# EDGAR Filing Document

**Accession Number:** 0000793159
**File Stem:** 0000940400-26-025768
**Filing Date:** 2026-6
**Character Count:** 746781
**Document Hash:** b1f5a92a99b736c009d3b36568022224
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025768.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025768

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL GLOBAL TOTAL RETURN FUND, INC.
- **CENTRAL INDEX KEY:** 0000793159

**ORGANIZATION NAME:**
- **EIN:** 133352347
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04661
- **FILM NUMBER:** 261125224

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

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN GLOBAL TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 20030716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL GLOBAL TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 19990816

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GLOBAL TOTAL RETURN FUND INC /MD
- **DATE OF NAME CHANGE:** 19950301

## Series and Classes Contracts Data

### PGIM Global Total Return Fund (Series ID: S000004375)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000012110 | Class A      | GTRAX           |
| C000012112 | Class C      | PCTRX           |
| C000012113 | Class Z      | PZTRX           |
| C000109121 | Class R6     | PGTQX           |
| C000196748 | Class R2     | PGTOX           |
| C000196749 | Class R4     | PGTSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Global Total Return Fund, Inc.

- **b. Investment Company Act file number:** 811-04661

- **c. CIK number of Registrant:** 0000793159

- **d. LEI of Registrant:** 549300X4XNCFYMTTNX09

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Global Total Return Fund

- **b. EDGAR series identifier (if any):** S000004375

- **c. LEI of Series:** YMW0Y3TQ2LKMQXWJ6O25

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2694026906.66

**Total Liabilities:** $103383469.14

**Net Assets:** $2590643437.52

**Delayed Delivery Securities:** $1210000.00

**Cash Not Reported:** $75240282.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4751.08262000 | **1-Year:** 111037.53095000 | **5-Year:** 445265.01267000 | **10-Year:** 405096.06767000 | **30-Year:** 92846.03326000

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

- **3-Month:** 1040.65077000 | **1-Year:** 21045.25247000 | **5-Year:** 42910.78536000 | **10-Year:** 14736.00476000 | **30-Year:** 1111.70910000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012110 | 1.58%                | -3.55%               | 1.46%                |
| Class ID C000012112 | 1.52%                | -3.81%               | 1.60%                |
| Class ID C000012113 | 1.59%                | -3.69%               | 1.67%                |
| Class ID C000109121 | 1.59%                | -3.48%               | 1.48%                |
| Class ID C000196748 | 1.55%                | -3.70%               | 1.62%                |
| Class ID C000196749 | 1.57%                | -3.68%               | 1.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2050665.03             | $26409487.28                               |
| Month 2  | $-917475.11              | $-87411371.04                              |
| Month 3  | $-194936.16              | $30923356.60                               |

**Designated Index Information**

- **Index Name:** PGIM Global Total Return Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                                                                   | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -116 | NC      | $207582.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ARGENTINA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $382151.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $31264.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V2.687 04/22/32                                                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       6950000 | PA      | $6302993.39   | 0.24%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 8 04/20/33                                                                                                                                      | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       1600000 | PA      | $1723200.00   | 0.07%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                           | PMT Credit Risk Transfer Trust 2024-1R                                                                                                                | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4980805 | PA      | $5020894.68   | 0.19%             | 2052-02-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      71500000 | PA      | $12948430.46  | 0.50%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                                  | STACR 2020-HQA5 B1                                                                                                                                    | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-O            | USGSE             | US        |        595000 | PA      | $653090.80    | 0.03%             | 2050-11-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/38 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        862000 | PA      | $637928.91    | 0.02%             | 2038-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                             | GOOGL 5.65 02/15/56                                                                                                                                   | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        570000 | PA      | $558659.58    | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                   | BRK 0.787 09/13/34                                                                                                                                    | CUSIP: 084670CE6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     100000000 | PA      | $530137.97    | 0.02%             | 2034-09-13      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                                     | VW 4.625 05/03/31 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      11000000 | PA      | $13284949.73  | 0.51%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD V0 05/31/26                                                                                                                                      | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |          4000 | PA      | $4061.37      | 0.00%             | 2026-05-31      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS COMMONWEALTH OF AUSTRALIA                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $81411.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 3.5 09/19/29                                                                                                                                      | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1020000 | PA      | $1188707.23   | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORP                                                               | IFC 7.02 04/06/28 GMTN                                                                                                                                | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |      44300000 | PA      | $2478984.23   | 0.10%             | 2028-04-06      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 2.65 05/06/30 MTN                                                                                                                                  | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1600000 | PA      | $1027660.66   | 0.04%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                   | EBIUH 3.236 02/13/31 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |        500000 | PA      | $572154.38    | 0.02%             | 2031-02-13      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                 | LLOYDS V6.413 PERP REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |        120000 | PA      | $124435.20    | 0.00%             | N/A             | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                  | STACR 2021-HQA4 M2                                                                                                                                    | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |       2350000 | PA      | $2367888.44   | 0.09%             | 2041-12-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                 | LIBMUT 3.951 10/15/50 144A                                                                                                                            | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |         90000 | PA      | $64964.57     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN GUARANTY TRUST CO                                                                 | MORGAN GUARANTY TRUST CO OF NEW YORK                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1174939 | PA      | $1342149.24   | 0.05%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.75 07/22/57                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $58308.82     | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                   | EMIRATES NBD BANK PJSC                                                                                                                                | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |       7000000 | PA      | $1046231.66   | 0.04%             | 2028-07-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF GREECE                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $176468.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 2.75 04/25/28 0428                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $265743.63    | 0.01%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/32 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        158339 | PA      | $188724.29    | 0.01%             | 2032-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/37 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        862000 | PA      | $674714.33    | 0.03%             | 2037-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                       | CVECN 3.75 02/15/52                                                                                                                                   | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |        955000 | PA      | $672835.99    | 0.03%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                                   | PMTCR 2024-2R A                                                                                                                                       | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4591559 | PA      | $4625487.76   | 0.18%             | 2027-03-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                              | HNDA 3.5 06/27/31                                                                                                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       6600000 | PA      | $7651402.57   | 0.30%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 01/31/33 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       2100000 | PA      | $1991381.30   | 0.08%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 9.5 09/15/27                                                                                                                                    | CUSIP: 71654QAM4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       6378000 | PA      | $6792570.00   | 0.26%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V2.615 04/22/32                                                                                                                                    | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       9660000 | PA      | $8694564.85   | 0.34%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                                  | BLKPRL 6.125 02/15/31 144A                                                                                                                            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        220000 | PA      | $223303.31    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS UNITED MEXICAN STATES                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $23164.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                                            | PIFKSA 3.375 10/14/32 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       4446000 | PA      | $5061506.46   | 0.20%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                      | CPGX 6.036 11/15/33 144A                                                                                                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2040000 | PA      | $2153656.48   | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 3.75 03/01/30                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       9408000 | PA      | $11179720.44  | 0.43%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 5.375 06/15/33 30Y                                                                                                                              | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       5900000 | PA      | $6159767.56   | 0.24%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                                                                       | CVECN 2.65 01/15/32                                                                                                                                   | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       1340000 | PA      | $1195096.69   | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      16000000 | PA      | $2810656.09   | 0.11%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC18                                                   | GSMS 2014-GC24 XB                                                                                                                                     | CUSIP: 36253GAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32974245 | PA      | $16.49        | 0.00%             | 2047-09-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CF 2020-P1 MORTGAGE TRUST                                                                | CF 2020-P1 A1                                                                                                                                         | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9086472 | PA      | $9035171.54   | 0.35%             | 2052-04-17      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                                    | C F 10/20/57 MTN                                                                                                                                      | CUSIP: 17330RZL2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |        885000 | PA      | $881051.96    | 0.03%             | 2057-10-20      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND, HER MAJESTY THE QUEEN IN RIGHT OF - DEBT MANAGEMENT OFFICE OF THE TREASURY  | NZGB 0.25 05/15/28 0528                                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |       8000000 | PA      | $4408318.28   | 0.17%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.AAA.18                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $2553.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/27 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |         99255 | PA      | $117074.25    | 0.00%             | 2027-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | BTPS 4.2 03/01/34 10Y                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        250000 | PA      | $305186.18    | 0.01%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUBLIK DEUTSCHLAND - BUNDESMINISTERIUM DER FINANZEN                              | DBRI 0.1 04/15/46 I/L                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        130682 | PA      | $121828.22    | 0.00%             | 2046-04-15      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                     | RGCARE 5.375 01/15/29 144A                                                                                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $2894662.53   | 0.11%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN EXPORT-IMPORT BANK PTE LTD                                                     | MAEXIM 6 05/16/29                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       3600000 | PA      | $4476187.26   | 0.17%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINE ONE PERU METRO EXPANSION CO LTD                                                     | LNONPE 4.737 04/10/33 144A                                                                                                                            | CUSIP: 53566TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       1221498 | PA      | $1189767.96   | 0.05%             | 2033-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                         | DB V4 06/24/32 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4705353.45   | 0.18%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.875 11/15/51                                                                                                                                      | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $542343.75    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                         | DBHNGR 1.987 07/08/30 MTN                                                                                                                             | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       1000000 | PA      | $618975.28    | 0.02%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK PROGRAMME COMPANY                                                | SECO 4.31 01/22/29 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $3965720.00   | 0.15%             | 2029-01-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | CNH/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $3107.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR 5.244 06/15/28 MTN                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $714138.06    | 0.03%             | 2028-06-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SA                                                                             | BPIFRA 0.625 07/22/31 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       1500000 | PA      | $1535433.30   | 0.06%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                               | DLLTD 0 12/31/30 1B14                                                                                                                                 | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        351194 | PA      | $35.12        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: B                                                              | HPS SLF VI GP - UNFUNDED: B                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1243640 | PA      | $1243640.00   | 0.05%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC 3.7 07/27/26 GMTN                                                                                                                                 | CUSIP: 949746SE2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       1458000 | PA      | $1046947.63   | 0.04%             | 2026-07-27      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                  | KBH 6.875 06/15/27                                                                                                                                    | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |       1650000 | PA      | $1668197.22   | 0.06%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 4.625 04/15/29 144A                                                                                                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |        950000 | PA      | $937282.11    | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | CAS 2021-R02 2B1                                                                                                                                      | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        260000 | PA      | $262844.40    | 0.01%             | 2041-11-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                  | CHTR 6.55 05/01/37                                                                                                                                    | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |         20000 | PA      | $20104.39     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION 8.25% NON-CUMULATIVE PREFERRED STOCK, SERIES T                                                                  | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |          5000 | NS      | $49950.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $157606.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LINE ONE PERU METRO EXPANSION CO LTD                                                     | LNONPE 4.737 01/10/33 144A                                                                                                                            | CUSIP: 53566TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       1454838 | PA      | $1418273.36   | 0.05%             | 2033-01-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT                                                        | AGFRNC 5.75 10/09/30 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |  100000000000 | PA      | $5457164.81   | 0.21%             | 2030-10-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                                    | CZGB 2 10/13/33 103                                                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     115000000 | PA      | $4589168.10   | 0.18%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                                | AFL 0.5 12/17/29                                                                                                                                      | CUSIP: 001055AZ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     100000000 | PA      | $595075.21    | 0.02%             | 2029-12-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                                                             | LANDSV F 07/24/26 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |       5600000 | PA      | $6537047.41   | 0.25%             | 2026-07-24      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/43 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $174068.73    | 0.01%             | 2043-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA                                              | BMETR 1.3975 10/07/33                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       1600000 | PA      | $2026031.87   | 0.08%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                  | STACR 2021-HQA3 M2                                                                                                                                    | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |       3350000 | PA      | $3358317.72   | 0.13%             | 2041-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                              | EVGRN 2024-CRT4 C                                                                                                                                     | CUSIP: 30023JCT3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |       5600000 | PA      | $5617045.28   | 0.22%             | 2028-10-16      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                                   | NXPI 3.4 05/01/30                                                                                                                                     | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |        725000 | PA      | $692034.25    | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CHICAGO BOARD OF TRADE                                                                   | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           235 | NC      | $-255966.10   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                         | CFELEC 5 09/29/36 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       9330000 | PA      | $8743003.05   | 0.34%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.875 02/15/32                                                                                                                                      | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1415000 | PA      | $1252496.09   | 0.05%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                           | PMT Credit Risk Transfer Trust 2024-3R                                                                                                                | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3933137 | PA      | $3978378.51   | 0.15%             | 2028-09-27      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                      | TPMT 2024-CES1 A1A                                                                                                                                    | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        397244 | PA      | $397979.68    | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | ACAFP V4 01/10/33 144A                                                                                                                                | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       1505000 | PA      | $1481594.54   | 0.06%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                   | POWFIN 1.841 09/21/28 GMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |       6419000 | PA      | $7192309.24   | 0.28%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 5.5 07/31/47 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       3137000 | PA      | $2729190.00   | 0.11%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V6.875 PERP GG                                                                                                                                      | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        179000 | PA      | $181863.79    | 0.01%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                              | METLIFE INC 5.625% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                                                           | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |         38476 | NS      | $877252.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/45 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $158291.35    | 0.01%             | 2045-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP CDS CDX.NA.IG.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |    -103800000 | OU      | $-53771.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK                                                                      | CLOUDHQ VA B2 QUICK                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        600764 | PA      | $600764.41    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CAISSE FRANCAISE DE FINANCEMENT LOCAL SA                                                 | CAFFIL 4.68 03/09/29 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |      28712000 | PA      | $21466679.46  | 0.83%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 1.9 06/20/44 189                                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     377000000 | PA      | $1944979.74   | 0.08%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                | MEXCAT 3.875 04/30/28 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |        389000 | PA      | $383943.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                        | BPPEHX 1 05/04/28 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       9850000 | PA      | $10993642.36  | 0.42%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE            | FRTR 0.1 07/25/38 OATe                                                                                                                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        120623 | PA      | $118644.89    | 0.00%             | 2038-07-25      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/42 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        922695 | PA      | $1060883.54   | 0.04%             | 2042-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN EXPORT-IMPORT BANK PTE LTD                                                     | MAEXIM 4.5 11/27/31                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       4800000 | PA      | $5721571.92   | 0.22%             | 2031-11-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 11/15/52                                                                                                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $848750.00    | 0.03%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 3.375 02/08/38 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       2138000 | PA      | $1891959.74   | 0.07%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $10488.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/44 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $165171.29    | 0.01%             | 2044-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                                  | STACR 2021-DNA6 B1                                                                                                                                    | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |        320000 | PA      | $323478.78    | 0.01%             | 2041-10-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO POWER GENERATION INC                                                             | ONTPOW 4.248 01/18/49 MTN                                                                                                                             | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2288070.09   | 0.09%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                                | DONCASTERS US FIN LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1804500.00   | 0.07%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.625 02/15/53                                                                                                                                      | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $792187.50    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 4.33 12/31/33 dis9                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     415372180 | PA      | $477576.52    | 0.02%             | 2033-12-31      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                        | BMARK 2020-B17 A4                                                                                                                                     | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6200000 | PA      | $5652971.52   | 0.22%             | 2053-03-17      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| CATALUNYA, GENERALITAT DE                                                                | GENCAT F 05/11/29 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       1000000 | PA      | $1241956.43   | 0.05%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 0 04/05/32 EMTN                                                                                                                                    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      71000000 | PA      | $2272231.64   | 0.09%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                                  | DIAMOND SPORTS NET LLC                                                                                                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |        326111 | PA      | $58699.89     | 0.00%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | HKD/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-100420.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF INDONESIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-46831.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC V2.804 05/24/32                                                                                                                                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       2400000 | PA      | $2171638.56   | 0.08%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP 4.625 03/09/27 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |        370000 | PA      | $263451.30    | 0.01%             | 2027-03-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 3.75 07/22/52                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $100337.62    | 0.00%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | RY V6.75 08/24/85                                                                                                                                     | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |        275000 | PA      | $279675.69    | 0.01%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                         | SOCIETE GENERALE SA                                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $1921735.41   | 0.07%             | 2029-06-16      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K113                        | FHMS K113 X1                                                                                                                                          | CUSIP: 3137FV5Q1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     116075613 | PA      | $5402901.92   | 0.21%             | 2030-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| PLAQUEMINES LA PORT HBR & TERM DIST                                                      | LA PLATRN 12 12/01/2034                                                                                                                               | CUSIP: 727521AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4900000 | PA      | $3479000.00   | 0.13%             | 2034-12-01      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-C                                              | LRB 2018-C A                                                                                                                                          | CUSIP: 51888JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        392296 | PA      | $371630.07    | 0.01%             | 2043-08-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2021-2 LTD                                                                     | RMIR 2021-2 M1B                                                                                                                                       | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-O            | CORP              | BM        |        728750 | PA      | $733210.87    | 0.03%             | 2031-11-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 4.15 10/24/30 10YR                                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $100916.34    | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-96772.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | BTPS 3.85 02/01/35 11Y                                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       3085000 | PA      | $3655432.86   | 0.14%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                              | VST V8 PERP 144A                                                                                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       3700000 | PA      | $3731338.04   | 0.14%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE ANONYME DE GESTION DES STOCKS DE SECURITE                                        | SAGESS 2.875 09/07/32 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1241947.91   | 0.05%             | 2032-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DENMARK, KINGDOM OF - MINISTRY OF FINANCE                                                | DGB 4.5 11/15/39 31Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |       1800000 | PA      | $327774.26    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 4.875 05/06/38 144A                                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       4330000 | PA      | $4967136.91   | 0.19%             | 2038-05-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKGB F 09/06/28 4Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      57276000 | PA      | $1271081.70   | 0.05%             | 2028-09-06      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                         | MO 3.125 06/15/31                                                                                                                                     | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       2900000 | PA      | $3318420.50   | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 3.9 06/01/52                                                                                                                                     | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        695000 | PA      | $436887.67    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBR 0 07/30/41 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       1700000 | PA      | $1084406.49   | 0.04%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GAZ FINANCE PLC                                                                          | GAZPRU 1.54 06/30/27 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $5567287.39   | 0.21%             | 2027-06-30      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS NEW YORK LIFE GLOBAL FUNDING                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $13828.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 4.85 05/25/47 MPLE                                                                                                                                  | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        150000 | PA      | $103062.42    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                      | CARR 4.5 11/29/32                                                                                                                                     | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3665483.24   | 0.14%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/London                                                                  | CREDIT SUISSE AG/LONDON                                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | SE        |     120000000 | PA      | $18125934.61  | 0.70%             | 2031-05-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 3.75 05/25/27 0527                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $274869.65    | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                              | VST V7 PERP 144A                                                                                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |       2650000 | PA      | $2656342.31   | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 2.5 04/08/31                                                                                                                                       | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1400000 | PA      | $1671761.58   | 0.06%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                                          | QNB FINANCE LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       1300000 | PA      | $194030.89    | 0.01%             | 2027-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.75 09/21/47 REGS                                                                                                                              | CUSIP: 71656MBM0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |         28000 | PA      | $23583.50     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 10 02/07/33 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       2550000 | PA      | $2943873.00   | 0.11%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS LLC                                                                                                                                | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      17500000 | PA      | $2549229.64   | 0.10%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |       -910000 | OU      | $-4433.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V7.079 02/10/34                                                                                                                                    | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1050000 | PA      | $1129369.50   | 0.04%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                                              | TRACTD 6.5 05/01/31 144A                                                                                                                              | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        865000 | PA      | $857400.01    | 0.03%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                               | DVA 4.625 06/01/30 144A                                                                                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       1125000 | PA      | $1089114.13   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                | ET 5.4 10/01/47                                                                                                                                       | CUSIP: 86765BAV1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       2200000 | PA      | $1963420.26   | 0.08%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V2.383 07/21/32                                                                                                                                    | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       1770000 | PA      | $1567160.08   | 0.06%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                | OKE 6.05 09/01/33                                                                                                                                     | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       5600000 | PA      | $5886664.41   | 0.23%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.875 PERP M                                                                                                                                      | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        300000 | PA      | $298545.54    | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CENTRAL BANK OF TUNISIE SA                                                               | TUNIS 4.2 03/17/31                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     100000000 | PA      | $563699.66    | 0.02%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | CAS 2024-R05 2M2                                                                                                                                      | CUSIP: 20754XAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        217712 | PA      | $218460.51    | 0.01%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                                       | SBH 6.75 04/01/32                                                                                                                                     | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |        285000 | PA      | $293660.09    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.AAA.17                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-35053.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 8.5 05/15/31 144A                                                                                                                                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |        830000 | PA      | $878455.40    | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 1 08/16/32 EMTN                                                                                                                                    | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     200000000 | PA      | $1166184.41   | 0.05%             | 2032-08-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 05/15/31                                                                                                                                          | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         85000 | PA      | $69285.41     | 0.00%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 5.75 03/15/31 144A                                                                                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        765000 | PA      | $766434.15    | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                                | CMC 5.75 11/15/33 144A                                                                                                                                | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |        225000 | PA      | $225053.72    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/31 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        169091 | PA      | $200338.96    | 0.01%             | 2031-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                               | DVA 3.75 02/15/31 144A                                                                                                                                | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       1125000 | PA      | $1043805.64   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.875 05/15/52                                                                                                                                      | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $684687.50    | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                      | CEG 4.625 02/01/29 144A                                                                                                                               | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       2770000 | PA      | $2752356.82   | 0.11%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R7 | AMSI 2002-3 M3                                                                                                                                        | CUSIP: 03072SCW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         44579 | PA      | $44268.14     | 0.00%             | 2032-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS SULTANATE OF OMAN                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-27067.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                                     | BZH 7.25 10/15/29                                                                                                                                     | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       1600000 | PA      | $1613402.59   | 0.06%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 8.25 05/15/29 144A                                                                                                                                | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |        130000 | PA      | $134902.30    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2004-WMC2                                            | MABS 2004-WMC2 M1                                                                                                                                     | CUSIP: 57643LDJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        456397 | PA      | $462649.19    | 0.02%             | 2034-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 08/15/52                                                                                                                                          | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $701718.75    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                         | NTT 4.876 07/16/30 144A                                                                                                                               | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |       1575000 | PA      | $1585168.67   | 0.06%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF - MINISTRY OF FINANCE                                                | SLOVGB 3.625 06/08/33 247                                                                                                                             | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |       1530000 | PA      | $1817906.10   | 0.07%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                                      | GUATEM 8.125 10/06/34 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       2000000 | PA      | $2326200.00   | 0.09%             | 2034-10-06      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 3.75 06/14/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      13980000 | PA      | $16534786.11  | 0.64%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                                     | BZH 5.875 10/15/27                                                                                                                                    | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       1375000 | PA      | $1373719.62   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                              | MET 1.415 03/07/31                                                                                                                                    | CUSIP: 59156RCG1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     700000000 | PA      | $4216010.28   | 0.16%             | 2031-03-07      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -137170000 | OU      | $-0.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK (PD) AUSTRALIA FINANCE PTY LTD                                                   | ABXCN 5.95 10/15/39                                                                                                                                   | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |         50000 | PA      | $51346.53     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                                            | PIFKSA 5.125 06/11/29 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |       1490000 | PA      | $2027983.83   | 0.08%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKGB F 05/17/28 4Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      47324000 | PA      | $1049973.35   | 0.04%             | 2028-05-17      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                 | RABOBK 0 03/11/39 GMTN                                                                                                                                | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      22000000 | PA      | $321502.24    | 0.01%             | 2039-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TERRITORY TREASURY CORP                                                         | NTTC 5.75 04/21/37                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900V4FQ2K6E3VJ628 | Long             | DBT              | NUSS              | AU        |       2000000 | PA      | $1390171.18   | 0.05%             | 2037-04-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                  | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                                            | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $594541.26    | 0.02%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                        | BXMT 2025-FL5 A                                                                                                                                       | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2600000 | PA      | $2608322.86   | 0.10%             | 2042-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                                  | STACR 2022-DNA1 M2                                                                                                                                    | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |        100000 | PA      | $100970.60    | 0.00%             | 2042-01-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                                             | SUNRN 2024-3A A2                                                                                                                                      | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3717664 | PA      | $3583770.56   | 0.14%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 3.625 02/04/32                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       1000000 | PA      | $1161737.45   | 0.04%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |      -1820000 | OU      | $-10227.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                           | DIRCHA 7.75 11/15/29 144A                                                                                                                             | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |        425000 | PA      | $436018.52    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CANADA, HER MAJESTY IN RIGHT OF - DEPARTMENT OF FINANCE                                  | CAN 4 06/01/41                                                                                                                                        | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |        650000 | PA      | $492377.33    | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE LLC                                                                 | PLD 1.222 06/22/35                                                                                                                                    | CUSIP: 74346GAH5<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |     200000000 | PA      | $1036147.68   | 0.04%             | 2035-06-22      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 5.625 03/19/14 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        340000 | PA      | $335771.87    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANSPORTS PARISIENS SA                                               | RATPFP 1.875 05/25/32 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7471969.61   | 0.29%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 0.5 09/25/43 EMTN                                                                                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      33900000 | PA      | $344798.60    | 0.01%             | 2043-09-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                            | DISH 7.75 07/01/26                                                                                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4950000 | PA      | $4935559.12   | 0.19%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                                                     | AIIB 0 05/04/43 GMTN                                                                                                                                  | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $199662.25    | 0.01%             | 2043-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | RY V6.5 11/24/85                                                                                                                                      | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |        200000 | PA      | $196272.56    | 0.01%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                       | PRUDENTIAL INVESTMENT PORTFOLIOS 9 PGIM INSTL MONEY                                                                                                   | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | STIV             | RF                | US        |      22749028 | NS      | $22735378.14  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS NATIONAL BANK OF CANADA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $4983.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEBEC, PROVINCE OF - DIRECTION DE L'EMISSION DES EMPRUNTS MINISTRE DES FINANCES         | Q 0 10/01/39 MTN                                                                                                                                      | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |       8000000 | PA      | $3173973.13   | 0.12%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                       | URI 4.875 01/15/28                                                                                                                                    | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       1190000 | PA      | $1187594.44   | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                                             | SUNRN 2024-3A A1                                                                                                                                      | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        892426 | PA      | $872328.39    | 0.03%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.75 12/07/38                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $129766.56    | 0.01%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 5 10/25/34 1034                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $264273.20    | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/49 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $133789.06    | 0.01%             | 2049-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/53 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $109204.62    | 0.00%             | 2053-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                    | CLUBCORP HLDGS INC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         43634 | PA      | $42761.81     | 0.00%             | 2032-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                                | CMC 6 12/15/35 144A                                                                                                                                   | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |        275000 | PA      | $274705.44    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN (SK), PROVINCE OF                                                           | SCDA 3.3 06/02/48                                                                                                                                     | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | MUN               | CA        |       3500000 | PA      | $2089521.52   | 0.08%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                            | CDS CMBX.NA.19.AAA                                                                                                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |             1 | NC      | $11233.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOUSING & URBAN DEVELOPMENT CORP LTD                                                     | AID F 09/15/30                                                                                                                                        | CUSIP: 44182YAB9<br>LEI: 335800KSC46MN2VPTI91 | Long             | DBT              | CORP              | IN        |        400000 | PA      | $401809.00    | 0.02%             | 2030-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8                                              | CGCMT 2017-P8 A2                                                                                                                                      | CUSIP: 17326DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        396013 | PA      | $389873.50    | 0.02%             | 2050-09-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4 01/22/60                                                                                                                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $102239.95    | 0.00%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                  | OMFIT 2023-2A D                                                                                                                                       | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3700000 | PA      | $3806733.16   | 0.15%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                      | SOFTBK 5.75 07/08/32                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |        200000 | PA      | $225096.68    | 0.01%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AZORES, AUTONOMOUS REGION OF                                                             | AZORES 1.095 09/27/36                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |        600000 | PA      | $521688.25    | 0.02%             | 2036-09-27      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| SHARJAH, EMIRATES OF - MINISTRY OF FINANCE                                               | SHJGOV 4.625 01/17/31 144A                                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |       3600000 | PA      | $4120744.82   | 0.16%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                                              | FRPTT 1.375 04/21/32 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5185404.59   | 0.20%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 4.375 01/15/30                                                                                                                                    | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        675000 | PA      | $653931.98    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                  | OMFIT 2023-2A C                                                                                                                                       | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1300000 | PA      | $1334244.99   | 0.05%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.AAA.17                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-160895.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -42370000 | OU      | $-413810.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                      | URUGUA 1.6175 07/23/35 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       1000000 | PA      | $1280860.05   | 0.05%             | 2035-07-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES K-090                            | FHMS K090 X1                                                                                                                                          | CUSIP: 3137FLMX9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      22225662 | PA      | $402833.45    | 0.02%             | 2029-02-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                                | DONCASTERS US FINANCE LLC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1188000 | PA      | $1190970.00   | 0.05%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 01/31/35 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        168000 | PA      | $145153.05    | 0.01%             | 2035-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                             | CAS 2022-R04 1M2                                                                                                                                      | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       1200000 | PA      | $1220196.12   | 0.05%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 3.25 06/24/26 5Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $112471.48    | 0.00%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 0 11/07/31 EMTN                                                                                                                                    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      56000000 | PA      | $1874871.48   | 0.07%             | 2031-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORP                                                               | FITB V5.982 01/30/30                                                                                                                                  | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2792000 | PA      | $2879132.65   | 0.11%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                                          | QNBK 4.9 02/01/28 MTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |        250000 | PA      | $176332.85    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 9.5 09/15/27 **                                                                                                                                 | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       1000000 | PA      | $1061600.00   | 0.04%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | EUR/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |             1 | NC      | $318132.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS LLC                                                                                                                                | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $1469043.00   | 0.06%             | 2030-08-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 2.875 04/08/39                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       5000000 | PA      | $4610243.91   | 0.18%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA                                              | BMETR 1.6925 10/30/31                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |       2000000 | PA      | $2603173.99   | 0.10%             | 2031-10-30      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | BNP PARIBAS SA                                                                                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $2670310.70   | 0.10%             | 2028-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                             | DPWDU 4.25 09/25/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       4740000 | PA      | $6164544.49   | 0.24%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                       | EXE 5.375 02/01/29                                                                                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2000506.43   | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/52 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $116046.99    | 0.00%             | 2052-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/41 CSTR                                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        436000 | PA      | $279342.84    | 0.01%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                          | TMHC 5.75 11/15/32 144A                                                                                                                               | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |        180000 | PA      | $181983.28    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 3 03/23/31 MTN                                                                                                                                     | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $633314.53    | 0.02%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                            | CDS GAZPROM PAO                                                                                                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-690809.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                             | CAS 2021-R01 1M2                                                                                                                                      | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |         57533 | PA      | $57605.00     | 0.00%             | 2041-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                                  | NYKRE 1 07/01/30 13H                                                                                                                                  | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       3000000 | PA      | $439069.60    | 0.02%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REAL ESTATE ASSET LIQUIDITY TRUST                                                        | REALT 2020-1A A1                                                                                                                                      | CUSIP: 75585RRT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |        120431 | PA      | $88545.61     | 0.00%             | 2055-02-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE LLC                                                                 | PLD 0.972 09/25/28                                                                                                                                    | CUSIP: 74346GAB8<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |     700000000 | PA      | $4318484.69   | 0.17%             | 2028-09-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.125 08/15/53                                                                                                                                      | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $866093.75    | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K058 X1                                                                                                                                          | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      36196715 | PA      | $61219.50     | 0.00%             | 2026-08-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                                           | BGOSK 4 03/13/32 EMTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |       1200000 | PA      | $1443251.49   | 0.06%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/46 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $151203.68    | 0.01%             | 2046-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/55 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $96016.62     | 0.00%             | 2055-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 5.75 04/25/29 0429                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $282899.75    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |             1 | NC      | $43137.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                         | CFELEC F 12/15/36 16U                                                                                                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       4950000 | PA      | $4532393.15   | 0.17%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | EDF 6.627 08/28/45 MTN                                                                                                                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |        570000 | PA      | $396394.41    | 0.02%             | 2045-08-28      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                                    | ALIBABA GROUP HOLDING LTD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      17720000 | PA      | $2652896.38   | 0.10%             | 2029-11-28      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                                                                    | HIGHWY 3.03 05/11/32 GMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |       7500000 | PA      | $5256945.37   | 0.20%             | 2032-05-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 1.75 04/25/32 0432                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $224677.22    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HOLDING EAD                                                             | BULENR 2.45 07/22/28                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |       9300000 | PA      | $10519278.24  | 0.41%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                                        | DIGDIF 8.625 08/01/32 144A                                                                                                                            | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |        775000 | PA      | $804062.50    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1                                             | ODART 2019-1A B                                                                                                                                       | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        563469 | PA      | $562557.57    | 0.02%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: A2                                                                        | HPS SLF VI GP: A2                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        187026 | PA      | $187026.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                   | BRK 0.44 09/13/29                                                                                                                                     | CUSIP: 084670CC0<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    2240000000 | PA      | $13488508.65  | 0.52%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | USD/MYR FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-125287.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                    | INDONESIA GOVERNMENT INTERNATIONAL BOND                                                                                                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      10000000 | PA      | $1439926.81   | 0.06%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 S22                                                                                                                                   | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        182260 | PA      | $126670.70    | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                      | TPMT 2024-CES5 A1                                                                                                                                     | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3766850 | PA      | $3761300.71   | 0.15%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.84 01/23/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       4050000 | PA      | $4124925.00   | 0.16%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 2 07/09/39 REGS                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      16656000 | PA      | $15020338.34  | 0.58%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL N.3 LTD                                                                      | HKTGHD 1.65 04/10/27                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |       9300000 | PA      | $10569741.96  | 0.41%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/54 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $102688.65    | 0.00%             | 2054-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                                               | USB F 08/09/47 BKNT                                                                                                                                   | CUSIP: 90331HLH4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |       3414000 | PA      | $3326121.36   | 0.13%             | 2047-08-09      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/36 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        131108 | PA      | $153874.90    | 0.01%             | 2036-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 7.35 04/28/31 8Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $114451.27    | 0.00%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $21402.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 01/31/37 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        168000 | PA      | $132691.12    | 0.01%             | 2037-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY V0 06/28/29 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       7892000 | PA      | $9509753.10   | 0.37%             | 2029-06-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      62000000 | PA      | $11587728.98  | 0.45%             | 2045-05-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                                                 | Export-Import Bank of China/The                                                                                                                       | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | USGA              | CN        |       4000000 | PA      | $603198.54    | 0.02%             | 2027-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.75 11/15/53                                                                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       3260000 | PA      | $3130618.75   | 0.12%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                       | MVMHU 0.875 11/18/27                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |       5430000 | PA      | $6132660.43   | 0.24%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SA                                                                             | BPIFRA 3.375 11/25/32 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       3900000 | PA      | $4535345.98   | 0.18%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 2.5 02/08/30 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       4150000 | PA      | $4558926.06   | 0.18%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/47 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $142591.43    | 0.01%             | 2047-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 5.5 04/23/36                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       3830000 | PA      | $4481594.26   | 0.17%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF KENYA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $296626.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ILE DE FRANCE, REGION DE                                                                 | IDF 2.9 04/30/31 EMTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |       1700000 | PA      | $1963611.13   | 0.08%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST                                                       | GRYCCT F 05/31/26 A                                                                                                                                   | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19079706 | PA      | $16980938.68  | 0.66%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 8.25 01/20/34                                                                                                                                  | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       1460000 | PA      | $1678503.60   | 0.06%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS Q001 XA                                                                                                                                          | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       4671862 | PA      | $254807.56    | 0.01%             | 2032-02-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      24000000 | PA      | $4212895.27   | 0.16%             | 2034-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWEDEN, KINGDOM OF - RIKSGAELDSKONTORET                                                  | SGB 3.5 03/30/39 1053                                                                                                                                 | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      10000000 | PA      | $1143844.25   | 0.04%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/39 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        318913 | PA      | $372009.06    | 0.01%             | 2039-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | RY V6.5 05/24/86                                                                                                                                      | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       6400000 | PA      | $6321912.96   | 0.24%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                    | CLUBCORP HOLDINGS INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        665717 | PA      | $652402.63    | 0.03%             | 2032-07-09      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| SM ENERGY COMPANY                                                                        | SM 5 10/15/26 144A                                                                                                                                    | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       1755000 | PA      | $1753707.91   | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $2386.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 5.95 01/28/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       1050000 | PA      | $1019088.00   | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 11/15/35                                                                                                                                          | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        800000 | PA      | $522916.79    | 0.02%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALYS 0 02/20/31 *                                                                                                                                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       5458004 | PA      | $5486725.96   | 0.21%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                         | CFELEC 6.5 01/28/51 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |        405000 | PA      | $398925.00    | 0.02%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY V0 05/11/26 67                                                                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       3000000 | PA      | $3520950.00   | 0.14%             | 2026-05-11      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V1.992 01/27/32                                                                                                                                    | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       2450000 | PA      | $2155404.48   | 0.08%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC OF - MINISTRY OF FINANCE                                              | BGARIA 3.125 03/26/35 GMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       8212000 | PA      | $9172304.97   | 0.35%             | 2035-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                                       | OMIR 2021-2 M1B                                                                                                                                       | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |        231793 | PA      | $233016.95    | 0.01%             | 2034-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/51 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $120015.70    | 0.00%             | 2051-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRIA, REPUBLIC OF - AUSTRIAN FEDERAL FINANCING AGENCY                                 | AUST 5.375 12/01/34 30y                                                                                                                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |       2349000 | PA      | $1871470.01   | 0.07%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $31888.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (MB), PROVINCE OF                                                               | MP 3.2 03/05/50                                                                                                                                       | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |       3000000 | PA      | $1720844.92   | 0.07%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                   | BRK 0.965 09/13/39                                                                                                                                    | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     300000000 | PA      | $1373756.25   | 0.05%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | HGB 3 10/27/27 27/A                                                                                                                                   | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     800000000 | PA      | $2475288.65   | 0.10%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                                     | BOOTS GROUP BIDCO LTD/THE                                                                                                                             | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |       1200000 | PA      | $1639611.22   | 0.06%             | 2032-08-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCGEN V6.691 01/10/34 144A                                                                                                                           | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |        805000 | PA      | $862013.80    | 0.03%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                             | GE F 10/16/38 MTNA                                                                                                                                    | CUSIP: 36962GQX5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |        400000 | PA      | $396331.96    | 0.02%             | 2038-10-16      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                              | PROLOGIS LP                                                                                                                                           | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      26000000 | PA      | $3839893.14   | 0.15%             | 2027-02-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 1.4 10/30/31                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      10060000 | PA      | $10430350.31  | 0.40%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                              | HNDA 2.85 06/27/28                                                                                                                                    | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       2300000 | PA      | $2668716.65   | 0.10%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.25 03/07/36                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        300000 | PA      | $383184.48    | 0.01%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS LINCOLN NATIONAL CORP                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-26567.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/30 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        501102 | PA      | $604197.52    | 0.02%             | 2030-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/50 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $125550.04    | 0.00%             | 2050-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 7.5 11/06/33                                                                                                                                      | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2257344.59   | 0.09%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORP                                                               | IFC 0 01/27/37 GMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | US        |      78000000 | PA      | $1665690.81   | 0.06%             | 2037-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                     | BOOTFN 7.375 08/31/32 144*                                                                                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |        225000 | PA      | $310761.28    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                            | MDT 1.75 07/02/49                                                                                                                                     | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       2100000 | PA      | $1484313.20   | 0.06%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO & COMPANY DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIE | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |           526 | NS      | $12602.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 0.875 01/31/46                                                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $59493.35     | 0.00%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | BTPS 3.35 03/01/35 16Y                                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       1285000 | PA      | $1469833.94   | 0.06%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | BTPS 3.85 07/01/34 10Y                                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        500000 | PA      | $594876.24    | 0.02%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            78 | NC      | $-236541.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REPUBLIC OF ECUADOR                                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $137436.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: A2                                                             | HPS SLF VI IM - UNFUNDED: A2                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        771481 | PA      | $771481.00    | 0.03%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 regs                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        452005 | PA      | $314143.34    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                    | CLUBCORP HLDGS INC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         72724 | PA      | $71269.68     | 0.00%             | 2031-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.625 05/15/53                                                                                                                                      | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $791562.50    | 0.03%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                 | ISRELE 3.75 02/22/32 GMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |        600000 | PA      | $555366.00    | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                              | NAB 5.1 10/16/35 MTN                                                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       3000000 | PA      | $2066083.78   | 0.08%             | 2035-10-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA, PROVINCE OF - DEPARTMENT OF FINANCE                                         | NS 3.45 06/01/45                                                                                                                                      | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | MUN               | CA        |       3000000 | PA      | $1853645.97   | 0.07%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | BARCLAYS BANK PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $1784966.35   | 0.07%             | 2027-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 6.875 01/31/36                                                                                                                                 | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |        300000 | PA      | $330900.00    | 0.01%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ECUADOR SOCIAL BOND SARL                                                                 | ECUASO 0.35 01/30/35 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | CORP              | LU        |      16000000 | PA      | $278400.00    | 0.01%             | 2035-01-30      | Fixed         | 0.35%                 | No            |                  3 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | ILS/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $181189.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 1 07/28/29                                                                                                                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       8500000 | PA      | $9213657.17   | 0.36%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C 6.5 08/16/30 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |          7000 | PA      | $9895.07      | 0.00%             | 2030-08-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                    | MINAU 6 05/01/32 144A                                                                                                                                 | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        425000 | PA      | $421740.25    | 0.02%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA, REPUBLIC OF - MINISTRY OF FINANCE TREASURY                                     | SLOREP 0 02/12/31 RS86                                                                                                                                | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |        100000 | PA      | $102408.30    | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGBI 0.005 03/10/35 30                                                                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     101807000 | PA      | $622550.89    | 0.02%             | 2035-03-10      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. WERTPAPIER GMBH                                                      | GS 4.5 05/16/28                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CRL28LF3CSEA14 | Long             | DBT              | CORP              | DE        |        530000 | PA      | $373361.28    | 0.01%             | 2028-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGB 1.2 10/31/40                                                                                                                                     | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       2500000 | PA      | $2086688.96   | 0.08%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.25 12/07/40                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $120426.37    | 0.00%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                                | AFL 0.83 03/12/35                                                                                                                                     | CUSIP: 001055BG6<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     100000000 | PA      | $520328.32    | 0.02%             | 2035-03-12      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 1.5 06/26/29 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       6000000 | PA      | $6507067.70   | 0.25%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-105155.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 3.875 07/09/31                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        200000 | PA      | $237165.32    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                                | AFL 0.932 01/25/27                                                                                                                                    | CUSIP: 001055AS1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      80000000 | PA      | $508711.60    | 0.02%             | 2027-01-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 1.25 10/25/30 1030                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $233923.25    | 0.01%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: DDTL                                                                      | HPS SLF VI GP: DDTL                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        430964 | PA      | $430964.00    | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| DISH NETWORK CORP                                                                        | DISH 11.75 11/15/27 144A                                                                                                                              | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       1300000 | PA      | $1340984.15   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| TFS_18-3                                                                                 | TFS_18-3                                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |             1 | PA      | $1.17         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                                  | CACLN 2021-1 R                                                                                                                                        | CUSIP: 46591HBW9<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |        170198 | PA      | $174254.82    | 0.01%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 1.3 03/22/30 EMTN                                                                                                                                  | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $60464.37     | 0.00%             | 2030-03-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MALTA, REPUBLIC OF - MINISTER OF FINANCE THE ECONOMY AND INVESTMENT                      | MALTA 1 04/23/31 I                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |       2500000 | PA      | $2620485.82   | 0.10%             | 2031-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R7 | AMSI 2002-2 M3                                                                                                                                        | CUSIP: 03072SCJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         57250 | PA      | $57061.09     | 0.00%             | 2032-08-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | Japanese Yen Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          1091 | NC      | $-125115.88   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HAMMERSON IRELAND FINANCE DAC                                                            | HMSOLN 1.75 06/03/27                                                                                                                                  | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |       6897000 | PA      | $7947919.93   | 0.31%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | RCICN 3.25 05/01/29                                                                                                                                   | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $508208.76    | 0.02%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6.7 02/04/56                                                                                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       1730000 | PA      | $1594063.51   | 0.06%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 5.345 01/27/48 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       2100000 | PA      | $2647838.90   | 0.10%             | 2048-01-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V2.572 02/11/31 MTN                                                                                                                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       7890000 | PA      | $7319667.71   | 0.28%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | BTPS 1.8 05/15/36 CPI                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        104124 | PA      | $123875.71    | 0.00%             | 2036-05-15      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                                  | MERIDI 6.25 04/30/31 144A                                                                                                                             | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1765000 | PA      | $1765194.18   | 0.07%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA 5.375 12/07/28                                                                                                                                   | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      15000000 | PA      | $20637610.76  | 0.80%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 10.25 01/10/28                                                                                                                                 | CUSIP: 105756BN9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       2890000 | PA      | $576330.83    | 0.02%             | 2028-01-10      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BANK                                                               | AFREXI 3.798 05/17/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | EG        |        300000 | PA      | $270111.00    | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REPUBLIC OF ECUADOR                                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $144493.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V3.749 11/07/36 GMTN                                                                                                                               | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       8200000 | PA      | $9331851.42   | 0.36%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 4.625 06/15/28                                                                                                                                    | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        275000 | PA      | $272938.17    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 5.8 07/26/27 15YR                                                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $112062.59    | 0.00%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                                                                 | JPMORGAN CHASE FINANCIAL CO LLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |      14000000 | PA      | $2056639.71   | 0.08%             | 2026-08-31      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                    | MINAU 9.25 10/01/28 144A                                                                                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        152000 | PA      | $157700.00    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/48 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $139331.03    | 0.01%             | 2048-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA (BC), PROVINCE OF - MINISTRY OF FINANCE AND CORPORATE RELATIONS         | BRCOL 2.8 06/18/48                                                                                                                                    | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |       3000000 | PA      | $1621746.97   | 0.06%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC 8.125 06/02/28 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        500000 | PA      | $716173.95    | 0.03%             | 2028-06-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                                    | FRIDPT 5.315 04/14/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       2490000 | PA      | $2492490.00   | 0.10%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                     | RPLDCI 6.581 05/30/49 144A                                                                                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13739000 | PA      | $14216426.35  | 0.55%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          1956 | NC      | $-3516596.53  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRUST                                     | CFPTCN 2.5 10/15/31 144A                                                                                                                              | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1775000 | PA      | $1571544.00   | 0.06%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 7.5 07/25/28 0728                                                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       5000000 | PA      | $1460511.61   | 0.06%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 7.2 10/30/33 10Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $112324.07    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                   | EMIRATES NBD BANK PJSC                                                                                                                                | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |      35360000 | PA      | $5163219.97   | 0.20%             | 2028-08-29      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD 0 04/23/32 GDIF                                                                                                                                  | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |       8758000 | PA      | $4623566.59   | 0.18%             | 2032-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                       | EXPAND ENERGY CORP COM                                                                                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         23063 | NS      | $2355885.45   | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 4.25 04/28/36 5Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $88775.25     | 0.00%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 2.5 07/22/65                                                                                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $69274.42     | 0.00%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                | ASSDLN 8.125 05/14/30 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |       1063000 | PA      | $1336183.36   | 0.05%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 1.75 04/28/41                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       1085000 | PA      | $881658.32    | 0.03%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS CHINA DEVELOPMENT BANK                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-139503.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/28 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |         64434 | PA      | $75622.96     | 0.00%             | 2028-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 01/31/36 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        168000 | PA      | $138520.09    | 0.01%             | 2036-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SACPI 2.5 03/31/46 2046                                                                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       5578217 | PA      | $256691.38    | 0.01%             | 2046-03-31      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                         | TTEFP V1.625 PERP NC7                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6230567.49   | 0.24%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MUNICIPALITY FINANCE PLC (KUNTARAHOITUS OYJ)                                             | KUNTA 3.05 09/24/32 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      13000000 | PA      | $1414724.97   | 0.05%             | 2032-09-24      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                  | XPO 7.125 02/01/32                                                                                                                                    | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |        735000 | PA      | $767115.46    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                                   | KDB 1.83 08/10/27 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |      74000000 | PA      | $7878310.14   | 0.30%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                                                                  | Bayview Financing Trust 2023-1F                                                                                                                       | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1730161 | PA      | $1739388.75   | 0.07%             | 2026-07-01      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                                                                    | TOTSHP 3.4 10/16/40                                                                                                                                   | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         91000 | PA      | $79468.48     | 0.00%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                            | UCGIM V1.982 06/03/27 144A                                                                                                                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       8485000 | PA      | $8463538.89   | 0.33%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $174791.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AZORES, AUTONOMOUS REGION OF                                                             | AZORES 0.491 10/01/27                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |        400000 | PA      | $452649.34    | 0.02%             | 2027-10-01      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 5.35 02/12/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |         34000 | PA      | $33764.38     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                             | DPWDU 2.375 09/25/26 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       1361000 | PA      | $1589782.24   | 0.06%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DENMARK, KINGDOM OF - MINISTRY OF FINANCE                                                | DGB 0.5 11/15/27 10Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      12110000 | PA      | $1847426.85   | 0.07%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                                                  | NESTLE FINANCE INTERNATIONAL LTD                                                                                                                      | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      28000000 | PA      | $4130737.89   | 0.16%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 1.875 03/06/30 GMTN                                                                                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       1100000 | PA      | $1197080.75   | 0.05%             | 2030-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 2.5 07/25/26 0726                                                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $275072.42    | 0.01%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/42 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $182951.31    | 0.01%             | 2042-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.5 12/07/42                                                                                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $121305.42    | 0.00%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHAVEN COMBINED CYCLE GENERATION LLC                                                  | SCCGLL 3.846 08/15/33                                                                                                                                 | CUSIP: 841215AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         73157 | PA      | $70400.55     | 0.00%             | 2033-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-230299.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/40                                                                                                                                          | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        800000 | PA      | $394881.87    | 0.02%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                        | CHLMPC 5.672 10/20/35 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       3786397 | PA      | $3872878.21   | 0.15%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                                     | PARCRT 0 06/05/34 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       7606937 | PA      | $6298543.52   | 0.24%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 5.662 02/23/38                                                                                                                                 | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       2220000 | PA      | $2231803.96   | 0.09%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.7 02/16/32 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       1486000 | PA      | $1362662.00   | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                              | VTRS 3.85 06/22/40                                                                                                                                    | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       4410000 | PA      | $3381542.25   | 0.13%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 1.75 08/25/31 CPI                                                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        423044 | PA      | $114537.46    | 0.00%             | 2031-08-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                             | AM 5.375 06/15/29 144A                                                                                                                                | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |       1250000 | PA      | $1248607.61   | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.25 02/15/54                                                                                                                                       | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $884531.25    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                     | BKNG 3.125 05/09/31                                                                                                                                   | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $4028878.20   | 0.16%             | 2031-05-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | SWOP IRS AUD                                                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |      10000000 | OU      | $613222.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                             | CAS 2021-R01 1B1                                                                                                                                      | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       1000000 | PA      | $1009744.60   | 0.04%             | 2041-10-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 4.125 03/11/39 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1786000 | PA      | $1681711.28   | 0.06%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF - MINISTRY OF FINANCE                                                | CYPRUS 1.25 01/21/40 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       7550000 | PA      | $6484699.10   | 0.25%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                                                       | CDCEPS 0.93 05/07/32 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       2400000 | PA      | $3032812.44   | 0.12%             | 2032-05-07      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER CAPITAL I TRUST 2000 LIFE 1 INC                               | MSDWC 2002-AM3 A3                                                                                                                                     | CUSIP: 61746WWR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         17436 | PA      | $17581.40     | 0.00%             | 2033-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERUGB 5.94 02/12/29                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       6000000 | PA      | $1766626.26   | 0.07%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| DENMARK, KINGDOM OF - MINISTRY OF FINANCE                                                | DGBI 0.1 11/15/34 ILB                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |       1036998 | PA      | $151829.58    | 0.01%             | 2034-11-15      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| LSF11 BOSON INVESTMENTS SARL                                                             | ERLS 2021-NPLA A1                                                                                                                                     | CUSIP: 000000000<br>LEI: 2549009AP8RIVLFUPA02 | Long             | ABS-O            | CORP              | LU        |        135163 | PA      | $158970.86    | 0.01%             | 2060-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.5 07/22/47                                                                                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $66573.33     | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 - UNFUNDED                                                                 | CLOUDHQ VA B1 - UNFUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        396306 | PA      | $396306.00    | 0.02%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ARGENTINA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $350996.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $157027.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |        500000 | PA      | $75105.22     | 0.00%             | 2029-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                               | FIS 1.5 05/21/27                                                                                                                                      | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       5600000 | PA      | $6464106.47   | 0.25%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 5 09/19/32                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       2450000 | PA      | $2755047.72   | 0.11%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 3.75 09/19/28                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       9300000 | PA      | $10756678.30  | 0.42%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      21500000 | PA      | $3407519.22   | 0.13%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                              | TENINC 8 11/17/28 144A                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       2325000 | PA      | $2351022.21   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                        | CIM 2024-R1 A1                                                                                                                                        | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        691584 | PA      | $680230.08    | 0.03%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                                                   | MORGAN STANLEY FINANCE LLC                                                                                                                            | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $745032.00    | 0.03%             | 2028-03-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. WERTPAPIER GMBH                                                      | GS V0 08/24/30 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CRL28LF3CSEA14 | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6032561.00   | 0.23%             | 2030-08-24      | Floating      | 5.22%                 | No            |                  3 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4                                              | CGCMT 2016-P4 XB                                                                                                                                      | CUSIP: 29429EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9100000 | PA      | $289.38       | 0.00%             | 2049-07-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS STANDARD CHARTERED BANK                                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $9205.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 2.375 04/19/27 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1000000 | PA      | $1164037.81   | 0.04%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE            | FRTR 0.5 05/25/72 OAT                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $30401.51     | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                 | EIB 1 02/25/28 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |       3985000 | PA      | $1026064.94   | 0.04%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                        | BPPEHX 1.625 04/20/30 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       2400000 | PA      | $2593837.67   | 0.10%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                                                   | Morgan Stanley Finance LLC                                                                                                                            | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $301259.80    | 0.01%             | 2028-08-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                    | MINAU 6.25 05/01/34 144A                                                                                                                              | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        270000 | PA      | $266762.70    | 0.01%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                             | TEP 5.5 01/15/28 144A                                                                                                                                 | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       2075000 | PA      | $2070068.50   | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                                                            | PLSAU 6.875 05/01/31 144A                                                                                                                             | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |        145000 | PA      | $148440.85    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                      | URUGUA 1.04 07/23/30 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       3000000 | PA      | $3821078.90   | 0.15%             | 2030-07-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKTI 0.125 03/22/44 3MO                                                                                                                               | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        168384 | PA      | $158476.75    | 0.01%             | 2044-03-22      | Floating      | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS ARAB REPUBLIC OF EGYPT                                                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $364136.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 3.419 04/15/33                                                                                                                                   | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       3405000 | PA      | $3118270.82   | 0.12%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                                | PDVSA 8.5 10/27/20 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |       1388000 | PA      | $1433110.00   | 0.06%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                                      | ASCRES 9 11/01/27 144A                                                                                                                                | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |        579000 | PA      | $663787.34    | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBEI 1.15 11/30/36                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        103956 | PA      | $121031.30    | 0.00%             | 2036-11-30      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AFLBNK 3.125 03/20/34 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |       2300000 | PA      | $2596518.90   | 0.10%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS UNITEDHEALTH GROUP INC                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $3080.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $17103.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $267420.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-147597.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      49330000 | OU      | $156133.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-81645.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STELLANTIS NV                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $7600.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/MXN FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-41107.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $14858.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS CDX.EM.44.V1                                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-808630.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF PANAMA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $31074.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | IDR/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-76944.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS GBP                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -22440000 | OU      | $-86145.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF MOROCCO                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-26803.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                        | JPY/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-43341.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-54537.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           365 | NC      | $-912780.02   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS AUD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |       9720000 | OU      | $55648.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | KRW/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-42837.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $15995.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA.AAA.18                                                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $25537.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-188224.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS BANK OF MONTREAL                                                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $6235.43      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-3757.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-11055.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS ALPHABET INC                                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $73720.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS SULTANATE OF OMAN                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-30562.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        | -135200000000 | OU      | $-369398.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REALTY INCOME CORPORATION                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-19438.07    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SLOVAKIA                                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $12569.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                            | CDS CMBX.NA.19.AAA                                                                                                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |             1 | NC      | $14177.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS DOMINICAN REPUBLIC                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $47858.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.IG.46.V1                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |             1 | NC      | $7174800.38   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS ORACLE CORP                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-23937.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $126.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      11965000 | OU      | $23618.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF CHILE                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-53816.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |     -42370000 | OU      | $-413842.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -11965000 | OU      | $-109124.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS GAZPROM PAO                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $636935.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $74614.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-13607.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | FWD: TNOTE 3.375 29-FEB-28 - 91282CQB0 - underlier                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |      60030000 | NC      | $-217000.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           -19 | NC      | $39159.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      49665000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ORIENTAL REPUBLIC OF URUGUAY                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-43614.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                       | USD/GBP FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-5983.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/BRL FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $26213.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/DKK FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-6919.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS EUROPEAN INVESTMENT BANK                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-1628.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | FWD: TBOND 4.875 15-AUG-45 - 912810UN6 - underlier                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |      47250000 | NC      | $-1255037.49  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF SAUDI ARABIA                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-113165.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS GOVERNMENT OF JAPAN                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $292137.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-7.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF SERBIA                                                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-131702.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PHILIPPINES                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-22242.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -80490000 | OU      | $-129386.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ECUADOR                                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $253515.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $34835.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS GOVERNMENT OF MALAYSIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-57116.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS GAZPROM PAO                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $103210.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -68585000 | OU      | $-314135.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      68585000 | OU      | $4.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS CMBX.NA.AAA.18                                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $38222.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-13411.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF INDONESIA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-33552.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |       1210000 | OU      | $11029.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BARCLAYS PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $5508.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $159025.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ARAB REPUBLIC OF EGYPT                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $206525.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/COP FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-118668.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF KAZAKHSTAN                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $155092.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PERU                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-47686.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-3426.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BARCLAYS PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $8632.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS ARAB REPUBLIC OF EGYPT                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $181639.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS WELLS FARGO & COMPANY                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $959.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PHILIPPINES                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-37430.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COLOMBIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $214516.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF COLOMBIA                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $3030.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $123.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |       -910000 | OU      | $-4433.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS STATE OF ILLINOIS                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $11903.17     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS PACIFIC LIFE GLOBAL FUNDING II                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-20062.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS GOVERNMENT OF MALAYSIA                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-59402.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/HKD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $110913.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF PANAMA                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-23013.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-3757.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF CYPRUS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $20256.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF ANGOLA                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $262465.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS BANK OF NOVA SCOTIA                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $14450.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF FRANCE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-180329.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS KINGDOM OF NORWAY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-4812.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS CONFEDERATION OF SWITZERLAND                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-18127.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -42370000 | OU      | $-64547.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     113840000 | OU      | $2134.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF PERU                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $2032.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | CHF/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $5488.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |      24833000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      11965000 | OU      | $62184.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -68380000 | OU      | $-494435.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $2664.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $161719.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | British Pound Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |          -400 | NC      | $-679482.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $105155.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS UNITED MEXICAN STATES                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-82038.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |     -42370000 | OU      | $-64410.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $39385.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS CDX.NA.HY.42.V1                                                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $9652.87      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |        605000 | OU      | $5514.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS DOMINICAN REPUBLIC                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $34101.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP CDS CDX.NA.IG.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |      51900000 | OU      | $54076.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.AAA.16                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-42865.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $85723.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS ALTICE FRANCE SA                                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $6554.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.18.AAA                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $22108.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $45860.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA.AAA.13                                                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $10914.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | CDS REPUBLIC OF ARGENTINA                                                                                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |             1 | NC      | $3198.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF MOROCCO                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-22122.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $45860.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS UNITED MEXICAN STATES                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-46246.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |      40420000 | OU      | $95997.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF CHILE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $6264.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS WELLS FARGO & COMPANY                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $9434.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BANK OF NOVA SCOTIA                                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-17613.62    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF TURKIYE                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $476010.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-74910.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     -40420000 | OU      | $-44826.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $171.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF BAHRAIN                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $122872.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -11965000 | OU      | $-12010.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | SWOP CDS CDX.NA.HY.46.V1                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |        605000 | OU      | $5514.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/CAD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $35717.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PERU                                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-29403.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      68585000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS VERIZON COMMUNICATIONS INC                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $14256.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ECUADOR                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $64524.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA.14.AAA                                                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-21586.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS CITIGROUP INC                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $6191.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |      68380000 | OU      | $760758.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS SOFTBANK GROUP CORP                                                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $1932.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | USD/CHF FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-377.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA AAA.12                                                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $6552.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | SWOP IRS AUD                                                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |      10000000 | OU      | $274308.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-135422.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.18.AAA                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $24564.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS REPUBLIC OF FRANCE                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-105374.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS TOTAL ENERGIES SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $825.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REPUBLIC OF IRELAND                                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $14652.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $133.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                 | USD/EUR FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |             1 | NC      | $4327.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                            | CDS GAZPROM PAO                                                                                                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $172016.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -81840000 | OU      | $-712632.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS PETROLEOS MEXICANOS                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $58887.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS KINGDOM OF SAUDI ARABIA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $683.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-170283.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS NZD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-136834.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-228814.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-194198.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-943771.94   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1617429.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS AUD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     155465000 | OU      | $30243.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-3157772.63  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $166190.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-55889.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $7291208.47   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-262466.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-7195220.88  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $191593.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-25268.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $240452.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-193269.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | SGD/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-6824.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF PANAMA                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $7912.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $118205.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-107536.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $205476.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-175642.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SGD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-90324.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $9790.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $780985.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-94010.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-420919.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                         | IRS MXN                                                                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-641769.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF FINLAND                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $5427.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CAD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $191476.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-98812.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $3284062.69   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1178251.19   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $13586654.42  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $239679.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-138924.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-2962961.85  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-6541656.37  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-3623817.84  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | AUD/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $142434.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1017026.46  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $3664016.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-3034799.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SGD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $15228.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1657810.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS DKK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-4304.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $2077008.61   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-52287.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-294042.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $5475704.79   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | Euro FX Futures, Jun-2026,ETH                                                                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |           -98 | NC      | $-25017.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-957061.23   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-63277.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $254277.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-42795.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $526499.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-135505.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS AUD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-381039.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-183312.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-483796.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-3368918.28  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF GUATEMALA                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $17419.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-22493.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SGD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-155756.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-32567.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS NZD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $67139.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-981793.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-105634.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $316157.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CAD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-34163.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1397248.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-72511.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-381.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-409781.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-396744.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1207564.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1893198.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-2070968.64  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-706383.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-141617.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $20823.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1806392.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS PLN                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-347016.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS EMIRATE OF ABU DHABI                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-53573.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $443181.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                         | IRS CLP                                                                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-109060.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $103143.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-430573.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-528013.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-4768445.74  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS AUD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1715641.42  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-666602.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-7022408.97  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-124894.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS CMBX.NA.11.AAA                                                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $5748.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $2612990.40   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-67032.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-2889.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $237495.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $3179602.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-121137.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-2915.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-696807.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $6177760.01   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS NOK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-475369.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS ISLAMIC REPUBLIC OF PAKISTAN                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $279026.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-4898923.52  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $736480.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-195204.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1344579.26   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |             1 | NC      | $20406.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS AUD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-279515.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-11961.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $443252.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $30230.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                            | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-39384.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $58296.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-597151.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS HUF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-238903.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-80751.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-389497.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-2798.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-3310099.06  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS DKK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-5958.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-166903.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1444003.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $929331.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF CHILE                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-105377.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $3684.71      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-18749.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1672755.66   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1416724.57  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $323974.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-46154.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-68120.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1683516.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS AUD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1004292.38  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-103199.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |             1 | NC      | $157833.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FGBM) Bobl Futures                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -837 | NC      | $2062062.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1071760.93  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $6992.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-919587.85   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-23436.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-699677.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-4110164.97  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CZK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-23952.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1118432.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-525099.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-7097.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     -98660000 | OU      | $-148740.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-603488.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-374033.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1908528.11   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS DKK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1177.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS AUD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-992570.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-476178.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1012776.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-453602.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                  | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $42657.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CAD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-72020.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BARCLAYS PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $15188.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-226702.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS TWD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $192590.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-566869.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-3297.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-256607.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-542684.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CAD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-67939.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-298212.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1408653.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-29581.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COLOMBIA                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $272571.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $217296.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-12757.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-85231.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SGD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-186111.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-23360.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-989349.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS ILS                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $74256.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SGD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-56738.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-7021.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-912593.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/EUR FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1383.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-671721.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $351571.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-17383.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $714436.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-85394.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $3014.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-901352.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS DKK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-31151.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-430958.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $232340.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $134011.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-91272.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-2368565.44  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-100184.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $700730.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CZK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $2527.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $696214.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1293606.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $253443.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS NZD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-40326.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-49887.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                       | EUR/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $465061.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-887942.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $64356.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1637696.32  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-29124.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $576170.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-645313.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1562227.28  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $614740.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS AUD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-900774.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-170461.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |      40245000 | OU      | $119358.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                  | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-150823.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-289870.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SEK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-252745.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CAD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $18581.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                  | CSWAP CNY VS USD                                                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |             1 | NC      | $-89540.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $266835.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CHF                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-19017.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $100149.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $97314.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                  | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $273877.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $134668.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $12853.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS DKK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $26379.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-88967.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS GBP                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $517172.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS SGD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-534720.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                                                      | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-4780.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1938.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-320120.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-110516.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-5090322.67  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FGBS) Schatz Futures                                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -183 | NC      | $242390.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS CDX.EM.45.V1                                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-2650599.28  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-9350.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $3076040.84   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $575963.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $704341.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS KRW                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-667133.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $32327.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-13371137.23 | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-99945.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-14298.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-549935.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                      | EUR/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |             1 | NC      | $387879.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-120333.93   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-1242138.70  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1241.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-109619.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS NOK                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-293410.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | IRS MYR                                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-21302.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1879999.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-830807.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS CNY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $1590292.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS THB                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-67563.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS KINGDOM OF SAUDI ARABIA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-150272.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS EUR                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-3104180.02  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS JPY                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-657698.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                | IRS USD                                                                                                                                               | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |             1 | NC      | $-448839.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                         | IRS CLP                                                                                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |             1 | NC      | $-49380.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 4.425 03/28/36 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       1400000 | PA      | $1673862.61   | 0.06%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF SA                                                                | SNCF 1.5 02/02/29 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |       3200000 | PA      | $3598745.16   | 0.14%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Ln Trust 2019-A                                                | LRK 2019-A R                                                                                                                                          | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1013315 | PA      | $519350.92    | 0.02%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 11/15/44                                                                                                                                      | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       2390000 | PA      | $2291785.94   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                                           | BGOSK 2 06/01/30                                                                                                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |        506000 | PA      | $566911.28    | 0.02%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                 | ISRELE 4.25 08/14/28 GMTN                                                                                                                             | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |       1000000 | PA      | $982390.00    | 0.04%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $119531.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                         | AIG 2.137 11/27/34                                                                                                                                    | CUSIP: 026874DV6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     150000000 | PA      | $873096.77    | 0.03%             | 2034-11-27      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 6.75 01/15/36 144A                                                                                                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        725000 | PA      | $770548.11    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 4.75 02/26/29                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       2500000 | PA      | $2943294.14   | 0.11%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 5.2 07/31/34 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       1635000 | PA      | $2073964.96   | 0.08%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 1.125 01/17/30                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      10100000 | PA      | $10698113.16  | 0.41%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                                              | PARGUY 2.739 01/29/33 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |        200000 | PA      | $178062.50    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHASE MANHAT BANK USA NA                                                                 | CHASE BANK USA NA                                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |      15390416 | PA      | $5262555.98   | 0.20%             | 2048-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF - MINISTRY OF FINANCE                                                | CYPRUS 2.25 04/16/50 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       2000000 | PA      | $1698975.74   | 0.07%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V5.827 02/13/35                                                                                                                                     | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       1230000 | PA      | $1251659.50   | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.67 12/31/38 YPAR                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      70829000 | PA      | $70628.94     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF FRANCE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-366522.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERODERIVATIVE COMBUSTION TURBINE GENERATION LLC                            | JACTGL 5.078 10/01/54                                                                                                                                 | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        269849 | PA      | $253608.39    | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                  | STACR 2021-HQA3 B1                                                                                                                                    | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |        150000 | PA      | $151065.48    | 0.01%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/62 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $68763.91     | 0.00%             | 2062-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                                                   | ISRAEL 6.25 11/21/27 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       1500000 | PA      | $1539187.50   | 0.06%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS US CCP                                                                          | BARCLAYS BANK PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      17000000 | PA      | $2525144.63   | 0.10%             | 2029-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/38 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        268268 | PA      | $311168.96    | 0.01%             | 2038-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REGIONE PIEMONTE                                                                         | PIEMON F 11/27/36 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 81560015A25A29EC1433 | Long             | DBT              | NUSS              | IT        |       4000000 | PA      | $4026686.58   | 0.16%             | 2036-11-27      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 4.33 12/31/33 Ydis                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      51907302 | PA      | $59680.72     | 0.00%             | 2033-12-31      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP 0.989 07/12/28 3                                                                                                                               | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     300000000 | PA      | $1865003.74   | 0.07%             | 2028-07-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 5.625 02/19/36                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       3690000 | PA      | $4081749.31   | 0.16%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS BARCLAYS PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $1354.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                            | LIMAMT 4.35 04/05/36 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |       1855305 | PA      | $1763281.71   | 0.07%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                                  | SFILFR 2.875 01/22/31 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |       9100000 | PA      | $10480473.62  | 0.40%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                                                        | INTERNATIONAL SCHOOLS PARTNERSHIP                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2573756 | PA      | $2544930.34   | 0.10%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/65 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $64115.87     | 0.00%             | 2065-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K111 X1                                                                                                                                          | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      28605662 | PA      | $1510719.35   | 0.06%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 5.5 03/26/36 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        400000 | PA      | $400300.00    | 0.02%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 2.75 04/21/27 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       1270000 | PA      | $1477120.68   | 0.06%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | TII 2.375 02/15/55                                                                                                                                    | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        517805 | PA      | $480688.90    | 0.02%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/37 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        157019 | PA      | $184377.49    | 0.01%             | 2037-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                            | CRWV 9.25 06/01/30 144A                                                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |        430000 | PA      | $435376.50    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS TOTALENERGIES SE                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-60.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                   | VENLNG V9 PERP 144a                                                                                                                                   | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       1315000 | PA      | $1299423.89   | 0.05%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/34 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |         95151 | PA      | $112790.71    | 0.00%             | 2034-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 3.5 04/03/34 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1000000 | PA      | $1012226.18   | 0.04%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMAIN GREENBOUGH PARTNER 2                                                              | DOMAIN GREENBOUGH PARTNER 2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        641829 | PA      | $641829.00    | 0.02%             | 2032-01-23      | Floating      | 14.57%                | No            |                  3 | On Loan: No      |
| ONTARIO ELECTRICITY FINANCIAL CORP                                                       | OHYD 0 04/11/31 +40                                                                                                                                   | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | MUN               | CA        |      10000000 | PA      | $6187642.36   | 0.24%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                                                                 | JPMORGAN CHASE FINANCIAL CO LLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |      38000000 | PA      | $5754962.53   | 0.22%             | 2028-07-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K114                        | FHMS K114 X1                                                                                                                                          | CUSIP: 3137FVNJ7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      74082778 | PA      | $2887317.02   | 0.11%             | 2030-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                                            | RCKT 2024-CES7 A1A                                                                                                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1923001 | PA      | $1921997.73   | 0.07%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                             | GOOGL 4.625 11/13/32                                                                                                                                  | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       5600000 | PA      | $7391874.42   | 0.29%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING MASTER ISSUER PLC                                                         | NDFT 2024-1A B                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       2600000 | PA      | $3555689.28   | 0.14%             | 2032-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | EURO(FGBX) Buxl Futures                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           -20 | NC      | $17117.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/64 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $66520.46     | 0.00%             | 2064-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 5.875 10/28/35 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       3800000 | PA      | $3716400.00   | 0.14%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                            | WBD 4.054 03/15/29 REGs                                                                                                                               | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |         30000 | PA      | $29207.99     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COR7                                     | JPMDB 2020-COR7 A4                                                                                                                                    | CUSIP: 46652JAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000000 | PA      | $4372854.00   | 0.17%             | 2053-05-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| MFB HUNGARIAN DEVELOPMENT BANK PRIVATE LTD                                               | MAGYAR 0.375 06/09/26                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |        100000 | PA      | $116572.79    | 0.00%             | 2026-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 3.65 09/10/32                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       3200000 | PA      | $3697016.28   | 0.14%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 8.25 09/29/32 10Y                                                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $118303.55    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/63 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $65043.07     | 0.00%             | 2063-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                            | CDEP 4.75 10/18/30 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       1500000 | PA      | $1852548.55   | 0.07%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: DDTL                                                                      | HPS SLF VI IM: DDTL                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        280539 | PA      | $280539.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS DEUTSCHE TELEKOM AG                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $2497.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                            | LIMAMT 5.875 07/05/34 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |       3158165 | PA      | $3232002.63   | 0.12%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 1.44 02/01/29                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       1884000 | PA      | $2098929.35   | 0.08%             | 2029-02-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 2 04/20/38 28                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     300000000 | PA      | $1478681.61   | 0.06%             | 2038-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | CAS 2022-R01 1B1                                                                                                                                      | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        340000 | PA      | $344202.40    | 0.01%             | 2041-12-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HOLDING EAD                                                             | BULENR 4.25 06/19/30                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |       1800000 | PA      | $2084842.52   | 0.08%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 3.2 09/20/55 88                                                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    4200000000 | PA      | $24239181.76  | 0.94%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP                                                                             | FTV 3.7 08/15/29                                                                                                                                      | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |       3850000 | PA      | $4556096.70   | 0.18%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MUDI 3.25 11/12/43 S                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       8835142 | PA      | $419060.42    | 0.02%             | 2043-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                                         | DIAMOND SPORTS GRP LLC- WARRANTS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         82206 | NS      | $0.82         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 7.9 02/24/38 15Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $118011.28    | 0.00%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STATE OF QATAR                                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $5661.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                   | BRK 2.422 11/29/35                                                                                                                                    | CUSIP: 084670FA1<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     200000000 | PA      | $1196765.48   | 0.05%             | 2035-11-29      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.25 09/07/39                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        180000 | PA      | $220142.68    | 0.01%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC22                                                   | GSMS 2014-GC22 XB                                                                                                                                     | CUSIP: 36253BAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35000000 | PA      | $154591.50    | 0.01%             | 2047-06-12      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                            | MDT 3.65 10/15/29                                                                                                                                     | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      11300000 | PA      | $13436403.48  | 0.52%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                                   | China Development Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | USGA              | CN        |      27000000 | PA      | $4525703.93   | 0.17%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                                       | BK F 06/30/38 BKN1                                                                                                                                    | CUSIP: 06406MAU2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       1092000 | PA      | $1089268.55   | 0.04%             | 2038-06-30      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                                                   | PLNIJ 1.875 11/05/31 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       7500000 | PA      | $7776106.10   | 0.30%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                                                                    | HIGHWY 2.31 04/28/32 GMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |      80000000 | PA      | $8071913.22   | 0.31%             | 2032-04-28      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                                                                                                                               | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $603521.69    | 0.02%             | 2029-01-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SAN MARINO, REPUBBLICA DI                                                                | SMGB 6.5 01/19/27 4Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299009BDP7ZQ4185U27 | Long             | DBT              | NUSS              | SM        |        300000 | PA      | $358958.49    | 0.01%             | 2027-01-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | Euro(FGBL) Bund Futures                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |           462 | NC      | $-1674348.76  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF TURKIYE                                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $447189.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.25 07/31/51                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $55349.87     | 0.00%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET V7.125 PERP G                                                                                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       7800000 | PA      | $8014603.98   | 0.31%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V4.588 08/10/32 144A                                                                                                                              | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       1925000 | PA      | $1893302.76   | 0.07%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | ACAFP V4.25 01/14/35 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $820042.43    | 0.03%             | 2035-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & COMPANY                                                               | BDX 3.828 06/07/32                                                                                                                                    | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       2300000 | PA      | $2712078.65   | 0.10%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 05/15/54                                                                                                                                      | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $941718.75    | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                                          | TSQ 2018-20TS H                                                                                                                                       | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1000000 | PA      | $825010.00    | 0.03%             | 2035-05-17      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                                                             | INTNED V4.803 03/23/32 VAR                                                                                                                            | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |        825000 | PA      | $821826.64    | 0.03%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                              | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                                                                                           | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3430000 | PA      | $426444.57    | 0.02%             | 2043-02-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CATALUNYA, GENERALITAT DE                                                                | GENCAT 4.69 10/28/34                                                                                                                                  | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |        598000 | PA      | $735156.51    | 0.03%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS WELLS FARGO & COMPANY                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $861.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                                      | GUATEM 6.25 08/15/36 144A                                                                                                                             | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       1000000 | PA      | $1043812.50   | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                             | QHEL V0 PERP JT                                                                                                                                       | CUSIP: 000000000<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |        500000 | PA      | $362500.00    | 0.01%             | N/A             | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET V6.5 PERP H                                                                                                                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       5045000 | PA      | $5058549.85   | 0.20%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AZORES, AUTONOMOUS REGION OF                                                             | AZORES 1.006 06/15/29                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |        300000 | PA      | $329249.46    | 0.01%             | 2029-06-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| ANDORRA, PRINCIPALITY OF                                                                 | ANDRRA 1.25 05/06/31 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |        400000 | PA      | $421358.33    | 0.02%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/33 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |         45724 | PA      | $54643.34     | 0.00%             | 2033-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                                                             | DBS BANK LTD                                                                                                                                          | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |       5000000 | PA      | $728270.81    | 0.03%             | 2028-08-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| VANTAGE ORACLE TX - UNFUNDED                                                             | VANTAGE ORACLE TX - UNFUNDED                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3083105 | PA      | $3083104.64   | 0.12%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/61 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $74713.47     | 0.00%             | 2061-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.67 12/31/38 Ypar                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       1812000 | PA      | $1806.88      | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | USD/CLP FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-5870.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.125 08/15/44                                                                                                                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      21410000 | PA      | $19245582.81  | 0.74%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GREECE 5.2 07/17/34                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      10199000 | PA      | $12691473.69  | 0.49%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                             | GOOGL 5.875 02/13/58                                                                                                                                  | CUSIP: 02079KBU0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       2200000 | PA      | $2770264.74   | 0.11%             | 2058-02-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 1.7 09/20/35 380                                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1796466.42   | 0.07%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K121 X1                                                                                                                                          | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     122872160 | PA      | $4503326.08   | 0.17%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                       | VEGLPL 7.75 05/01/35 144A                                                                                                                             | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        240000 | PA      | $269547.22    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/60 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $77688.28     | 0.00%             | 2060-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: B                                                              | HPS SLF VI IM - UNFUNDED: B                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1865460 | PA      | $1865460.00   | 0.07%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                                           | WFCM 2016-C35 XB                                                                                                                                      | CUSIP: 95000FAX4<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-O            | CORP              | US        |      24000000 | PA      | $20757.60     | 0.00%             | 2048-07-17      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 2.124 07/16/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       2000000 | PA      | $2045014.71   | 0.08%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | USD/CNH FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $272468.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | BTUCL 2 03/01/35                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200667500 | PA      | $219097.80    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 - UNFUNDED                                                                 | CLOUDHQ VA B3 - UNFUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        484643 | PA      | $484643.00    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                          | TMHC 5.75 01/15/28 144A                                                                                                                               | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       2723000 | PA      | $2748263.93   | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC 4 04/27/27                                                                                                                                        | CUSIP: 949746ST9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       4198000 | PA      | $2988284.59   | 0.12%             | 2027-04-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                                                           | RESFER 1.5 05/29/37 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       1700000 | PA      | $1543908.78   | 0.06%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 3.5 03/01/39                                                                                                                                       | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        390000 | PA      | $314675.65    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                                   | KOREA DEVELOPMENT BANK/THE                                                                                                                            | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |       5000000 | PA      | $733640.27    | 0.03%             | 2026-06-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.875 05/15/32                                                                                                                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       2035000 | PA      | $1897955.47   | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACQUIRENTE UNICO SPA                                                                     | ACQUIU 3.5 02/11/33                                                                                                                                   | CUSIP: 000000000<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | CORP              | IT        |       2800000 | PA      | $3231081.50   | 0.12%             | 2033-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORWAY, KINGDOM OF - MINISTRY OF FINANCE                                                 | NGB 1.75 02/17/27 479                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      22000000 | PA      | $2323651.13   | 0.09%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS AUD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |      -9720000 | OU      | $-20288.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCGEN V2.889 06/09/32 144A                                                                                                                           | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       1685000 | PA      | $1515734.17   | 0.06%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/59 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $82266.40     | 0.00%             | 2059-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AZORES, AUTONOMOUS REGION OF                                                             | AZORES 2.163 04/06/32                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |        500000 | PA      | $539400.62    | 0.02%             | 2032-04-06      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 1.875 01/24/52                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       7585000 | PA      | $5468792.66   | 0.21%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HUNT COMPANIES INC                                                                       | HUNTCO 5.25 04/15/29 144A                                                                                                                             | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |       3975000 | PA      | $3852776.87   | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 2.125 09/22/31 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       1375000 | PA      | $1192812.50   | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 7.5 04/02/32 EMTN                                                                                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      22400000 | PA      | $16604000.00  | 0.64%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ANDORRA, PRINCIPALITY OF                                                                 | ANDRRA 1.25 02/23/27 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |        700000 | PA      | $809197.50    | 0.03%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.75 01/22/49                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $68339.59     | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                                                  | COSTAR 5.4995 11/21/30 144A                                                                                                                           | CUSIP: 221597CY1<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       1250000 | PA      | $1524059.36   | 0.06%             | 2030-11-21      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.EM.45.V1                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-691806.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                      | SUZANO 6 01/15/29 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |        200000 | PA      | $205106.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Germany Borrower Lux S.a r.l.                                       | VDCDE 2025-1A A2                                                                                                                                      | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |       7900000 | PA      | $9233820.48   | 0.36%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.25 08/15/49                                                                                                                                       | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      56637000 | PA      | $34814055.94  | 1.34%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLATINUM SECURITIES CAYMAN SPC LTD                                                       | BZBLUE 4.47 10/20/40 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300NYPBZU1RQXOM37 | Long             | DBT              | CORP              | KY        |       3450000 | PA      | $3045522.00   | 0.12%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K116 X1                                                                                                                                          | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      47557814 | PA      | $2286341.92   | 0.09%             | 2030-07-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| JERSEY, STATES OF                                                                        | JERSEY 3.75 06/09/54                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138009E61CC6O1J9E38 | Long             | DBT              | NUSS              | JE        |        834000 | PA      | $771787.98    | 0.03%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      81500000 | PA      | $14228479.68  | 0.55%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/41 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        300072 | PA      | $349115.54    | 0.01%             | 2041-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                                           | GSKY 2024-1 A4                                                                                                                                        | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        105177 | PA      | $106558.50    | 0.00%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                                  | QXO INC                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1210000 | PA      | $1210000.00   | 0.05%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -81840000 | OU      | $-21069.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                                          | TSQ 2018-20TS G                                                                                                                                       | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1000000 | PA      | $850010.00    | 0.03%             | 2035-05-17      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 6.75 07/11/39 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1003000 | PA      | $1185999.73   | 0.05%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V2.561 05/01/32                                                                                                                                     | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       6600000 | PA      | $5929530.00   | 0.23%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ADCB FINANCE (CAYMAN) LTD                                                                | ADCBUH 8.16 04/29/29 emtn                                                                                                                             | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |   30000000000 | PA      | $1758646.27   | 0.07%             | 2029-04-29      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                     | IBM 3 02/03/31                                                                                                                                        | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4100000 | PA      | $4710334.37   | 0.18%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK - UNFUNDED                                                           | CLOUDHQ VA B3 QUICK - UNFUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        402785 | PA      | $402784.73    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 0.9 02/14/27                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      10300000 | PA      | $11884660.40  | 0.46%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 4.75 07/25/29 0729                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $274355.14    | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                              | LEBAN 6.1 10/04/22 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       1000000 | PA      | $253500.00    | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 5.75 03/31/34 144A                                                                                                                                | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |        195000 | PA      | $190084.89    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $35843.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE ANONYME DE GESTION DES STOCKS DE SECURITE                                        | SAGESS 3 11/25/31 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2298506.21   | 0.09%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                                                         | DBHNGR V1.6 PERP CB                                                                                                                                   | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $4514107.89   | 0.17%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 4 09/15/30                                                                                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       1500000 | PA      | $1380166.12   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                      | BRPCN 4.875 02/15/30 144A                                                                                                                             | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1370000 | PA      | $1281045.90   | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PURE INDUSTRIAL ISSUER TRUST CANADA                                                      | BX 2024-PURE A                                                                                                                                        | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |       3980854 | PA      | $2953873.34   | 0.11%             | 2041-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                            | EGYPT 5.625 04/16/30 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       4700000 | PA      | $5346809.04   | 0.21%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 0.875 05/17/27 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       4000000 | PA      | $4592633.29   | 0.18%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SLOVAK, REPUBLIC OF - MINISTRY OF FINANCE                                                | SLOVAK 1.915 05/10/34 10Y                                                                                                                             | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |        300000 | PA      | $401052.03    | 0.02%             | 2034-05-10      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | EDF 4.573 02/06/35 MPLE                                                                                                                               | CUSIP: 268317BG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $728414.47    | 0.03%             | 2035-02-06      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK                                                                      | CLOUDHQ VA B3 QUICK                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        630946 | PA      | $630946.27    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                   | CDS REPUBLIC OF IRELAND                                                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $33202.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 5.5 03/31/31 144A                                                                                                                                 | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |        125000 | PA      | $124376.16    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 6.7 02/25/32 10Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $109783.47    | 0.00%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 1.45 10/25/33                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       4825000 | PA      | $4540906.86   | 0.18%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                    | INDONESIA GOVERNMENT INTERNATIONAL BOND                                                                                                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      25000000 | PA      | $3636523.33   | 0.14%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                      | BRPCN 5 06/15/29 144a                                                                                                                                 | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1675000 | PA      | $1609390.25   | 0.06%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT                         | MOROC 3.875 04/02/29 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       1200000 | PA      | $1412605.14   | 0.05%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REGIONE UMBRIA                                                                           | UMBRIA F 03/26/31                                                                                                                                     | CUSIP: 000000000<br>LEI: 815600517A684B514873 | Long             | DBT              | NUSS              | IT        |        544946 | PA      | $606210.43    | 0.02%             | 2031-03-26      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                               | VZ 4.05 03/22/51 MPLE                                                                                                                                 | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       3200000 | PA      | $1927373.65   | 0.07%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 7.2 10/28/26 4Y                                                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $113320.89    | 0.00%             | 2026-10-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                       | IBRD 6.63 07/24/28 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      33700000 | PA      | $1846754.91   | 0.07%             | 2028-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF COSTA RICA                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $22799.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                      | URUGUA 1.32 12/09/36 8                                                                                                                                | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     100000000 | PA      | $503592.99    | 0.02%             | 2036-12-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 7.75 07/15/36 MTN                                                                                                                                 | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2290957.00   | 0.09%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.375 11/15/49                                                                                                                                      | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $629687.50    | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                             | UAL 4.875 03/01/29                                                                                                                                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       1230000 | PA      | $1214698.14   | 0.05%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                                                                   | GPSBLU 5.645 11/09/41 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | CORP              | IE        |        240000 | PA      | $235584.00    | 0.01%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                                     | DIGICEL INTL FIN LTD                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          3857 | NS      | $49845.55     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 4 03/15/15                                                                                                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        950000 | PA      | $764522.07    | 0.03%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                   | EBIUH 5 05/24/33 EMTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |       1000000 | PA      | $662386.51    | 0.03%             | 2033-05-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                       | VICI 4.25 12/01/26 144A                                                                                                                               | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $3990720.23   | 0.15%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2 02/15/50                                                                                                                                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $575312.50    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF ITALY                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $4732.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                 | EUR/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-3789.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3 02/15/49                                                                                                                                          | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       3000000 | PA      | $2165625.00   | 0.08%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                                | AFL 1.159 10/18/30                                                                                                                                    | CUSIP: 001055AV4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     700000000 | PA      | $4219078.92   | 0.16%             | 2030-10-18      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/57 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $89125.81     | 0.00%             | 2057-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SA                                                                             | BPIFRA 3.375 05/25/34 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |       6800000 | PA      | $7794969.05   | 0.30%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                                  | STACR 2020-DNA6 B1                                                                                                                                    | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-O            | USGSE             | US        |        400000 | PA      | $425234.24    | 0.02%             | 2050-12-27      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V0.654 06/09/27 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000000 | PA      | $1272407.40   | 0.05%             | 2027-06-09      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                               | KDP 3.881 03/26/30 144A                                                                                                                               | CUSIP: 56530KAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4100000 | PA      | $4796782.77   | 0.19%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V1.494 08/10/27 144A                                                                                                                              | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      13125000 | PA      | $13016084.81  | 0.50%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | EDF 5.636 08/28/35 MTN                                                                                                                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       4560000 | PA      | $3123150.69   | 0.12%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                   | ESKOM 6.35 08/10/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      16350000 | PA      | $16590099.75  | 0.64%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | USD/CNH FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $17944.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                            | RCKT 2024-CES1 A1A                                                                                                                                    | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        840629 | PA      | $844311.43    | 0.03%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                                  | QXO Inc                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2420000 | PA      | $2692551.31   | 0.10%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.75 05/15/55                                                                                                                                       | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        660000 | PA      | $634528.13    | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.25 10/22/41                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $77127.31     | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                      | GPN 4.875 03/17/31                                                                                                                                    | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        700000 | PA      | $836848.82    | 0.03%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT                                                        | AGFRNC 3 01/17/34                                                                                                                                     | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5585687.31   | 0.22%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCGEN V3.337 01/21/33 144A                                                                                                                           | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       2415000 | PA      | $2183590.84   | 0.08%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                                        | CHTR 8.375 07/15/33                                                                                                                                   | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2065000 | PA      | $2338719.02   | 0.09%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD                                                                      | EMIR 2021-2 M1C                                                                                                                                       | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |        436110 | PA      | $436817.48    | 0.02%             | 2034-04-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                                         | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                                                                                                  | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        518785 | PA      | $519848.44    | 0.02%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF EL SALVADOR                                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $180080.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.375 11/15/48                                                                                                                                      | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      41310000 | PA      | $32008795.31  | 1.24%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADCB FINANCE (CAYMAN) LTD                                                                | ADCBUH 4.5 10/25/27 MTN                                                                                                                               | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |       2270000 | PA      | $1602033.86   | 0.06%             | 2027-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                   | TRITOB 6.5 01/28/36 144A                                                                                                                              | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       2215000 | PA      | $2268315.05   | 0.09%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                              | MET 0.769 05/23/29                                                                                                                                    | CUSIP: 59156RBV9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     600000000 | PA      | $3663332.76   | 0.14%             | 2029-05-23      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL (MALTA) PLC                                                            | FRETER 7.25 05/15/28 144A                                                                                                                             | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |       3000000 | PA      | $3110853.03   | 0.12%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 4.15 01/26/28 8Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $108687.82    | 0.00%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 7.5 12/15/27 EMTN                                                                                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      33300000 | PA      | $1879123.85   | 0.07%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/56 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $92988.29     | 0.00%             | 2056-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V3.65 PERP U                                                                                                                                       | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      11370000 | PA      | $11322596.48  | 0.44%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE LLC                                                                 | PLD 0.885 06/27/36                                                                                                                                    | CUSIP: 74346GAP7<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |     300000000 | PA      | $1457085.94   | 0.06%             | 2036-06-27      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $3478.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.5 07/09/29                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        202276 | PA      | $209031.99    | 0.01%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/29 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       3600000 | PA      | $3844911.20   | 0.15%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.875 05/15/49                                                                                                                                      | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      22900000 | PA      | $16097984.38  | 0.62%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                                    | C V0 09/21/27 MTN                                                                                                                                     | CUSIP: 17324CMJ2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |       1500000 | PA      | $1492560.54   | 0.06%             | 2027-09-21      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2020-2                                                            | LFT 2020-2A A                                                                                                                                         | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        537691 | PA      | $532662.28    | 0.02%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGB 3.45 07/30/66                                                                                                                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       4200000 | PA      | $4232981.79   | 0.16%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       2000000 | PA      | $300352.53    | 0.01%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 2.5 07/25/27 0727                                                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $270014.21    | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 2.125 12/01/30 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       9015000 | PA      | $7876856.25   | 0.30%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      41500000 | PA      | $6942176.50   | 0.27%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -113840000 | OU      | $-140.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZORES, AUTONOMOUS REGION OF                                                             | AZORES 3.72 10/17/28                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |        400000 | PA      | $473114.98    | 0.02%             | 2028-10-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                          | TMHC 5.125 08/01/30 144A                                                                                                                              | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |        150000 | PA      | $149394.88    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4166 IO                                                                                                                                           | CUSIP: 3137AYCV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       3145359 | PA      | $484837.88    | 0.02%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 06/30/32                                                                                                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      11295000 | PA      | $11204992.97  | 0.43%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                                                                  | LINE 4.125 11/26/31                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |       7100000 | PA      | $8207024.32   | 0.32%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: A2                                                             | HPS SLF VI GP - UNFUNDED: A2                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        514321 | PA      | $514321.00    | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/58 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $85935.83     | 0.00%             | 2058-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GREECE 6.14 04/14/28                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       5400000 | PA      | $6688070.27   | 0.26%             | 2028-04-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V3.35 03/02/33 MTN                                                                                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       4410000 | PA      | $4059784.78   | 0.16%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 8.375 11/01/33 144A                                                                                                                            | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        775000 | PA      | $830253.82    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS REPUBLIC OF ESTONIA                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $20415.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 0.59 08/15/29 15                                                                                                                               | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1700000000 | PA      | $10201846.00  | 0.39%             | 2029-08-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      49000000 | PA      | $9598214.32   | 0.37%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB SA                                                                   | CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA                                                                                                        | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |      17000000 | PA      | $2545165.12   | 0.10%             | 2029-04-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | BTPS 4.1 10/10/28 VALR                                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       1000000 | PA      | $1201083.13   | 0.05%             | 2028-10-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                      | BRPCN 6.25 09/15/27 144A                                                                                                                              | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1275000 | PA      | $1276479.00   | 0.05%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 4 04/23/30                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       1095000 | PA      | $1276150.72   | 0.05%             | 2030-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 5 05/15/45                                                                                                                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106145000 | PA      | $106576214.06 | 4.11%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                                  | STACR 2021-DNA6 M2                                                                                                                                    | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |         73112 | PA      | $73270.27     | 0.00%             | 2041-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 2.875 05/26/28 144A                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1100000 | PA      | $1269429.23   | 0.05%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | S 0 08/15/29                                                                                                                                          | CUSIP: 912833XP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        345000 | PA      | $302926.40    | 0.01%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS STELLANTIS NV                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $4564.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                 | MEXPCP 5.5 08/17/30 144A                                                                                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |      13210000 | PA      | $13298507.00  | 0.51%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                            | CDEP 3.375 02/11/32 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |       4000000 | PA      | $4647614.57   | 0.18%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                      | JPMCC 2017-JP6 A3                                                                                                                                     | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1613615 | PA      | $1596996.32   | 0.06%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| VALE CANADA LTD                                                                          | VALEBZ 7.2 09/15/32                                                                                                                                   | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $2756250.00   | 0.11%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 3.65 09/24/31 15Y                                                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $95911.65     | 0.00%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                                                                  | AMCSRV 6.034 01/16/42 144A                                                                                                                            | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |       9000000 | PA      | $9111796.20   | 0.35%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5.25 02/15/31 144A                                                                                                                              | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1187940.00   | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                  | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                                            | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |       5000000 | PA      | $742675.21    | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                        | CHLMPC 5.58 10/20/35 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       2003885 | PA      | $2047469.75   | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 5.25 04/15/31 144A                                                                                                                                | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        220000 | PA      | $220050.95    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | USD/PLN FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-10374.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 11.85 03/09/28                                                                                                                                  | CUSIP: 195325AQ8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       1000000 | PA      | $1109080.00   | 0.04%             | 2028-03-09      | Fixed         | 11.85%                | No            |                  2 | On Loan: No      |
| NATIONAL POWER CORP                                                                      | PSALM 9.625 05/15/28                                                                                                                                  | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |       4320000 | PA      | $4750617.60   | 0.18%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                                              | ASH 3.375 09/01/31 144A                                                                                                                               | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |       1600000 | PA      | $1429473.89   | 0.06%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.625 11/15/50                                                                                                                                      | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $515312.50    | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 8.125 04/28/34                                                                                                                                 | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       5659000 | PA      | $6366375.00   | 0.25%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 4.75 10/11/34 15Y                                                                                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $95147.23     | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 7.2 05/31/27 4Y                                                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $113835.11    | 0.00%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 5.25 12/07/34 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      17100000 | PA      | $22733409.34  | 0.88%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHARJAH, EMIRATES OF - MINISTRY OF FINANCE                                               | SHJGOV 4.625 01/17/31 REgs                                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |       3400000 | PA      | $3891814.55   | 0.15%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 5 02/12/29 10Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $108115.99    | 0.00%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS UNICREDIT SPA                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $649.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                                                           | RESFER 4.7 06/01/35 MPLE                                                                                                                              | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       6400000 | PA      | $4703541.80   | 0.18%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5 02/15/29 144A                                                                                                                                 | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        175000 | PA      | $123929.75    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                               | DLLTD 0 12/31/30 3B14                                                                                                                                 | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        236373 | PA      | $0.24         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                            | RCKT 2024-CES5 A1A                                                                                                                                    | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        426877 | PA      | $429083.47    | 0.02%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| EQUIFIRST MORTGAGE LOAN TRUST 2003-2                                                     | EMLT 2004-1 1A1                                                                                                                                       | CUSIP: 29445FAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        280098 | PA      | $275500.29    | 0.01%             | 2034-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V4.916 01/15/34 144A                                                                                                                              | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2445194.50   | 0.09%             | 2034-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4                                                  | STACR 2022-DNA4 M1B                                                                                                                                   | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-O            | USGSE             | US        |        300000 | PA      | $306750.00    | 0.01%             | 2042-05-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.875 02/15/51                                                                                                                                      | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $548437.50    | 0.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                              | PROLOGIS LP                                                                                                                                           | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      63660000 | PA      | $9486446.62   | 0.37%             | 2029-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 4.875 06/01/28 144A                                                                                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        300000 | PA      | $280875.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS REPUBLIC OF FRANCE                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-12742.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 Regs                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        251519 | PA      | $184866.32    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                                          | WPC 0.95 06/01/30                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |       9950000 | PA      | $10489526.00  | 0.40%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.67 12/31/38 par8                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1637456000 | PA      | $1568895.28   | 0.06%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| MALTA, REPUBLIC OF - MINISTER OF FINANCE THE ECONOMY AND INVESTMENT                      | MALTA 1.2 05/13/37 16Y                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |       1000000 | PA      | $881781.20    | 0.03%             | 2037-05-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 - UNFUNDED                                                                 | CLOUDHQ VA B2 - UNFUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        436008 | PA      | $436008.00    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| AT&T INC                                                                                 | T 5.1 11/25/48 MPLE                                                                                                                                   | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       4575000 | PA      | $3240055.18   | 0.13%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                                                   | Agricultural Development Bank of China                                                                                                                | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | USGA              | CN        |      55000000 | PA      | $8825643.18   | 0.34%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                                        | SEGPLP 3.75 08/10/27 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |       2500000 | PA      | $2944888.54   | 0.11%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 5.125 03/19/38                                                                                                                                    | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       3600000 | PA      | $4155171.68   | 0.16%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                            | PTHREE 1.625 01/26/29 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |       1900000 | PA      | $2120196.78   | 0.08%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                               | THB/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-184915.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS SOCIALIST REPUBLIC OF VIETNAM                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $10799.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 6 03/15/34 144A                                                                                                                                   | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        145000 | PA      | $143715.97    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 8.375 02/15/27                                                                                                                                  | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       7474000 | PA      | $7609129.92   | 0.29%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC Holdings PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $146666.42    | 0.01%             | 2027-06-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.25 05/15/50                                                                                                                                       | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $468906.25    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRX 2.5 08/16/31                                                                                                                                      | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       1880000 | PA      | $1676737.07   | 0.06%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                                                  | COSTAR 6.55 04/03/34 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       1000000 | PA      | $1072750.00   | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                                                       | CDCEPS 3.0625 10/09/30 EMTN                                                                                                                           | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |       1300000 | PA      | $1503219.36   | 0.06%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 7.1 07/31/34 11Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $111642.12    | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                 | ISRELE 7.75 12/15/27 REGS                                                                                                                             | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |       8650000 | PA      | $9000238.50   | 0.35%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                  | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                                            | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |      13000000 | PA      | $1940791.33   | 0.07%             | 2028-07-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                        | CDS NOMURA HOLDINGS INC                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $6912.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                          | LLOYDS 0 04/02/32 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |       2800000 | PA      | $2089500.00   | 0.08%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/29 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        194141 | PA      | $232498.85    | 0.01%             | 2029-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                               | DIAMOND SPORTS GRP LLC- CS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         44198 | NS      | $9104.79      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                | ASSDLN 8 07/01/31 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |       1230000 | PA      | $1376397.63   | 0.05%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.25 12/07/55                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $108084.37    | 0.00%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                                       | RADIATE HOLDCO LLC                                                                                                                                    | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |       2105277 | PA      | $1915507.49   | 0.07%             | 2029-09-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                            | DISH 5.125 06/01/29                                                                                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        500000 | PA      | $459776.78    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                     | WESTPAC BANKING CORP                                                                                                                                  | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $303662.72    | 0.01%             | 2034-07-31      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                       | CIFR 7.125 11/15/30 144A                                                                                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1275000 | PA      | $1322196.06   | 0.05%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| EMIRATES TELECOMMUNICATIONS GROUP COMPANY PJSC                                           | ETISLT 0.875 05/17/33 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |       1200000 | PA      | $1154618.09   | 0.04%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $-2020.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37                                            | CGCMT 2016-GC37 XB                                                                                                                                    | CUSIP: 17290XAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9288256 | PA      | $5657.48      | 0.00%             | 2049-04-12      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                       | O 3.375 06/20/31                                                                                                                                      | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6600000 | PA      | $7614267.04   | 0.29%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 2.875 10/17/29 10Y                                                                                                                              | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       3300000 | PA      | $3148384.47   | 0.12%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                     | OMAN 7.375 10/28/32 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       1000000 | PA      | $1138020.00   | 0.04%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL4                                                           | LHOME 2024-RTL4 A1                                                                                                                                    | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1500000 | PA      | $1503729.60   | 0.06%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/40 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        377714 | PA      | $435834.36    | 0.02%             | 2040-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 MORTGAGE TRUST                                                            | COMM 2014-UBS4 XB                                                                                                                                     | CUSIP: 12591QAA0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-O            | CORP              | US        |      50000000 | PA      | $101325.00    | 0.00%             | 2047-08-12      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                 | WYNFIN 7.125 02/15/31 144A                                                                                                                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        820000 | PA      | $868762.40    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| CATALUNYA, GENERALITAT DE                                                                | GENCAT 6.35 11/30/41 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       2100000 | PA      | $2929582.15   | 0.11%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: B                                                                         | HPS SLF VI IM: B                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        646446 | PA      | $646446.00    | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS SIEMENS AG                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $6845.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                     | CLF 6.875 11/01/29 144A                                                                                                                               | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        635000 | PA      | $646894.82    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | CITIGROUP INC DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.25% NONCUMULATIVE PREFERRED STOCK, SERIES II                   | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |        260011 | NS      | $6591278.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 1.875 02/04/35                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      60000000 | PA      | $61081905.37  | 2.36%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE LLC                                                                 | PLD 1.003 06/24/32                                                                                                                                    | CUSIP: 74346GAG7<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |    1500000000 | PA      | $8404784.90   | 0.32%             | 2032-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 5.5 04/15/34 144A                                                                                                                                 | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        230000 | PA      | $229425.00    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK                                                                      | CLOUDHQ VA B1 QUICK                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1530797 | PA      | $1530796.61   | 0.06%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| EAGLE RE 2023-1 LTD                                                                      | EMIR 2023-1 M1A                                                                                                                                       | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |         45471 | PA      | $45497.59     | 0.00%             | 2033-09-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 3.22 08/04/34 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     100000000 | PA      | $652235.08    | 0.03%             | 2034-08-04      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.125 08/15/40                                                                                                                                      | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        160000 | PA      | $99025.00     | 0.00%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKGB F 01/09/30 4Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       3700000 | PA      | $79879.83     | 0.00%             | 2030-01-09      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                | CDS SIEMENS AG                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |             1 | NC      | $3637.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 5.805 05/01/50                                                                                                                                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       3760000 | PA      | $3660254.45   | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ADIF - ALTA VELOCIDAD                                                                    | ADIFAL 3.25 05/31/29 EMTn                                                                                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |       5000000 | PA      | $5888966.68   | 0.23%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                            | MDT 2.95 10/15/30                                                                                                                                     | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $10407892.99  | 0.40%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CASSA DEL TRENTINO - SOCIETA' FINANZIARIA PER GLI ENTI PUBBLICI SPA                      | CASDEL 1.16 06/17/26 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 815600ECB4F640532453 | Long             | DBT              | CORP              | IT        |        158382 | PA      | $185566.15    | 0.01%             | 2026-06-17      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 REgs                                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        220535 | PA      | $162786.66    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 2.7 09/20/45 194                                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    1471700000 | PA      | $8497902.54   | 0.33%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC26                                                   | GSMS 2014-GC26 XB                                                                                                                                     | CUSIP: 36250HAH6<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-O            | CORP              | US        |      47683739 | PA      | $228.88       | 0.00%             | 2047-11-13      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET 6 06/15/48                                                                                                                                         | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       2350000 | PA      | $2253984.53   | 0.09%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES6                                                            | RCKT 2024-CES6 A1A                                                                                                                                    | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3954998 | PA      | $3958962.50   | 0.15%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                     | CLF 7.375 05/01/33 144A                                                                                                                               | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        395000 | PA      | $398770.57    | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                              | CDS BANK OF AMERICA CORP                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $37178.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                            | DISH 7.375 07/01/28                                                                                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        250000 | PA      | $244303.99    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                                                                  | AMCSRV 6.034 01/16/42 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |       2770000 | PA      | $2804408.39   | 0.11%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                 | RABOBK 3.5 12/14/26 GMTN                                                                                                                              | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       2882000 | PA      | $2041979.34   | 0.08%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 1.25 03/11/33                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       1200000 | PA      | $1184799.68   | 0.05%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                                   | NXPI 3.15 05/01/27                                                                                                                                    | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |        575000 | PA      | $568278.25    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC F 07/06/46                                                                                                                                        | CUSIP: 949746NG2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        450000 | PA      | $449007.97    | 0.02%             | 2046-07-06      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| REGIONE LOMBARDIA                                                                        | LOMBIT 5.804 10/25/32                                                                                                                                 | CUSIP: 541624AA0<br>LEI: 815600FFE23852109066 | Long             | DBT              | NUSS              | IT        |       2590000 | PA      | $2388738.09   | 0.09%             | 2032-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                                           | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        633000 | NS      | $688387.50    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 6.3 04/25/29 5Y                                                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $111672.05    | 0.00%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 2.5 10/25/27 7Y                                                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $106759.99    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS REPUBLIC OF KAZAKHSTAN                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $-20882.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 1.375 08/15/50                                                                                                                                      | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $482968.75    | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE' DES GRANDS PROJETS EPIC                                                         | SOGRPR 0 11/25/30 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $1016962.56   | 0.04%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 4.875 04/23/33                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       3355000 | PA      | $3890344.60   | 0.15%             | 2033-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                             | DNBNO V4.832 03/30/32 144A                                                                                                                            | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |       1170000 | PA      | $1167065.17   | 0.05%             | 2032-03-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 7.5 04/08/33 MTNA                                                                                                                                 | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        875400 | PA      | $998940.83    | 0.04%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 2.75 10/25/29 1029                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $257122.46    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 2.124 07/16/31 144A                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       3600000 | PA      | $3681026.47   | 0.14%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 0 06/28/27 EMTN                                                                                                                                    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      27000000 | PA      | $1409366.38   | 0.05%             | 2027-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 0.6 12/20/36 159                                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     350000000 | PA      | $1819160.30   | 0.07%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                              | PETBRA 5.375 10/01/29 .                                                                                                                               | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       8603000 | PA      | $11519227.73  | 0.44%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                         | CDS KINGDOM OF BAHRAIN                                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |             1 | NC      | $138107.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EX-IM BK INDIA/L                                                                         | EXPORT-IMPORT BANK OF INDIA/LONDON                                                                                                                    | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      50000000 | PA      | $7337937.17   | 0.28%             | 2026-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 0 10/05/26 EMTn                                                                                                                                    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000000 | PA      | $112352.29    | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 0.99 08/15/28 11                                                                                                                               | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     800000000 | PA      | $4959790.49   | 0.19%             | 2028-08-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 7 01/15/28 144A                                                                                                                                 | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        375000 | PA      | $329073.75    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 6 10/25/33 1033                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $283412.19    | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS, REPUBLIC OF - MINISTRY OF FINANCE                                                | CYPRUS 2.75 05/03/49 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       3000000 | PA      | $2837322.35   | 0.11%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2 08/15/51                                                                                                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $562187.50    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF - MINISTRY OF FINANCE                                                   | ISRAEL 6.875 10/21/34 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       3517000 | PA      | $5059431.31   | 0.20%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                              | PETBRA 6.625 01/16/34                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       6690000 | PA      | $9127313.97   | 0.35%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION 8.25% NON-CUMULATIVE PREFERRED STOCK, SERIES S                                                                  | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |         15000 | NS      | $175500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                                           | SWOP IRS EUR                                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -113840000 | OU      | $-520.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2020-HR8                                                  | MSC 2020-HR8 XB                                                                                                                                       | CUSIP: 61692BBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54413000 | PA      | $1828570.63   | 0.07%             | 2053-07-17      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 3.5 07/22/68                                                                                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $90074.85     | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 4.85 07/25/29 8Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $106820.42    | 0.00%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKGB 2.48 05/02/29 CPI                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       5448105 | PA      | $112496.85    | 0.00%             | 2029-05-02      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 3.75 07/24/26 12Y                                                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       2200000 | PA      | $2581100.47   | 0.10%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 9.85 06/28/27                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   23612000000 | PA      | $6418931.89   | 0.25%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VIETNAM, SOCIALIST REPUBLIC OF                                                           | VIETNM 5.5 03/12/28 30YR                                                                                                                              | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |      32803650 | PA      | $31528572.07  | 1.22%             | 2028-03-12      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 3.875 10/29/35 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1000000 | PA      | $1002396.86   | 0.04%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.25 12/07/49                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $111199.13    | 0.00%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                 | T 3.95 04/30/31                                                                                                                                       | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6500000 | PA      | $7760926.23   | 0.30%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.17.AAA                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-50076.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGIONE LAZIO                                                                            | LAZIO 3.088 03/31/43                                                                                                                                  | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |       5813088 | PA      | $6207820.90   | 0.24%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS                                                                      | WI PUBFAC 9.25 09/01/2055                                                                                                                             | CUSIP: 74446DAP3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |       5050000 | PA      | $4794558.74   | 0.19%             | 2055-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                 | ISRELE 3.7 05/23/30 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000000 | PA      | $1305359.10   | 0.05%             | 2030-05-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.625 10/22/71                                                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $49626.55     | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                       | O 5 10/15/29                                                                                                                                          | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6300000 | PA      | $8495711.07   | 0.33%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                                               | SOGESA V6.5 05/16/44                                                                                                                                  | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $5105673.58   | 0.20%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 4.5 06/16/34 10Y                                                                                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       1200000 | PA      | $1441857.19   | 0.06%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                 | ISRELE 7.875 12/15/26 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |       5889000 | PA      | $5974272.72   | 0.23%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V3.057 01/25/33                                                                                                                                     | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       1595000 | PA      | $1445328.48   | 0.06%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.125 01/31/39                                                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $84261.04     | 0.00%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS STATE OF QATAR                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $26330.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                           | CDS CMBX.NA.AAA.17                                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-250381.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                              | TRACTC 5.875 03/01/31 144A                                                                                                                            | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1350000 | PA      | $1328233.20   | 0.05%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                                                              | INTERNATIONAL PARK HLDGS BV                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2525000 | PA      | $2926422.92   | 0.11%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 1.625 04/28/32 12Y                                                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       2976000 | PA      | $3120731.22   | 0.12%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4                                               | NRZT 2018-4A A1S                                                                                                                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        278009 | PA      | $274412.56    | 0.01%             | 2048-01-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS 0.5 06/26/43 EMTN                                                                                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      16700000 | PA      | $176174.83    | 0.01%             | 2043-06-26      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGB 1 10/31/50                                                                                                                                       | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      10600000 | PA      | $6563270.13   | 0.25%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                                  | STACR 2021-DNA7 M2                                                                                                                                    | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |        830000 | PA      | $833943.00    | 0.03%             | 2041-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                      | CGCMT 2014-GC21 XB                                                                                                                                    | CUSIP: 17322MBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1862642 | PA      | $1222.82      | 0.00%             | 2047-05-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SVENSK EXPORTKREDIT AB                                                                   | SEK 0 06/25/27 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |       1400000 | PA      | $76497.61     | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                                                   | TDFINF 4.125 10/23/31                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |       4100000 | PA      | $4798504.01   | 0.19%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                           | GBP/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $14086.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERMUDA, GOVERNMENT OF                                                                   | BERMUD 5 07/15/32 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |        575000 | PA      | $579381.50    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 4.25 12/07/46                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       4475000 | PA      | $5070302.48   | 0.20%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING TRUST SERIES 2003-3                                                        | CFAB 2003-4 2A2                                                                                                                                       | CUSIP: 161546GB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        130665 | PA      | $130157.52    | 0.01%             | 2033-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CATALUNYA, GENERALITAT DE                                                                | GENCAT 5.9 05/28/30 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |       3250000 | PA      | $4145700.15   | 0.16%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | ACAFP V4.2 05/29/34 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |        400000 | PA      | $270461.66    | 0.01%             | 2034-05-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DENMARK, KINGDOM OF - MINISTRY OF FINANCE                                                | DGB 0.25 11/15/52 32Y                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |       5000000 | PA      | $373259.62    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                                            | CAF 4.75 04/16/29                                                                                                                                     | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |       1500000 | PA      | $2033266.67   | 0.08%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.7 02/16/32 144A                                                                                                                               | CUSIP: 71643VAA3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       1800000 | PA      | $1650600.00   | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCGEN 5 05/19/27 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |        220000 | PA      | $156437.90    | 0.01%             | 2027-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER TRUST                                                             | GABBMT 6.097 08/01/38 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7715000 | PA      | $7649191.05   | 0.30%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                            | CDS GAZPROM PAO                                                                                                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $57325.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSK EXPORTKREDIT AB                                                                   | SEK 0 03/30/32 EMTN                                                                                                                                   | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |      43890000 | PA      | $1430982.09   | 0.06%             | 2032-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK - UNFUNDED                                                           | CLOUDHQ VA B2 QUICK - UNFUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        884373 | PA      | $884372.59    | 0.03%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                    | China Government Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       3500000 | PA      | $557694.42    | 0.02%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPAIN 5.25 04/06/29 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      16080000 | PA      | $22007550.18  | 0.85%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5 01/30/28 144A                                                                                                                                 | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       1090000 | PA      | $929573.80    | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                                         | MINASG 5.333 02/15/28 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       8364600 | PA      | $8406423.00   | 0.32%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                       | O 4.875 07/06/30                                                                                                                                      | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       4400000 | PA      | $5411250.64   | 0.21%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.625 08/31/30                                                                                                                                      | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       9000000 | PA      | $8865000.00   | 0.34%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 0.7 02/03/29                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       5365000 | PA      | $5843274.73   | 0.23%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 1.2 04/28/33                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       1350000 | PA      | $1323092.03   | 0.05%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | MXN/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-27363.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 4.25 02/01/31 144A                                                                                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        723000 | PA      | $656204.35    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/66 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        300000 | PA      | $61155.73     | 0.00%             | 2066-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS KG03 X1                                                                                                                                          | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      98339074 | PA      | $4435957.61   | 0.17%             | 2030-06-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                                                         | COMILA 4.019 06/29/35                                                                                                                                 | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |       6958000 | PA      | $8103423.07   | 0.31%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CANADA, HER MAJESTY IN RIGHT OF - DEPARTMENT OF FINANCE                                  | CANRRB 0.25 12/01/54 CPI                                                                                                                              | CUSIP: 135087M43<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |        237560 | PA      | $112582.82    | 0.00%             | 2054-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                        | ITALY 3.875 05/06/51 30Y                                                                                                                              | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       1492000 | PA      | $1080949.82   | 0.04%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 6.625 05/15/32                                                                                                                                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        185000 | PA      | $179565.25    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CALEDONIA GENERATING LLC                                                                 | NEWCAL 1.95 02/28/34 144A                                                                                                                             | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8324721 | PA      | $7244311.72   | 0.28%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                   | LOGICR 1.625 07/15/27 EMTN                                                                                                                            | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       4300000 | PA      | $4950555.46   | 0.19%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                                         | (PIPA070) PGIM Core Government Money Market Fund                                                                                                      | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |       7045564 | NS      | $7045563.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                               | SEK/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |             1 | NC      | $33563.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 8.75 10/30/28 6Y                                                                                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $118422.43    | 0.00%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.25 05/15/41                                                                                                                                       | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        545000 | PA      | $394188.28    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 5.25 01/30/30 144A                                                                                                                              | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       3250000 | PA      | $2112500.00   | 0.08%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG V10.25 PERP 144A                                                                                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        650000 | PA      | $704595.23    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GAZ FINANCE PLC                                                                          | GAZPRU 3 06/29/27                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |       1410000 | PA      | $1198500.00   | 0.05%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MADEIRA, AUTONOMOUS REGION OF                                                            | GOVMAD 1.141 12/04/34                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |       1000000 | PA      | $919635.17    | 0.04%             | 2034-12-04      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN WESTFALEN                                                                 | NRW 7.5 06/08/27 EMTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |        500000 | PA      | $28401.12     | 0.00%             | 2027-06-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 4.5 03/19/34                                                                                                                                      | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1070000 | PA      | $1241087.46   | 0.05%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARIS, VILLE DE                                                                          | VDP 1.75 05/25/31 EMTN                                                                                                                                | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |       2800000 | PA      | $3049467.57   | 0.12%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE                                               | JGB 2.1 12/20/35 381                                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $30901338.19  | 1.19%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                    | CDS REPUBLIC OF ROMANIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $875.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | BTPCL 5 03/01/35                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     505000000 | PA      | $540594.81    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.875 09/30/32                                                                                                                                      | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45621000 | PA      | $44872530.47  | 1.73%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 6.375 05/15/30                                                                                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        365000 | PA      | $357575.27    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24                                          | WFCM 2016-LC24 XB                                                                                                                                     | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-O            | CORP              | US        |      20910000 | PA      | $37541.81     | 0.00%             | 2049-10-18      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 4.875 09/23/32 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       1000000 | PA      | $945000.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                                | HONG KONG GOVERNMENT INTERNATIONAL BOND                                                                                                               | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |      22000000 | PA      | $3535293.77   | 0.14%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                              | BHCCN 6.25 02/15/29 144A                                                                                                                              | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |         25000 | PA      | $18375.00     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.375 05/15/51                                                                                                                                      | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45110000 | PA      | $27883618.75  | 1.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                      | SOFTBK 5.875 07/10/31 .                                                                                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       1300000 | PA      | $1503621.70   | 0.06%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                                                       | DIGICEL INTL FIN LTD Common Equity                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         59495 | NS      | $1509685.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS USD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |     -68380000 | OU      | $-347612.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMAIN GREENBOUGH PARTNER 2 - UNFUNDED                                                   | DOMAIN GREENBOUGH PARTNER 2 - UNFUNDED                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        358171 | PA      | $358171.00    | 0.01%             | 2032-01-24      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                                | KHC 4.875 10/01/49                                                                                                                                    | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |         15000 | PA      | $12285.33     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO (ON), CITY OF                                                                    | TRNT 3.25 06/24/46                                                                                                                                    | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | MUN               | CA        |       3000000 | PA      | $1761913.35   | 0.07%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMGB 8 04/29/30 7Y                                                                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        500000 | PA      | $117047.23    | 0.00%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 5.125 11/01/27                                                                                                                                    | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        280000 | PA      | $279910.86    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.25 02/15/52                                                                                                                                       | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000000 | PA      | $595000.00    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                                  | IDFMOB 0.95 02/16/32 emtn                                                                                                                             | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |       1400000 | PA      | $1431239.67   | 0.06%             | 2032-02-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                | ASSDLN 8 07/01/31 144A                                                                                                                                | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |       1625000 | PA      | $1818096.34   | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FEDERAL HOME LOAN MORTGAGE CORP 8.375% FIXED TO FLTG NON-CUMUMLATIVE PERPTUAL SERIES Z                                                                | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |         10000 | NS      | $112500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DENMARK, KINGDOM OF - MINISTRY OF FINANCE                                                | DGB 0.5 11/15/29 10Y                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |       4300000 | PA      | $629729.59    | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                             | JPY/USD FORWARD                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-195492.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                                   | KOREA DEVELOPMENT BANK/THE                                                                                                                            | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |       6000000 | PA      | $881221.03    | 0.03%             | 2026-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                                                                 | NTPCIN 2.75 02/01/27 EMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |      12350000 | PA      | $14427322.66  | 0.56%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                               | USB V3.7 PERP                                                                                                                                         | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      18150000 | PA      | $17837775.69  | 0.69%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| LAMB WESTON HOLDINGS INC                                                                 | LW 4.125 01/31/30 144A                                                                                                                                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |         75000 | PA      | $71861.54     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/36 CAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        862000 | PA      | $702594.99    | 0.03%             | 2036-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLOVENIA, REPUBLIC OF - MINISTRY OF FINANCE TREASURY                                     | SLOVEN 5 09/19/33 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       3200000 | PA      | $3306400.00   | 0.13%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                      | MEDIND 3.875 04/01/29 144A                                                                                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1749608.73   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF THE PHILIPPINES (BANGKO SENTRAL NG PILIPINAS)                            | BSNZPM 8.6 06/15/27 A                                                                                                                                 | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |       3560000 | PA      | $3709769.20   | 0.14%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLGB 0.25 10/25/26 1026                                                                                                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1000000 | PA      | $271248.76    | 0.01%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 2.875 05/26/28 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        700000 | PA      | $807818.60    | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWOP IRS AUD                                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |    -233197500 | OU      | $-16917.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 3.125 05/15/27 REGS                                                                                                                            | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      15595000 | PA      | $18257314.07  | 0.70%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                                    | C 3.79 09/28/28 GMTN                                                                                                                                  | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $782502.51    | 0.03%             | 2028-09-28      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                 | LW 4.375 01/31/32 144A                                                                                                                                | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       1650000 | PA      | $1554359.08   | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION   | GGB 4.3 02/24/35 PSI                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        199408 | PA      | $235626.64    | 0.01%             | 2035-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                                  | STACR 2021-DNA5 M2                                                                                                                                    | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |        307224 | PA      | $307984.70    | 0.01%             | 2034-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE            | FRTR 0.55 03/01/39 OATi                                                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        105854 | PA      | $106151.98    | 0.00%             | 2039-03-01      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                        | OGN 5.125 04/30/31 144A                                                                                                                               | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |        525000 | PA      | $521671.92    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS PARTNERS LP                                                                   | FERRELLGAS PARTNERS LP UNIT LTD PTNRSHP                                                                                                               | CUSIP: 315293209<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |         13655 | NS      | $345649.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VANTAGE ORACLE TX                                                                        | VANTAGE ORACLE TX                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        329395 | PA      | $329395.36    | 0.01%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                       | SANTAN 2.749 12/03/30                                                                                                                                 | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |        600000 | PA      | $541289.76    | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                            | CDS GAZPROM PAO                                                                                                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |             1 | NC      | $1487945.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                            | FWRD 9.5 10/15/31 144A                                                                                                                                | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2096000 | PA      | $2147066.00   | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                    | SPGBS 0 07/30/29 CSTR                                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        438400 | PA      | $468595.41    | 0.02%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                                   | China Development Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | USGA              | CN        |      16000000 | PA      | $2389711.99   | 0.09%             | 2027-01-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 2.375 02/15/42                                                                                                                                      | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      56495000 | PA      | $40879428.91  | 1.58%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALBERTA (AB), PROVINCE OF - DEPUTY PROVINCIAL TREASURER                                  | ALTA 3.05 12/01/48                                                                                                                                    | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |       3500000 | PA      | $1996469.98   | 0.08%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MONTREAL (QC), VILLE DE - SERVICE DES FINANCES ET DU CONTROLE                            | MNTRL 3.9 09/01/35                                                                                                                                    | CUSIP: 614853FJ3<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |       4000000 | PA      | $2898722.72   | 0.11%             | 2035-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                    | LVLT 7 03/31/34 144A                                                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1871332.31   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK - UNFUNDED                                                           | CLOUDHQ VA B1 QUICK - UNFUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1218165 | PA      | $1218165.39   | 0.05%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 3.25 01/22/44                                                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        100000 | PA      | $100552.62    | 0.00%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                                      | TPMT 2024-CES2 A1A                                                                                                                                    | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        281071 | PA      | $282224.90    | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** Prudential Global Total Return Fund, Inc.

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer