP                     | TPIC SPV I LLC                                                               | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      3405526 | PA      | $3032050.84   | 0.13%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL               | TREASURY RESERVE FUND - Collateral                                           | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |     39580006 | NS      | $39580005.90  | 1.66%             |  |  |  | No            | 1                  | On Loan: No      |
| TREST 2025-8A A1 144A                           | TRESTLES CLO VIII LTD                                                        | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |      4730000 | PA      | $4735226.65   | 0.20%             | 2035-06-11      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| TRNTS 2017-6A AR4 144A                          | TRINITAS CLO VI LTD                                                          | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |      5350000 | PA      | $5351032.55   | 0.22%             | 2034-01-25      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| TRNTS 2017-7A A1R2 144A                         | TRINITAS CLO VII LTD                                                         | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |      5425000 | PA      | $5415782.93   | 0.23%             | 2035-01-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)            | TRY/USD FWD 20260416 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $35485.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKCELL ILETISIM HIZMET 144A                   | TURKCELL ILETISIM HIZMETLERI AS                                              | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      2300000 | PA      | $2423907.17   | 0.10%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| TURKEY                                          | TURKIYE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YI6861383<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      4580000 | PA      | $5468435.28   | 0.23%             | 2034-03-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TURKIYE IS BANKASI A.S                          | TURKIYE IS BANKASI AS                                                        | CUSIP: DF6579778<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    144950000 | PA      | $2826938.72   | 0.12%             | 2026-08-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TYJ6C 113.5 CALL OPT 10YR FUT APR 26            | TYJ6C    113.5 PIT                                                           | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |         -632 | NC      | $-464125.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6C 114 CALL OPT 10YR FUT APR 26              | TYJ6C    114 PIT                                                             | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |         -843 | NC      | $-421500.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6C 114.5 CALL OPT 10YR FUT APR 26            | TYJ6C    114.5 PIT                                                           | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |         -632 | NC      | $-217250.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6P 110 PUT OPT 10YR FUT APR 26               | TYJ6P    110 PIT                                                             | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |          315 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6P 110 PUT OPT 10YR FUT APR 26               | TYJ6P    110 PIT                                                             | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |          315 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6P 110.5 PUT OPT 10YR FUT APR 26             | TYJ6P    110.5 PIT                                                           | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |          315 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6P 110.5 PUT OPT 10YR FUT APR 26             | TYJ6P    110.5 PIT                                                           | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |          315 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6P 111 PUT OPT 10YR FUT APR 26               | TYJ6P    111 PIT                                                             | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |          315 | NC      | $4921.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYJ6P 111 PUT OPT 10YR FUT APR 26               | TYJ6P    111 PIT                                                             | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |          315 | NC      | $4921.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | UBS GROUP AG                                                                 | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      5175000 | PA      | $6701279.29   | 0.28%             | 2029-03-01      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YV4644170<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3470000 | PA      | $1976753.90   | 0.08%             | 2036-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                         | UKRAINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YV4639147<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2149119 | PA      | $1293506.49   | 0.05%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                              | UKRAINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YV4638727<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3983077 | PA      | $2435657.83   | 0.10%             | 2035-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM                                  | UNITED KINGDOM GILT                                                          | CUSIP: YS3109495<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     24700000 | PA      | $34143700.73  | 1.43%             | 2030-03-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM                                  | UNITED KINGDOM GILT                                                          | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     22390000 | PA      | $27159683.73  | 1.14%             | 2054-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                             | UNITED KINGDOM GILT                                                          | CUSIP: YV1568216<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     14324000 | PA      | $18770230.17  | 0.79%             | 2040-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                   | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    143600000 | PA      | $143152583.31 | 6.01%             | 2026-04-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TIPS                                            | UNITED STATES TREASURY INFLATION INDEXED BONDS                               | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83844579 | PA      | $84358781.96  | 3.54%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TYM6 US 10YR NOTE (CBT)JUN26                    | US 10YR NOTE (CBT)JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          149 | NC      | $73124.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26                   | US 10YR ULTRA FUT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1683 | NC      | $1049485.14   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                    | US 2YR NOTE (CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -662 | NC      | $-156096.62   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26                    | US 5YR NOTE (CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -963 | NC      | $-308920.77   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| USCLN 2023-1 B 144A                             | US BANK NA                                                                   | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        43944 | PA      | $44379.15     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| USM6 US LONG BOND(CBT) JUN26                    | US LONG BOND(CBT) JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -687 | NC      | $-612878.37   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26                    | US ULTRA BOND CBT JUN26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          308 | NC      | $355468.89    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                   | USD IRS OPT 3M/10Y 3.83 5/5/26 REC DEUT                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1851774.95   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | USD IRS OPT 3M/10Y 3.83 5/5/26 REC GSIL                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1851774.95   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | USD/AUD FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-227509.28   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | USD/BRL FWD 20260303 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-912325.32   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | USD/BRL FWD 20260303 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $738362.01    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                | USD/BRL FWD 20260303 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1517395.42  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | USD/BRL FWD 20260303 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-441405.72   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | USD/CHF FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8633.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | USD/CHF FWD 20260424 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-368071.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | USD/CLP FWD 20260508 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-163091.97   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                | USD/CLP FWD 20260508 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-57908.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | USD/CNH FWD 20260313 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-704766.65   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                 | USD/COP FWD 20260306 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-108171.66   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                   | USD/COP FWD 20260306 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-216324.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD/COP FWD 20260306 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-173873.53   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | USD/COP FWD 20260306 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-349114.17   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                    | USD/COP FWD 20260306 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $106885.68    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                    | USD/COP FWD 20260605 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-143231.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | USD/EGP FWD 20260312 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-580620.63   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | USD/EUR FWD 20260522 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6557.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | USD/EUR FWD 20260522 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8434.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD/EUR FWD 20260522 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $881297.90    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                     | USD/GBP FWD 20260522 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $776547.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | USD/GBP FWD 20260522 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $90791.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | USD/IDR FWD 20260410 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1246.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | USD/JPY FWD 20260424 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $54283.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | USD/JPY FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $969045.24    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | USD/JPY FWD 20260424 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $458839.39    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | USD/JPY FWD 20260424 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-338993.76   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | USD/KRW FWD 20260410 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-102454.20   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                             | USD/LKR FWD 20260508 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21918.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                   | USD/MYR FWD 20260309 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $27369.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                     | USD/NZD FWD 20260424 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4518008.19  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | USD/NZD FWD 20260424 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13041.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                            | USD/PHP FWD 20260306 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-125955.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                              | USD/PLN FWD 20260515 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $211933.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | USD/RON FWD 20260417 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-100537.10   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                    | USD/SEK FWD 20260331 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1157330.85   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                        | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | CUSIP: YW3917351<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  45880000000 | PA      | $4032253.13   | 0.17%             | 2027-07-24      | Fixed         | 21.00%                | No            | 2                  | On Loan: No      |
| VACA MUERTA SUR FRN PP                          | VACA MUERTA SUR FRN PP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      2276000 | PA      | $2278048.40   | 0.10%             | 2030-07-08      | Variable      | 9.34%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                     | VENTURE GLOBAL LNG INC                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      6675000 | PA      | $5835577.45   | 0.25%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| VEON HOLDINGS BV                                | VEON MIDCO BV                                                                | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      9420000 | PA      | $9064104.56   | 0.38%             | 2027-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VERTIV HOLDINGS CO                              | VERTIV HOLDINGS CO                                                           | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       665000 | PA      | $665744.20    | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| VERUS 2023-8 A3 144A                            | VERUS SECURITIZATION TRUST 2023-8                                            | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |       956052 | PA      | $965540.77    | 0.04%             | 2068-12-25      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                              | VIETNAM CDS 06/20/2026 GSIL                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $22406.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1398052.77   | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS 144A                    | VIVO ENERGY INVESTMENTS BV                                                   | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2510000 | PA      | $2506614.12   | 0.11%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                         | VIVO ENERGY INVESTMENTS BV                                                   | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2265000 | PA      | $2261944.62   | 0.09%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      2740000 | PA      | $2754462.99   | 0.12%             | 2027-09-11      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| WELF 2019-1A A2RR 144A                          | WELLFLEET CLO 2019-1 LTD                                                     | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |      5110000 | PA      | $5114271.96   | 0.21%             | 2032-07-20      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| WELF 2021-1A A1R 144A                           | WELLFLEET CLO 2021-1 LTD                                                     | CUSIP: 94950CAL0<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |      4020000 | PA      | $4020172.86   | 0.17%             | 2034-04-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                           | WELLS FARGO & CO                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5666000 | PA      | $5864555.03   | 0.25%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                           | WELLS FARGO & CO                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2815000 | PA      | $2800037.04   | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FINANCE                         | WINTERSHALL DEA FINANCE BV                                                   | CUSIP: ZR6354826<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $7457573.07   | 0.31%             | 2028-09-25      | Fixed         | 1.33%                 | No            | 2                  | On Loan: No      |
| WYZE 2024-2A A 144A                             | WISE CLO 2024-2 LTD                                                          | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |      7890000 | PA      | $7901748.21   | 0.33%             | 2037-07-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| ZAMBIA                                          | ZAMBIA GOVERNMENT BOND                                                       | CUSIP: DC3289675<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     30790000 | PA      | $1700555.22   | 0.07%             | 2030-12-22      | Fixed         | 16.49%                | No            | 2                  | On Loan: No      |
| ZAMBIA                                          | ZAMBIA GOVERNMENT BOND                                                       | CUSIP: DC3289683<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     47210000 | PA      | $2618442.37   | 0.11%             | 2035-12-22      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| ZHONGSHENG GROUP                                | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      4650000 | PA      | $4690583.49   | 0.20%             | 2028-01-30      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-06

**Name of Applicant:** T. ROWE PRICE GLOBAL MULTI-SECTOR BOND FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President