# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-008880
**Filing Date:** 2026-2
**Character Count:** 931898
**Document Hash:** b8311c5a8289571923d9ce5f41fa3ff9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008880.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-008880

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 26698257

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST PRESERVATION ASSET ALLOCATION PORTFOLIO (Series ID: S000006794)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000018402 | AST PRESERVATION ASSET ALLOCATION PORTFOLIO |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

- **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:** 1-888-778-2888

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

- **a. Name of Series:** AST Preservation Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000006794

- **c. LEI of Series:** 65RJ4HWUB81ZY1R5RS74

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3160352079.25

**Total Liabilities:** $31031643.44

**Net Assets:** $3129320435.81

**Cash Not Reported:** $28235511.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1211.01098000 | **1-Year:** 26105.36955000 | **5-Year:** 152108.01695000 | **10-Year:** 50135.01998000 | **30-Year:** 12734.42495000

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

- **3-Month:** 530.87144000 | **1-Year:** 9802.98741000 | **5-Year:** 13844.64628000 | **10-Year:** 2021.50983000 | **30-Year:** 105.25448000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018402 | 1.07%                | 0.51%                | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9998846.67              | $12428607.09                               |
| Month 2  | $12763855.63             | $560168.26                                 |
| Month 3  | $9110283.76              | $-3717553.22                               |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.IG.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $809129.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3837.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $356.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      8200 | NS      | $265611.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                                          | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |     38346 | NS      | $3682366.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Tokyo Gas Co Ltd                                               | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      2900 | NS      | $114968.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98327.63     | 0.00%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    840000 | PA      | $839523.51    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Zebra Technologies Corp                                        | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1400 | NS      | $339948.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37496.24     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215466.30    | 0.01%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                     | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       626 | NS      | $283803.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                       | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $377408.43    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | 3 MONTH SOFR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -73 | NC      | $-8797.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                     | Atlas Senior Loan Fund XXIII Ltd                                                | CUSIP: 04942HAE5<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10040623.00  | 0.32%             | 2037-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $205762.41    | 0.01%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     11560 | NS      | $2787809.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151134.47    | 0.00%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                  | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       400 | NS      | $87744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                                 | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77878 | PA      | $75344.60     | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                         | Lendmark Funding Trust 2025-2                                                   | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332688.18    | 0.01%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                             | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5186.43      | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                     | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      9389 | NS      | $505409.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| One Bryant Park Trust                                          | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $181003.88    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9628.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                        | Honeywell International Inc                                                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $475723.03    | 0.02%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $246853.11    | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                              | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     10500 | NS      | $488250.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                                           | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     20767 | NS      | $312688.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTOM SA                                                      | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $124156.94    | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56608.50     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                  | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      2284 | NS      | $222817.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                      | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     35048 | NS      | $272543.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $433434.24    | 0.01%             | 2041-09-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                                  | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     14072 | NS      | $935225.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1090.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                          | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      4428 | NS      | $961141.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR LEASING CO LLC                                            | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1033899.07   | 0.03%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                         | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      8338 | NS      | $341207.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                       | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    746400 | PA      | $691573.19    | 0.02%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $219250.00    | 0.01%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                   | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        30 | NS      | $101745.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AG                                                     | LANXESS AG                                                                      | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      5279 | NS      | $108174.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $308896.41    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                       | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     24200 | NS      | $601128.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13079000 | PA      | $12004069.69  | 0.38%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $222.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $222935.64    | 0.01%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                      | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     44500 | NS      | $715560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Chubu Electric Power Co Inc                                    | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      4900 | NS      | $75491.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $82974.41     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35018.00     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                      | Ayvens SA                                                                       | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $481298.41    | 0.02%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1522968.75   | 0.05%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53428.09     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                              | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $481627.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29798.65     | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -74 | NC      | $-56235.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                            | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       300 | NS      | $126618.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                                         | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     21500 | NS      | $283024.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $877021.25    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                      | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      2267 | NS      | $789634.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      4900 | NS      | $1022777.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aumovio SE                                                     | Aumovio SE                                                                      | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |      2655 | NS      | $133313.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                     | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2600 | NS      | $812708.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238647 | PA      | $227488.67    | 0.01%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                       | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      5500 | NS      | $1928905.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                    | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4372 | NS      | $627469.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-40361.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $269337.98    | 0.01%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  25500000 | PA      | $1317627.45   | 0.04%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153652.03    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                            | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1175 | NS      | $140893.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                            | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180549.68    | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                               | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     37184 | NS      | $3465548.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                        | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      6500 | NS      | $109312.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     40000 | PA      | $48640.02     | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                             | Hikari Tsushin Inc                                                              | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       100 | NS      | $28019.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $234500.00    | 0.01%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10118.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                 | Bear Stearns Asset Backed Securities Trust 2003-2                               | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9887 | PA      | $9966.28      | 0.00%             | 2043-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                         | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      4261 | NS      | $433309.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                              | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      8800 | NS      | $159278.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                            | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2129 | NS      | $373788.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                 | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2000 | NS      | $1045180.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98661.34     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     15911 | NS      | $1589668.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                                 | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   6110000 | PA      | $300207.30    | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $285383.64    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                          | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1500 | NS      | $165120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-261879.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                   | Ares Loan Funding IX Ltd                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4050000 | PA      | $4049248.32   | 0.13%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2055000 | PA      | $1716567.19   | 0.05%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                       | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $445077.62    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SingTel                                                        | Singapore Telecommunications Ltd                                                | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     16800 | NS      | $59438.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1279635.90   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                              | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $220237.18    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $796984.79    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                                 | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     10800 | NS      | $150336.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266066.00    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                   | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1800 | NS      | $229986.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19683.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1380000 | PA      | $1356388.20   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                                 | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      3358 | NS      | $333332.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                         | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      5664 | NS      | $300117.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92325.50     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                       | Heimstaden Bostad Treasury BV                                                   | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231281.71    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                             | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     44700 | NS      | $316257.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1135053.40   | 0.04%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68466 | PA      | $13916.96     | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                       | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $266073.25    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                   | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3500 | NS      | $146160.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $720.21       | 0.00%             |  |  |  | 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      | $1914.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                     | BFLD Trust 2025-EWEST                                                           | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399999.36    | 0.01%             | 2042-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                         | CSTL Commercial Mortgage Trust 2025-GATE2                                       | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279878 | PA      | $278992.69    | 0.01%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                 | Park Avenue Institutional Advisers CLO Ltd 2019-2                               | CUSIP: 70018AAJ9<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7502865.75   | 0.24%             | 2034-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200669.21    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Taisei Corp                                                    | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      3400 | NS      | $322221.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50011.06     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                       | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       503 | NS      | $246641.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                         | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     24526 | NS      | $592980.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                       | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     18400 | NS      | $622573.33    | 0.02%             |  |  |  | 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              | HK        |   3000000 | PA      | $435403.82    | 0.01%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1148.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                             | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6400 | NS      | $652608.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                       | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     15335 | NS      | $367911.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                   | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140616.33    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                     | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1879 | NS      | $1244687.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                          | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2424 | NS      | $420539.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2577542.87   | 0.08%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                       | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $52193.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D                       | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  18858140 | NS      | $18846824.81  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263097.43    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                             | Province of Quebec Canada                                                       | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $39058.72     | 0.00%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | EURO ESTR                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        42 | NC      | $-385.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46849.95     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                       | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $297316.42    | 0.01%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                        | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      2000 | NS      | $255140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289333.40    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                 | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  40050000 | PA      | $2005315.16   | 0.06%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPDR Gold MiniShares Trust                                     | SPDR Gold MiniShares Trust                                                      | CUSIP: 98149E303<br>LEI: 5493002IEEMEY6LRJ932 | Long             | STIV             | RF                | US        |    152259 | NS      | $12998350.83  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                      | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     12900 | NS      | $223269.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58469.92     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $207203.30    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $532499.31    | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  17520000 | OU      | $8.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                    | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $523445.83    | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417372.11    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103276.03    | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Aramark                                                        | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     16300 | NS      | $600818.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                     | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |       366 | NS      | $32742.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                              | FTAI Aviation Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $196850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                     | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1700 | NS      | $241111.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                               | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     11300 | NS      | $392639.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $97432.77     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $264448.28    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $309.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $209000.00    | 0.01%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                        | NGC 2024-I Ltd                                                                  | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5004429.50   | 0.16%             | 2037-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| PGIM Global Real Estate Fund                                   | PGIM Global Real Estate Fund                                                    | CUSIP: 744336876<br>LEI: RM1TNBCZCD8HWGSSZZ84 | Long             | EC               | RF                | US        |    304647 | NS      | $6254408.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                                   | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    189000 | PA      | $197205.77    | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                   | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1900 | NS      | $189582.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QNB FINANCE LTD                                                | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $364515.41    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                      | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       800 | NS      | $85672.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $62910.74     | 0.00%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123324.90    | 0.00%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                                  | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       500 | NS      | $128015.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8032.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                               | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     15500 | NS      | $693935.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Swire Pacific Ltd                                              | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     10500 | NS      | $84644.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4608 | NS      | $697098.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     46400 | NS      | $1190205.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                               | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $393264.41    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951373.58    | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                    | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     19000 | NS      | $499130.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $191600.00    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                            | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      7039 | NS      | $566667.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   4390000 | PA      | $5115850.65   | 0.16%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   4930000 | OU      | $92.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309008.19    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    655000 | PA      | $640045.52    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $121793.03    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                          | Province of Ontario Canada                                                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2080000 | PA      | $1528209.82   | 0.05%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government International Bond                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    245000 | PA      | $206718.75    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                           | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |    200000 | PA      | $226005.06    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $56235.94     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $142740.62    | 0.00%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                           | Province of Nova Scotia Canada                                                  | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $224191.50    | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                         | Franklin Resources Inc                                                          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     14400 | NS      | $344016.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $9299.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $389138.57    | 0.01%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                                      | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      2090 | NS      | $123267.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      2597 | NS      | $281606.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1428000 | PA      | $1430008.13   | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       333 | NS      | $35484.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $28930.19     | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                        | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1091924.93   | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                      | Marks & Spencer Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     13601 | NS      | $60524.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                               | Marathon CLO 2021-16 Ltd                                                        | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998374.40   | 0.06%             | 2034-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                          | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |    494000 | PA      | $568473.38    | 0.02%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-81968.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                  | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       900 | NS      | $231507.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413777.14    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                      | Metso Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      3675 | NS      | $63941.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                                     | Sysco Corp                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3500 | NS      | $257915.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGION OF ILE DE FRANCE                                        | Region of Ile de France                                                         | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $233743.57    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PGIM Jennison Natural Resource Fund                            | PGIM Jennison Natural Resource Fund                                             | CUSIP: 74441K602<br>LEI: GZH8OOEW70J2A1DFJE03 | Long             | EC               | RF                | US        |      4647 | NS      | $343895.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                                         | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       400 | NS      | $73608.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     45000 | PA      | $49755.95     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                            | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    284000 | PA      | $285869.11    | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                      | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     11000 | NS      | $1955250.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6222.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    355000 | PA      | $365760.05    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $545161.72    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                        | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       695 | NS      | $24184.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305009.79    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                       | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $601693.82    | 0.02%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $557914.11    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                             | Aqua Finance Issuer Trust 2025-B                                                | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159974 | PA      | $161058.57    | 0.01%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                          | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      3100 | NS      | $152551.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC LTD                                              | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $570715.31    | 0.02%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $199835.92    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $840.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10728.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                               | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      8300 | NS      | $105815.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                                       | Texas Electric Market Stabilization Funding M LLC                               | CUSIP: 88240PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1094383.83   | 0.03%             | 2051-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                 | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1592 | NS      | $299222.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR Inc                                                        | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      2000 | NS      | $80400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179157 | PA      | $1096782.01   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                          | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6200 | NS      | $1769542.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                                 | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1475 | NS      | $364354.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152136.96    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International                                 | Johnson Controls International plc                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      2800 | NS      | $335300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       635 | NS      | $48327.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  17520000 | OU      | $107383.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                     | Progress Residential 2025-SFR3 Trust                                            | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $266844.09    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                   | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    332500 | NS      | $370409.67    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CBRE Group Inc                                                 | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1200 | NS      | $192948.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203170.87    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                 | CWABS Asset-Backed Certificates Trust 2004-BC4                                  | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        82 | PA      | $115.62       | 0.00%             | 2034-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                      | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      3926 | NS      | $178542.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                            | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    115000 | PA      | $91288.66     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                      | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      4454 | NS      | $89275.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                         | Province of Manitoba Canada                                                     | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    625000 | PA      | $357925.94    | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                         | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $353562.61    | 0.01%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $868.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional International Core Equity Market ETF               | Dimensional International Core Equity Market ETF                                | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |    645541 | NS      | $24601567.51  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                          | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2100 | NS      | $1810914.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Hold                                 | Pan Pacific International Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     15000 | NS      | $89353.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                 | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    394000 | PA      | $427958.15    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                  | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      7524 | NS      | $43265.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp                                        | JX Advanced Metals Corp                                                         | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     10000 | NS      | $125010.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                  | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      6400 | NS      | $178239.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $115912.33    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $658522.14    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36844.38     | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -17520000 | OU      | $-62425.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                                  | Ares European CLO XI DAC                                                        | CUSIP: 000000000<br>LEI: 6354007OH9MZ1YTNJL79 | Long             | ABS-CBDO         | CORP              | IE        |   3518616 | PA      | $4131939.77   | 0.13%             | 2032-04-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                     | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     12514 | NS      | $667747.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                      | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2900 | NS      | $1014971.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEER HOLDING III BV                                            | PEER HOLDING III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   3125000 | PA      | $3687043.10   | 0.12%             | 2031-07-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $211229.58    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32875.55     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                       | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    400000 | PA      | $180595.24    | 0.01%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                         | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560839.51    | 0.02%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                       | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        47 | NS      | $116693.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                       | Korea Housing Finance Corp                                                      | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $594510.18    | 0.02%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $36526.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                   | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    118794 | NS      | $202247.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                  | Sierra Timeshare 2025-2 Receivables Funding LLC                                 | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75901 | PA      | $76257.83     | 0.00%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                            | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4800 | NS      | $628944.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                          | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     14400 | NS      | $1176624.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203646.00    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    565000 | PA      | $497835.88    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux MPC Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    358000 | PA      | $375115.98    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138156.47    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                       | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      2513 | NS      | $462643.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230277 | PA      | $226671.46    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4778.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $213114.19    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    880000 | PA      | $743798.30    | 0.02%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                      | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       241 | NS      | $295702.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                              | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       724 | NS      | $32434.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                             | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $427212.63    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group                                  | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       209 | NS      | $29370.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1224682.03   | 0.04%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    550000 | PA      | $572334.77    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     35000 | NS      | $658499.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7965000 | PA      | $3556611.68   | 0.11%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2560000 | OU      | $2.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151516.20    | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      4187 | NS      | $341595.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       880 | NS      | $773520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703281.80    | 0.02%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                   | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      2800 | NS      | $310507.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222728.00    | 0.01%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                              | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $463930.04    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                                       | Trimaran Cavu 2019-1 Ltd                                                        | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7003430.00   | 0.22%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                               | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   3110000 | PA      | $3612956.47   | 0.12%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10343.91     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $34437.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                        | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $268916.02    | 0.01%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425656.85    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138321.23    | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                     | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      5582 | NS      | $1563387.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178095.51    | 0.01%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                      | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3708 | NS      | $1157340.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                               | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     10145 | NS      | $661433.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307932 | PA      | $303081.02    | 0.01%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                             | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    300000 | PA      | $300567.98    | 0.01%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1155627.66   | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-748.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    455000 | PA      | $417257.48    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                    | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    124329 | NS      | $23187358.50  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                               | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     12708 | NS      | $888416.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                                                           | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     41934 | NS      | $983655.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31845.10     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14259.13     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                           | Transport for London                                                            | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $266894.10    | 0.01%             | 2031-12-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                      | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     76118 | NS      | $20693439.48  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                            | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99458.01     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                                   | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4046476 | PA      | $4747924.62   | 0.15%             | 2032-01-17      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | ULTRA U.S. TREASURY BOND                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -56 | NC      | $92135.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     11900 | NS      | $604401.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $132850.81    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                       | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    600000 | PA      | $767262.23    | 0.02%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                 | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19057 | NS      | $1783925.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                     | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26397.14     | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                         | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       962 | NS      | $70349.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860154.45    | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $214641.84    | 0.01%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                       | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $575336.91    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                              | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22963.25     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39143.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BTP                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        24 | NC      | $-5452.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                         | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90378.22     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                              | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61372.91     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                         | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     21400 | NS      | $579940.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MongoDB Inc                                                    | MongoDB Inc                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2000 | NS      | $839380.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                                     | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      3322 | NS      | $73436.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    388348 | PA      | $401556.13    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549969 | PA      | $545136.30    | 0.02%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                          | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105098.86    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                                 | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |     70500 | NS      | $190455.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                                           | Medpace Holdings Inc                                                            | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       200 | NS      | $112330.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1073.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                    | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      1084 | NS      | $180583.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                          | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5500 | NS      | $414260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                               | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     14275 | NS      | $322858.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225618.07   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2025-V16 Mortgage Trust                                               | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $467634.47    | 0.01%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                      | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      4796 | NS      | $172563.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39968.39     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2690000 | PA      | $2698406.25   | 0.09%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                        | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10861.05     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85881.24     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | 10 YEAR U.S. TREASURY NOTE                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       101 | NC      | $23671.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37119.40     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26325.74     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                                               | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     28000 | NS      | $436999.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $502063.75    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kone Oyj                                                       | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      2196 | NS      | $155571.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                   | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3200 | NS      | $947232.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    110000 | PA      | $124101.12    | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    860000 | PA      | $1001575.95   | 0.03%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2109151.30   | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                        | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    516000 | PA      | $529939.11    | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       166 | NC      | $-18286.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73092.60     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                       | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    790000 | PA      | $509522.20    | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345094.81    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| On Holding AG                                                  | On Holding AG                                                                   | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |      8400 | NS      | $390432.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                         | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108446.00    | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                  | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       819 | NS      | $223652.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                       | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $244473.33    | 0.01%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                     | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      5300 | NS      | $583954.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                               | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     25300 | NS      | $3044602.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                                | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     10882 | NS      | $155539.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                         | CAN 10YR BOND                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        17 | NC      | $-16225.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $369431.66    | 0.01%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328184.38    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $38125.27     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                           | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $455566.28    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                     | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       700 | NS      | $107310.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    555000 | PA      | $577529.88    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                       | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      6123 | NS      | $267152.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                 | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1493 | NS      | $1125327.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                     | Magnum Ice Cream Co NV/The                                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      2241 | NS      | $35569.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                       | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     56840 | NS      | $879071.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -126 | NC      | $63234.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51394.19     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                      | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    150828 | NS      | $896948.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                   | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1000 | NS      | $171050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1035000 | PA      | $404527.39    | 0.01%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO BV                                         | Grosvenor Place CLO 2022-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |   7500000 | PA      | $8817511.50   | 0.28%             | 2038-05-24      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $263138.35    | 0.01%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                              | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     34500 | NS      | $141175.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                   | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     10845 | NS      | $172469.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $391568.65    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $958786.92    | 0.03%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-146.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                                    | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3600 | NS      | $355572.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2000 | NS      | $1158900.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                 | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    110900 | NS      | $466839.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                                            | Viking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11100 | NS      | $792651.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO LTD                                      | Anchorage Capital Clo 24 Ltd                                                    | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003306.00   | 0.03%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                              | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      1940 | NS      | $132267.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                                 | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     22279 | NS      | $237019.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2335 | NS      | $642662.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                                   | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2568 | NS      | $426411.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $361398.68    | 0.01%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -52 | NC      | $18017.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49711.43     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                  | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      9008 | NS      | $725603.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                            | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     41852 | NS      | $1362326.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                    | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      6100 | NS      | $202634.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SFIL SA                                                        | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $815891.23    | 0.03%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    665000 | PA      | $676304.34    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                          | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       600 | NS      | $217552.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                               | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     15000 | NS      | $864900.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                      | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     12600 | NS      | $599382.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                           | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1600 | NS      | $96032.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                         | CAN 5YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         7 | NC      | $-3825.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                       | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $229372.01    | 0.01%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                   | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     15000 | NS      | $617250.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                   | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      2000 | NS      | $104923.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $466715.83    | 0.01%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132230 | PA      | $137055.34    | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $453177.81    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198918.10    | 0.01%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                     | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7290 | NS      | $1766804.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    860000 | PA      | $679550.99    | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                            | Altice Financing SA                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $365531.25    | 0.01%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                       | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $861099.91    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                 | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      3800 | NS      | $119607.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143379.78    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $399467.20    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                       | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      1687 | NS      | $24440.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                             | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     67172 | NS      | $464070.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                            | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      6209 | NS      | $2297019.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                          | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1572 | NS      | $455974.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58378.16     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                              | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      2296 | NS      | $98218.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8701.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2323.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                     | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $106930.31    | 0.00%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Schroders PLC                                                  | Schroders PLC                                                                   | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |     31834 | NS      | $174019.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $672646.77    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     13333 | PA      | $13366.68     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        32 | NS      | $73425.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  25000000 | PA      | $154549.62    | 0.00%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                              | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148740.00    | 0.00%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     22890 | NS      | $7182882.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                            | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     38000 | NS      | $56268.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  42540000 | PA      | $2275237.40   | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $555.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5010000 | PA      | $4990038.28   | 0.16%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                            | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     21318 | NS      | $1126443.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                      | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      8061 | NS      | $150405.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                                 | City of Ottawa Ontario                                                          | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $99385.94     | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                             | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      2418 | NS      | $251103.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387916.66    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                  | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      4475 | NS      | $1200642.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $524803.19    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $109891.92    | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                      | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       432 | NS      | $150957.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3936.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80269 | PA      | $298.38       | 0.00%             | 2026-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                                  | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     26163 | NS      | $63788.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        17 | NS      | $38993.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                             | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      6800 | NS      | $307972.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2678849 | PA      | $2378513.81   | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                            | Delta Air Lines Inc                                                             | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      2600 | NS      | $180440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                                  | RB Global Inc                                                                   | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |      4000 | NS      | $411480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $232369.49    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2638 | NS      | $2842498.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |      2548 | NS      | $111922.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $491.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                      | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     11303 | NS      | $536495.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                          | Guatemala Government Bond                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $209252.12    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                          | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      2300 | NS      | $95524.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                      | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     42311 | NS      | $272782.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                              | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     92169 | NS      | $808532.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                         | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      4359 | NS      | $168756.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                       | Banco Santander Totta SA                                                        | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |    400000 | PA      | $477404.65    | 0.02%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $350877.41    | 0.01%             | 2031-03-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                                    | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      7200 | NS      | $155024.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                      | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       727 | NS      | $613256.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1276.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                 | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      9591 | NS      | $153328.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                              | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    120000 | PA      | $153888.27    | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6530906.25   | 0.21%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5590000 | PA      | $2733799.19   | 0.09%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                         | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      6950 | NS      | $481788.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $732049.82    | 0.02%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orica Ltd                                                      | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     21010 | NS      | $339333.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                              | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    121000 | PA      | $144332.19    | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                   | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $234565.17    | 0.01%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2025-2 DAC                                           | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $294467.81    | 0.01%             | 2038-07-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $83.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                                            | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      2400 | NS      | $79968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $180603.26    | 0.01%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                 | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      2840 | NS      | $50559.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6405000 | PA      | $6406751.37   | 0.20%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                      | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      4700 | NS      | $125095.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                              | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4500 | NS      | $936675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                             | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1800 | NS      | $176058.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     12209 | NS      | $1064624.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AST Small-Cap Growth Portfolio                                 | AST Small-Cap Growth Portfolio                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    246862 | NS      | $21254808.64  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain View CLO Ltd                                          | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    422197 | PA      | $422221.52    | 0.01%             | 2030-10-12      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3408.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146260.00    | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                             | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113442.08    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34779.06     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1095000 | PA      | $688139.06    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                                   | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |    914830 | PA      | $1072871.99   | 0.03%             | 2030-04-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237374.11    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                             | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    350060 | NS      | $466633.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Portfolio                        | AST PGIM Fixed Income Central Portfolio                                         | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  78369068 | NS      | $936510359.16 | 29.93%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $315640.75    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ST Engineering                                                 | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     69600 | NS      | $454773.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28131.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $426601.60    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  11235000 | PA      | $693517.49    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                   | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      7800 | NS      | $111852.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57378.80     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117951.87    | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15000820 | PA      | $514136.62    | 0.02%             | 2031-07-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2022-2 DAC                                           | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |   7000000 | PA      | $8242689.92   | 0.26%             | 2038-01-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                           | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     13099 | NS      | $336140.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                                 | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      9100 | NS      | $142912.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGESS                                                         | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $813602.15    | 0.03%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12359.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                               | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $328446.66    | 0.01%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                      | Avoca CLO XXXII DAC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $294294.64    | 0.01%             | 2039-04-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                 | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301485 | PA      | $300023.19    | 0.01%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                                | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 248023361 | NS      | $248023360.95 | 7.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                                 | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101377.87    | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                              | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      7000 | NS      | $251596.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106652.81    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                  | Vanguard Intermediate-Term Corporate Bond ETF                                   | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |     16222 | NS      | $1358592.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Anglo American PLC                                             | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2844 | NS      | $117635.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                        | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149514.75    | 0.00%             | 2036-03-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5531.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                   | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $114824.18    | 0.00%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                       | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     15900 | NS      | $463594.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                      | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       693 | NS      | $51703.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61349.60     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                     | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2476 | NS      | $1152751.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                         | Krung Thai Bank PCL/Cayman Islands                                              | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $199200.00    | 0.01%             | N/A             | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                           | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2627 | NS      | $598220.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                       | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       993 | NS      | $220159.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government International Bond                          | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    203000 | PA      | $200970.00    | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                         | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    860000 | PA      | $865848.00    | 0.03%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1817.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2560000 | OU      | $-3183.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41298.32     | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                      | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3300 | NS      | $1080123.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                            | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       557 | NS      | $75267.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                     | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3800 | NS      | $478116.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                          | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1624 | NS      | $315169.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                           | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     12811 | NS      | $290893.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                     | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2200 | NS      | $387178.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30006.79     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                              | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    161783 | NS      | $524915.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                    | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123871.69    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | 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      | $-28416.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                                 | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |       765 | NS      | $210673.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Scentre Group                                                  | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    100387 | NS      | $280620.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                     | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1792 | NS      | $828580.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                   | Porsche Automobil Holding SE                                                    | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       944 | NS      | $44042.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                                     | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      4984 | NS      | $135805.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52733 | PA      | $7772.97      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124761.06    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                                               | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |   2807074 | PA      | $3283552.84   | 0.10%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                               | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      1526 | NS      | $78945.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries                                 | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      3800 | NS      | $118598.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company                            | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $60.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF              | iShares J.P. Morgan USD Emerging Markets Bond ETF                               | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |    165122 | NS      | $15897946.16  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                                    | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     44000 | NS      | $556019.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IX DAC                                        | Invesco Euro CLO IX DAC                                                         | CUSIP: 000000000<br>LEI: 635400ML4YCTUEI2O180 | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $589555.00    | 0.02%             | 2038-07-20      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                   | Entergy Corp                                                                    | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22006.85     | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                            | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3764 | NS      | $471591.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                          | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $401000.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                       | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       900 | NS      | $24930.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                     | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    585000 | PA      | $659653.76    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                                 | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     23100 | NS      | $563927.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                      | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1400 | NS      | $596946.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $630.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                 | CFCRE Commercial Mortgage Trust 2016-C6                                         | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347909 | PA      | $346130.18    | 0.01%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAR Group Ltd                                                  | CAR Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 5299009TFWZGH2AN7D11 | Long             | EC               | CORP              | AU        |      1845 | NS      | $37787.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                             | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     16332 | NS      | $1311132.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89260.62     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $109782.48    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                           | Alta Equipment Group Inc                                                        | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    620000 | PA      | $560711.27    | 0.02%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                            | Global Payments Inc                                                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $367106.63    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                  | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1900 | NS      | $209494.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $226001.51    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                | J Sainsbury PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      5940 | NS      | $26024.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $370.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                    | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      4237 | NS      | $913713.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1998719 | PA      | $2027109.80   | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2060093.75   | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PL                                 | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      2553 | NS      | $307096.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                 | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14649 | NS      | $2600636.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                      | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12254 | NS      | $5510868.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    605000 | PA      | $603193.39    | 0.02%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                  | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     13028 | NS      | $1251469.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOTS GROUP FINCO LP                                           | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $242384.62    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      4126 | NS      | $299573.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -3895000 | OU      | $-666.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                         | Vanguard Short-Term Corporate Bond ETF                                          | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |     21524 | NS      | $1716108.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ENTERGY TEXAS INC                                              | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14559.20     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $203488.60    | 0.01%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                          | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       326 | NS      | $27207.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                            | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       205 | NS      | $84978.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                                 | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     13400 | NS      | $1146370.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                        | Unibail-Rodamco-Westfield SE                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $240452.97    | 0.01%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                 | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    500000 | PA      | $677059.78    | 0.02%             | 2032-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                           | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      1800 | NS      | $238428.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                               | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1055678.37   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-191.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $575000.00    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                 | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     41675 | NS      | $20154863.50  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214133.22    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                      | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      1394 | NS      | $29060.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                 | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2000 | NS      | $1307140.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO DAC                                                | Contego Clo V DAC                                                               | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |   8100000 | PA      | $9555526.83   | 0.31%             | 2037-10-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $103594.34    | 0.00%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                         | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     30735 | NS      | $1474697.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                           | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    795000 | PA      | $800002.53    | 0.03%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2025-R06                                    | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104961 | PA      | $105017.12    | 0.00%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $17927.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $275134.04    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                     | Hasbro Inc                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1400 | NS      | $114800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                              | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11270 | NS      | $2332326.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9710.66      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEREGA SA                                                      | Terega SA                                                                       | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $628031.35    | 0.02%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                         | Mondelez International Inc                                                      | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $490077.79    | 0.02%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 9 DAC                                                         | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |   8000000 | PA      | $9432059.30   | 0.30%             | 2037-04-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                       | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    570000 | PA      | $579690.00    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                 | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      9600 | NS      | $1106976.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PARKER-HANNIFIN CORP                                           | Parker-Hannifin Corp                                                            | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $583992.14    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | 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      | $-267.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194349.42    | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                           | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189016.38    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                      | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2800 | NS      | $277732.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149963.11    | 0.00%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                                       | Mowi ASA                                                                        | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |      2750 | NS      | $66151.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $237870.87    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $259706.25    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                            | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5074 | NS      | $297285.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                              | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      9152 | NS      | $69889.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $147040.15    | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -14960000 | OU      | $-774.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                                       | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    450000 | PA      | $506511.00    | 0.02%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2500 | NS      | $841175.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMERS FINANCE TRUST                                            | OMERS Finance Trust                                                             | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $179554.48    | 0.01%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575778.12    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148447.81    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                      | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       482 | NS      | $87391.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                    | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2900 | NS      | $565761.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325233.45    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                    | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $223838.84    | 0.01%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                              | EUSHI Finance Inc                                                               | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71502.00     | 0.00%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | SEK/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2054.34      | 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      | $345.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  76450000 | PA      | $287033.88    | 0.01%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1018377 | PA      | $1018842.29   | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276729.43    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    544000 | PA      | $414315.84    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                    | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     12012 | NS      | $416756.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $85307.52     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $113960.00    | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     14394 | NS      | $331278.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    365000 | PA      | $377720.25    | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                 | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325514 | PA      | $323062.03    | 0.01%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $33001.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                     | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75842.87     | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                  | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      3983 | NS      | $153866.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                                     | MFA 2025-NQM5 Trust                                                             | CUSIP: 59319DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447479 | PA      | $448436.81    | 0.01%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                      | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     13500 | NS      | $389070.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $897532.51    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125062.84    | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                  | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     12400 | NS      | $429195.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $133875.00    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp                                                   | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2857 | NS      | $264072.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                              | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     11100 | NS      | $855033.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-48321.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                          | Auto Trader Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      8943 | NS      | $70554.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                        | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      2059 | NS      | $119463.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                              | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      2501 | NS      | $166017.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235973.11    | 0.01%             | 2037-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                       | Suriname Government International Bond                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    200000 | PA      | $216050.00    | 0.01%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                  | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     65800 | NS      | $677285.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                        | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     61896 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                       | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $467687.29    | 0.01%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                            | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      4100 | NS      | $544357.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI Corp                                                       | IHI Corp                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      1900 | NS      | $33403.13     | 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      | $70456.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                       | United States International Development Finance Corp                            | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    277778 | PA      | $272648.20    | 0.01%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                    | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44657.55     | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                   | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    211000 | PA      | $221755.85    | 0.01%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                    | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       900 | NS      | $87975.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222889.20    | 0.01%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                         | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10    | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11468 | PA      | $11056.11     | 0.00%             | 2034-10-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                      | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      4316 | NS      | $356716.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    425000 | PA      | $440124.22    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $116968.83    | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                  | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $674553.05    | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | 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      | $-5426.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    620000 | PA      | $645623.53    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                    | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     35000 | NS      | $1097655.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Insulet Corp                                                   | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       500 | NS      | $142120.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                    | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8661 | NS      | $1688115.51   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206132.18    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                 | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8563 | NS      | $901341.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $430551.73    | 0.01%             | 2051-08-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN INC                                                   | JELD-WEN Inc                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523382.94    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                         | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     20729 | NS      | $505796.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                               | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4739 | NS      | $1957066.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6465.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                    | Prologis LP                                                                     | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219935.57    | 0.01%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                              | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |       800 | NS      | $131368.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                                    | Penske Automotive Group Inc                                                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1100 | NS      | $174119.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                       | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $116199.08    | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $1165419.40   | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HKEX                                                           | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      3400 | NS      | $177892.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                       | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    500000 | PA      | $528645.00    | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    545000 | PA      | $491319.44    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                               | HF Sinclair Corp                                                                | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      8100 | NS      | $373248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                                   | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $482440.14    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $101557.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2025-5C5                                  | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1827649.78   | 0.06%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5056.15      | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21501.82     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    255000 | PA      | $265684.50    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $983888.14    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $241545.91    | 0.01%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $440816.82    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1281912.86   | 0.04%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7100 | NS      | $3568815.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1390000 | PA      | $1337098.55   | 0.04%             | 2029-10-17      | Fixed         | 2.88%                 | 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      | $-4376.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    385000 | PA      | $345090.90    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                     | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      9600 | NS      | $165254.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                   | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     24838 | NS      | $537827.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $942257.61    | 0.03%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $357660.72    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                       | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     16700 | NS      | $175046.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                  | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      6121 | NS      | $827191.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDER FINLAND OYJ                                             | Balder Finland Oyj                                                              | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |    700000 | PA      | $769830.30    | 0.02%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                      | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      3047 | NS      | $404760.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                     | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1992 | NS      | $296136.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS KINGDOM OF SPAIN                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-15.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF                | State Street Health Care Select Sector SPDR ETF                                 | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     77088 | NS      | $11933222.40  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                          | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1420000 | PA      | $880402.15    | 0.03%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115166.93    | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928635 | PA      | $944354.91    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                             | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   2900000 | PA      | $2905105.16   | 0.09%             | 2036-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                   | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5193 | NS      | $1188781.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo SpA                                                   | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      3993 | NS      | $228401.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                              | Iberdrola International BV                                                      | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1053756.01   | 0.03%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388166.44    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                                    | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6000 | NS      | $188332.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF SLOVAKIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1237.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                     | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | EC               | CORP              | ES        |      3264 | NS      | $40798.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    475000 | PA      | $361149.96    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                          | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2134 | NS      | $583809.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                              | EUSHI Finance Inc                                                               | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94842.41     | 0.00%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                       | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     10634 | NS      | $461257.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd                                              | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      8855 | NS      | $200685.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380617.77    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                              | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     64300 | NS      | $1380977.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                 | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   7250000 | PA      | $7263309.55   | 0.23%             | 2037-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                 | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    610000 | PA      | $727476.04    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-54.18       | -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      | $-26416.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                          | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 350900000 | PA      | $1831476.00   | 0.06%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                          | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30000000 | PA      | $184538.67    | 0.01%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42601.13     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259905.99    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                                        | Amazon Conservation DAC                                                         | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    200000 | PA      | $206329.72    | 0.01%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                               | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1100000 | PA      | $1090732.50   | 0.03%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                          | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    101992 | PA      | $101994.77    | 0.00%             | 2031-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                  | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $19054.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                     | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $811264.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXVIII Ltd                                                 | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7026570.60   | 0.22%             | 2038-01-15      | Floating      | 5.60%                 | 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      | $175.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207544.76    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ericsson                                                       | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     40400 | NS      | $393174.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                    | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     10798 | NS      | $190019.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $46261.17     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325433 | PA      | $311377.43    | 0.01%             | 2052-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                     | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2309 | NS      | $450809.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                    | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1065 | NS      | $117774.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      9962 | NS      | $650889.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                                    | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13823.76     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Endeavour Mining PLC                                           | Endeavour Mining PLC                                                            | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      1188 | NS      | $62070.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $387.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                             | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      7751 | NS      | $194580.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $102136.09    | 0.00%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $120441.14    | 0.00%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                              | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       400 | NS      | $33619.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22974.10     | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103220.91    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                                 | Bridgecrest Lending Auto Securitization Trust 2025-4                            | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50266.25     | 0.00%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    840000 | PA      | $784671.97    | 0.03%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                       | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2489 | NS      | $158574.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                     | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      6926 | NS      | $383674.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16442.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $226250.00    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                          | Kirin Holdings Co Ltd                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     10500 | NS      | $157174.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $148715.19    | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                   | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      4313 | NS      | $170645.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72373.04     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                        | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      4800 | NS      | $99072.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249570.05    | 0.01%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                           | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $101799.35    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54718.29     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $81638.09     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $105344.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                                 | Bridgecrest Lending Auto Securitization Trust 2025-4                            | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50434.68     | 0.00%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                                 | AGL Core CLO 8 LTD                                                              | CUSIP: 00851KAK1<br>LEI: 254900IPV3KA57E31I16 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502029.00    | 0.02%             | 2038-01-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                    | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1280000 | PA      | $1457358.92   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3567 | NS      | $923103.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                                 | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     47464 | NS      | $10955640.48  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                            | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1700 | NS      | $108511.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $25606.43     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                         | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4737 | NS      | $1563731.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresnillo PLC                                                  | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |     11360 | NS      | $506547.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                | Bunge Global SA                                                                 | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | US        |      1700 | NS      | $151436.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-13637.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $484821.38    | 0.02%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                 | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82000 | PA      | $82500.52     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                 | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1800 | NS      | $339048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                           | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      6111 | NS      | $1252877.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                        | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     47893 | NS      | $215146.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34519.85     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644612.97    | 0.02%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                          | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       584 | NS      | $123767.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                          | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3401 | NS      | $544500.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $948677.85    | 0.03%             | 2034-06-16      | Fixed         | 4.50%                 | 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      | $1096.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                     | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $399598.56    | 0.01%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                         | City of Toronto Canada                                                          | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $202529.89    | 0.01%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                            | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4000 | NS      | $546360.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                    | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      6847 | NS      | $528209.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62552.33     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1008848 | PA      | $1038032.90   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47104.80     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2196514.53   | 0.07%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                                | Morningstar Inc                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       800 | NS      | $173848.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK PLC                                               | Santander UK PLC                                                                | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $555735.83    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | 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      | $-951.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $251462.24    | 0.01%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205500.00    | 0.01%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                      | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     21626 | NS      | $209515.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                  | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |    135700 | NS      | $453238.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $190800.00    | 0.01%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $181341.22    | 0.01%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                         | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237846.59    | 0.01%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476000 | PA      | $455358.05    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                  | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     15962 | NS      | $1862605.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                       | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $128986.52    | 0.00%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -35540000 | OU      | $-2091.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43508.22     | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9490.59      | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                          | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $505349.57    | 0.02%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                               | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    129083 | PA      | $129078.74    | 0.00%             | 2031-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $574597.58    | 0.02%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $104974.80    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54735.41     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                           | Ferrovie dello Stato Italiane SpA                                               | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $476679.92    | 0.02%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                           | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454160.36    | 0.01%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    600000 | PA      | $749782.30    | 0.02%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS NOMURA HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1266.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                          | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2016600 | PA      | $2016761.33   | 0.06%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                    | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       430 | NS      | $145232.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                                         | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $347797.35    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                               | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |     18300 | NS      | $348468.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                      | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       632 | NS      | $130337.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                        | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $298202.30    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                        | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1040000 | PA      | $1137875.65   | 0.04%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $49455.00     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $229473.05    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    294000 | PA      | $287202.72    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -52 | NC      | $37802.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-986.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $79030.43     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                      | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     15584 | NS      | $459757.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     63275 | NS      | $437236.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327556 | PA      | $1379328.82   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                            | Iceland Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    300000 | PA      | $332256.92    | 0.01%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    764318 | PA      | $790760.28    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $283448.11    | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200794.39    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133782.94    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280830.28    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6465.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                       | OZLM XVIII Ltd                                                                  | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |    164372 | PA      | $164372.87    | 0.01%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17183 | NS      | $782513.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORACION INMOBILIARIA                                       | Corp Inmobiliaria Vesta SAB de CV                                               | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201923.00    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                             | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1697287.17   | 0.05%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2100000 | PA      | $1538932.92   | 0.05%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111183.77    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                          | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5115 | NS      | $1722015.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      3346 | NS      | $247135.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                            | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      2112 | NS      | $667810.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                   | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7200 | NS      | $124920.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-10963.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REC LTD                                                        | REC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197250.00    | 0.01%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                      | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     33600 | NS      | $595728.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AST Large-Cap Growth Portfolio                                 | AST Large-Cap Growth Portfolio                                                  | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |    831841 | NS      | $91876813.47  | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1605000 | PA      | $1125939.60   | 0.04%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $299539.42    | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                  | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     13875 | NS      | $568970.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp                                                     | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2400 | NS      | $152304.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214967.38    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PulteGroup Inc                                                 | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $433862.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G64<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $354872.79    | 0.01%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-14246.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                      | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      2346 | NS      | $47198.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $250400.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2780000 | PA      | $1755309.38   | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                    | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     12217 | NS      | $343502.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                       | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       500 | NS      | $607540.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                      | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     12298 | NS      | $191757.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37777.29     | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                         | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71535.35     | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                                  | Ares European CLO XX DAC                                                        | CUSIP: 000000000<br>LEI: 635400DWARZHDJWRDS16 | Long             | ABS-CBDO         | CORP              | IE        |   8750000 | PA      | $10287549.20  | 0.33%             | 2038-10-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $421354.99    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | 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      | $-34010.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                                  | Sona Fios CLO II DAC                                                            | CUSIP: 000000000<br>LEI: 6354005FTQMMKJDF3E19 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2352593.39   | 0.08%             | 2037-02-15      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                                | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     17600 | NS      | $522673.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $89088.57     | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115369.83    | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                    | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120664.84    | 0.00%             | 2030-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                                       | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $702525.16    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $25441.88     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                        | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     16529 | NS      | $63633.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2565000 | PA      | $3060273.02   | 0.10%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                               | CVC Cordatus Loan Fund XV DAC                                                   | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |   5513729 | PA      | $6479289.91   | 0.21%             | 2032-08-26      | Floating      | 2.95%                 | 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      | $1819.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4526.10      | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 231650000 | PA      | $1213170.60   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                              | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      8500 | NS      | $311355.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1168420.16   | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                    | CFE Fibra E                                                                     | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198334 | PA      | $197397.66    | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                        | Naturgy Energy Group SA                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     14544 | NS      | $442840.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                             | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       900 | NS      | $200454.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $290044.21    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $264030.07    | 0.01%             | 2051-08-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                    | Balboa Bay Loan Funding 2022-1 Ltd                                              | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3498787.95   | 0.11%             | 2037-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-7177.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                             | National Grid Electricity Distribution East Midlands PLC                        | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $359432.70    | 0.01%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                    | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      4734 | NS      | $111636.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |  12500000 | PA      | $2208886.77   | 0.07%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                         | MatsukiyoCocokara & Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $200837.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendmark Funding Trust                                         | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $243607.63    | 0.01%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                        | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |       679 | NS      | $35591.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                      | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      6565 | NS      | $313580.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                         | Penn Entertainment Inc                                                          | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299583.37    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598512 | PA      | $624621.27    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41772.35     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |         1 | NC      | $-3778.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                       | Estee Lauder Cos Inc/The                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1600 | NS      | $167552.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322308 | PA      | $51137.05     | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51174.78     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                             | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3234 | NS      | $748088.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                            | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199125.73    | 0.01%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511699.87    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110712.23    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Munich Re                                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1195 | NS      | $786413.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     27145 | NS      | $1253409.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                     | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      6200 | NS      | $54335.53     | 0.00%             |  |  |  | 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      | $118.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asics Corp                                                     | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     15800 | NS      | $379302.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                    | Murata Manufacturing Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     17400 | NS      | $359622.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                            | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2079 | NS      | $592972.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellantis NV                                                  | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     10453 | NS      | $114467.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $230150.42    | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50966.38     | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                            | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     15800 | NS      | $317920.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                       | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    139697 | NS      | $1452476.54   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    830000 | PA      | $880008.16    | 0.03%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                            | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      2079 | NS      | $153868.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-16722.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     12669 | NS      | $304309.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                          | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1400 | NS      | $359786.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                   | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     55476 | NS      | $1559332.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                       | Nova Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       202 | NS      | $67527.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                             | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389605.42    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Shimano Inc                                                    | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |      1000 | NS      | $104571.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                          | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    192951 | NS      | $218707.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21171.44     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                      | BPR Trust 2021-TY                                                               | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $599270.82    | 0.02%             | 2038-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| AST Hotchkis & Wiley Large-Cap Value Portfolio                 | AST Hotchkis & Wiley Large-Cap Value Portfolio                                  | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |    547674 | NS      | $33424527.45  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE, INC.                                           | KOREA 10YR BND                                                                  | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |        37 | NC      | $17534.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-9481.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                          | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $245409.38    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $137275.23    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                         | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      5676 | NS      | $325188.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                         | FUJIFILM Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      2300 | NS      | $48802.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30000 | PA      | $30727.72     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                           | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      2400 | NS      | $92808.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                         | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327577.54    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462595 | PA      | $471466.66    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $474435.86    | 0.02%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                      | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     15800 | NS      | $462107.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | CDS ORACLE CORP                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-1665.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                              | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8841 | NS      | $928393.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                                     | LPL Financial Holdings Inc                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       200 | NS      | $71434.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56588.08     | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1192000 | PA      | $1413552.69   | 0.05%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    572450 | PA      | $646074.08    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11346 | NS      | $612003.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $125221.09    | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146962.44    | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    204000 | PA      | $203843.59    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211066.12    | 0.01%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1136.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315608 | PA      | $311775.38    | 0.01%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    950000 | PA      | $995781.05    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                      | BPR Trust 2021-TY                                                               | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299635.53    | 0.01%             | 2038-09-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                                   | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |    400000 | PA      | $466277.05    | 0.01%             | 2026-07-24      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                       | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $249248.04    | 0.01%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111955.79    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                        | Inter-American Development Bank                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $311608.05    | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                       | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119760.30    | 0.00%             | 2031-03-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                | Cairn Homes PLC                                                                 | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |     78921 | NS      | $191999.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19261.35     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   3895000 | OU      | $3105.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179185.53    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                                  | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1500 | NS      | $359460.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57114 | PA      | $57424.30     | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                         | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $564266.40    | 0.02%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $176187.50    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $102929.46    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $137354.88    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                       | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $329872.16    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                 | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      4037 | NS      | $1285824.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                         | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $83365.38     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7555.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       976 | NS      | $41191.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                      | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      4700 | NS      | $712847.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                           | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     34898 | NS      | $292052.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                       | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342733.56    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                        | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253394.94    | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                                 | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     18000 | NS      | $276538.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                          | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       520 | NS      | $150134.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    206000 | PA      | $201237.28    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688567 | PA      | $689413.56    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                         | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $224540.22    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-73608.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                   | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      2043 | NS      | $203804.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                             | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      2300 | NS      | $330648.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                     | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     18438 | NS      | $595567.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                      | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     10000 | NS      | $139202.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $6738421.88   | 0.22%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                       | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      4321 | NS      | $607891.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $616643.40    | 0.02%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                               | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      6729 | NS      | $478773.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48577.04     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                         | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    127128 | PA      | $44131.12     | 0.00%             | 2028-01-03      | Fixed         | 10.32%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $67572.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                  | Jefferies Financial Group Inc                                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      1600 | NS      | $99152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                  | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       707 | NS      | $219339.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                                   | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2700 | NS      | $118341.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2145413.32   | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                     | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      2200 | NS      | $29871.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                              | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      6362 | NS      | $201580.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200660.44    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                       | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      6400 | NS      | $90545.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    745000 | PA      | $729882.48    | 0.02%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1432710.43   | 0.05%             | N/A             | Fixed         | 8.88%                 | 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      | $-11176.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $213066.04    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                          | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $876917.20    | 0.03%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                             | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     12252 | NS      | $8087422.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                            | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $247627.17    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $401740.17    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                                       | United Therapeutics Corp                                                        | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       200 | NS      | $97450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                    | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       600 | NS      | $81720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     84572 | NS      | $1033987.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                      | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27347.85     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                             | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    220000 | PA      | $210993.20    | 0.01%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   3895000 | OU      | $350.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    825000 | PA      | $836286.96    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                    | Swedish Orphan Biovitrum AB                                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |       745 | NS      | $26735.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Datadog Inc                                                    | Datadog Inc                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1400 | NS      | $190386.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriquest Mortgage Securities                                 | Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1                       | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4656 | PA      | $4642.70      | 0.00%             | 2034-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                         | CHUBB INA HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $280297.60    | 0.01%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                    | FinecoBank Banca Fineco SpA                                                     | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      5796 | NS      | $150171.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | TENNECO INC                                                                     | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    460529 | PA      | $451088.12    | 0.01%             | 2028-11-17      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                        | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $407801.64    | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169580.33    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| VOLTAGRID LLC                                                  | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460783.25    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-38772.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                      | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     44000 | NS      | $299132.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140929.43    | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                     | Fiserv Inc                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3700 | NS      | $248529.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  20500000 | PA      | $1055953.49   | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PGIM Jennison Emerging Markets                                 | PGIM Jennison Emerging Markets                                                  | CUSIP: 743969628<br>LEI: N/A                  | Long             | EC               | RF                | US        |     86620 | NS      | $1708147.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    375000 | PA      | $272410.03    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56735.08     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                       | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $381341.81    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                           | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10600 | NS      | $837612.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $121944.25    | 0.00%             | 2042-03-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                             | LONG GILT                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        23 | NC      | $13587.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                             | 3MO EURO EURIBOR                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -49 | NC      | $20145.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                   | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-65544.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                             | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      2400 | NS      | $388824.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                       | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    705000 | PA      | $729970.48    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                           | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153409.53    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                 | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312926.22    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     10011 | NS      | $1852629.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $573309.83    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                         | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $567735.97    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                               | City of Montreal Canada                                                         | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $314050.00    | 0.01%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                  | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       142 | NS      | $151988.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $287663.60    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -17520000 | OU      | $-40794.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                              | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      5238 | NS      | $734831.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                  | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     22443 | NS      | $328172.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                 | AutoNation Inc                                                                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $185832.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $669083.16    | 0.02%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                               | NTT Finance Corp                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203613.84    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4000 | NS      | $742080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                         | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $348418.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                      | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      2462 | NS      | $249937.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1220031.48   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                                       | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $198954.24    | 0.01%             | 2042-10-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6975.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                        | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $119025.43    | 0.00%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383900.42    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE EUROPE FINCO BV                                        | Lineage Europe Finco BV                                                         | CUSIP: 53568AAA8<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $808095.72    | 0.03%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                   | Assurant Inc                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1500 | NS      | $361275.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $81442.42     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    315000 | PA      | $322550.55    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                        | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    925000 | PA      | $884030.83    | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                 | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287604.05    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                             | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $239562.00    | 0.01%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Crown Castle Inc                                               | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      5900 | NS      | $524333.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-8932.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp                                           | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1206 | NS      | $194925.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                       | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $646189.67    | 0.02%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319765.15    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1085719 | PA      | $937520.75    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9383.44      | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                         | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     87600 | NS      | $510880.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                            | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       352 | NS      | $25775.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                                       | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    130000 | PA      | $163661.29    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                 | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309301.20    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                     | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1100 | NS      | $317746.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $267.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                                     | US Bancorp                                                                      | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $962983.23    | 0.03%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      8800 | NS      | $1884608.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2024-5C5 Mortgage Trust                                                     | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $391683.79    | 0.01%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                 | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7063 | NS      | $4032125.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN Holdings Co Ltd                                         | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |      1200 | NS      | $116885.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                            | Turkiye Government International Bond                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    275000 | PA      | $291225.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                                 | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1500 | NS      | $412710.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                                           | Commercial Metals Co                                                            | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153790.80    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                      | DHL GROUP                                                                       | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     10330 | NS      | $563250.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                         | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $345077.13    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  12860000 | OU      | $10.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $45837.50     | 0.00%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd/The                                             | Chiba Bank Ltd/The                                                              | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      2600 | NS      | $29016.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                 | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4669 | NS      | $5017680.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                               | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      5570 | NS      | $194609.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                       | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5640 | NS      | $1034376.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                  | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782233.94    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd                                                | Shiseido Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |      3100 | NS      | $45114.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                           | M&T Bank Corp                                                                   | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41485.50     | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $424378.22    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                             | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     21987 | NS      | $371963.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2148.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $86514.41     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                   | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |     77917 | NS      | $425945.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                        | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      4752 | NS      | $90079.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                              | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      2760 | NS      | $562026.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       277 | NS      | $49893.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                   | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       200 | NS      | $72345.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                           | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     10449 | NS      | $360256.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP PARIBAS SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $725615.70    | 0.02%             | 2028-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                          | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     12800 | NS      | $981376.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVI STRAUSS & CO                                              | Levi Strauss & Co                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186376.80    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      -333 | NC      | $-306224.59   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                           | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       320 | NS      | $1713705.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                                     | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11927039.67  | 0.38%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      6184 | NS      | $432447.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                  | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    625000 | PA      | $615892.75    | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                       | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $209031.30    | 0.01%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121085.69    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2945000 | PA      | $3012182.81   | 0.10%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                         | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36190.73     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |      4111 | NS      | $31733.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                    | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    425000 | PA      | $402520.86    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | 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      | $-9303.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                      | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1300 | NS      | $459251.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                      | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      4821 | NS      | $434849.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                             | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1688478.60   | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                     | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     42400 | NS      | $1055760.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                           | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48772.08     | 0.00%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                  | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     34356 | NS      | $1036834.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                     | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1600 | NS      | $420032.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Growth ETF                                | iShares Russell 1000 Growth ETF                                                 | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Long             | EC               | RF                | US        |     55216 | NS      | $26133732.80  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                      | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      2576 | NS      | $114157.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177576 | PA      | $177852.12    | 0.01%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $17452.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                       | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $555458.28    | 0.02%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                             | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3248 | NS      | $1117636.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ESTONIA                                            | Estonia Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |    140000 | PA      | $171972.89    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                   | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     14366 | NS      | $814417.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73219.49     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                 | Tecpetrol SA                                                                    | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     50000 | PA      | $49650.25     | 0.00%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                     | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89246.26     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                        | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116790.04    | 0.00%             | 2027-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                    | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346899.93    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                   | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      8700 | NS      | $323466.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1780.21      | 0.00%             |  |  |  | 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      | $43923.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                     | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     19056 | NS      | $188651.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                          | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |      6721 | NS      | $66026.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                             | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    100000 | PA      | $112666.42    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $353412.42    | 0.01%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                            | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52828.43     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    324188 | PA      | $325403.20    | 0.01%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360316.93    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Michelin                                                       | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      2214 | NS      | $73385.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $115903.93    | 0.00%             | 2039-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PGIM Jennison International Op                                 | PGIM Jennison International Op                                                  | CUSIP: 743969586<br>LEI: WRQUT6HDPYGSBE373O92 | Long             | EC               | RF                | US        |    550899 | NS      | $19138237.17  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-6564.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                                 | Coca-Cola Europacific Partners PLC                                              | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      3701 | NS      | $335680.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                 | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      2200 | NS      | $356708.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                       | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     30100 | NS      | $412275.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $388034.93    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                             | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     85027 | NS      | $1000809.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    945000 | PA      | $960911.00    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                         | Anglo American Capital PLC                                                      | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $247910.79    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aisin Corp                                                     | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      3900 | NS      | $73071.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    965000 | PA      | $976444.63    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                           | Enel Finance International NV                                                   | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $187216.76    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | 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      | $647.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                     | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      5400 | NS      | $880794.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                          | Toronto-Dominion Bank/The                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $608904.50    | 0.02%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                            | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     24400 | NS      | $232232.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                     | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       623 | NS      | $267463.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                  | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364143 | PA      | $361515.88    | 0.01%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                     | Elastic NV                                                                      | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |      7200 | NS      | $543168.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                          | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $209322.32    | 0.01%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $255011.25    | 0.01%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1111650.32   | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $825986.80    | 0.03%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-25133.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                 | GreenSky Home Improvement Issuer Trust 2025-3                                   | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105243.89    | 0.00%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                           | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $313306.38    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                  | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      6942 | NS      | $457926.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                    | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      5800 | NS      | $931422.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM7 Trust                                                     | PRM7 Trust 2025-PRM7                                                            | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $251454.12    | 0.01%             | 2042-11-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    135000 | PA      | $158454.32    | 0.01%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                   | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |       925 | NS      | $59931.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122023.87    | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                         | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21824.23     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    104400 | NS      | $1656940.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -3895000 | OU      | $-709.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                       | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $375100.00    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                   | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     13506 | NS      | $1724175.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                              | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     10659 | NS      | $1824607.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                                      | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9795 | NS      | $835023.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co Ltd                                         | Yamazaki Baking Co Ltd                                                          | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $201427.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                           | Kioxia Holdings Corp                                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      5900 | NS      | $392674.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                      | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1400 | NS      | $284466.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Trust 2025-RPL3                                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96260 | PA      | $94134.99     | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    312000 | PA      | $309785.29    | 0.01%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                         | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1222 | NS      | $475602.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $-58454.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $822343.85    | 0.03%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     11700 | NS      | $486486.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                                    | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     11500 | NS      | $316053.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     10778 | NS      | $1655608.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                                  | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597596.52    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                                       | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1800 | NS      | $71840.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                        | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     50993 | NS      | $675119.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                 | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     13200 | NS      | $77267.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295000 | PA      | $702893.61    | 0.02%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                    | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      7072 | NS      | $572261.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2560000 | OU      | $-1638.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1700 | NS      | $306238.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                        | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144186.45    | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                                    | PPM CLO 2018-1 Ltd                                                              | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |     68899 | PA      | $68897.92     | 0.00%             | 2031-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                     | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      2199 | NS      | $315071.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                          | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14945.14     | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                  | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     37800 | NS      | $495936.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    258197 | NS      | $1652752.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                                 | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AQ6<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1254010.38   | 0.04%             | 2038-07-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $174993.75    | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $211372.76    | 0.01%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    722000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $693252.83    | 0.02%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                             | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     11306 | NS      | $232766.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                     | GLS Auto Receivables Issuer Trust 2025-4                                        | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131000 | PA      | $131528.68    | 0.00%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                      | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      1595 | NS      | $81721.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                      | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     10585 | NS      | $1024154.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                       | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      9879 | NS      | $165538.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68984.14     | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                           | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    781000 | PA      | $826818.48    | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                         | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    300000 | PA      | $347275.13    | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                       | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $179387.76    | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2617.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional US Equity Market ETF                               | Dimensional US Equity Market ETF                                                | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |   2524486 | NS      | $187241126.62 | 5.98%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288566.19    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                         | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38567.01     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                     | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     39486 | NS      | $1608264.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                        | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       289 | NS      | $74925.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                      | CH Robinson Worldwide Inc                                                       | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       900 | NS      | $144684.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                                     | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       500 | NS      | $108685.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                           | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1600 | NS      | $1406336.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                  | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4500 | NS      | $503595.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                 | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      9600 | NS      | $427776.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                          | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4449.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66592.16     | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    853000 | PA      | $1067878.00   | 0.03%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                         | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      5000 | NS      | $441450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                                     | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     27300 | NS      | $601965.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                               | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $682601.99    | 0.02%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                       | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |     72122 | NS      | $49399242.68  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                   | LyondellBasell Industries NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      6000 | NS      | $259800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Square PLC                                             | Trinitas Euro CLO VI DAC                                                        | CUSIP: 000000000<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-CBDO         | CORP              | IE        |   6500000 | PA      | $7657790.06   | 0.24%             | 2039-01-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                        | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98876.32     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 119950000 | PA      | $614116.20    | 0.02%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | EUR/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2022.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3256.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37359.31     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                     | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      7427 | NS      | $119325.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup Inc                                              | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      9600 | NS      | $285408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                      | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      4696 | NS      | $135016.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                             | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      2600 | NS      | $87669.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                    | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     22773 | NS      | $2537139.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                                 | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |     37197 | NS      | $572204.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                                        | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73800 | NS      | $595566.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD LTD UAE                                               | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $584844.16    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                   | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1000 | NS      | $193560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-85120.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                                  | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     32810 | NS      | $118397.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206000.00    | 0.01%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $118361.44    | 0.00%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $106682.47    | 0.00%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Roku Inc                                                       | Roku Inc                                                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      1800 | NS      | $195282.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $553446.41    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                                           | Bioceanico Sovereign Certificate Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    206729 | PA      | $168742.51    | 0.01%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dimensional Core Fixed Income ETF                              | Dimensional Core Fixed Income ETF                                               | CUSIP: 25434V872<br>LEI: 549300UT5CL8M0JR7R22 | Long             | EC               | RF                | US        |    686665 | NS      | $29224462.40  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NMABS Issuer I, LLC.                                           | NMABS Issuer I LLC                                                              | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149969 | PA      | $149785.29    | 0.00%             | 2055-11-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                       | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    875000 | PA      | $879799.03    | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1815.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                        | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      8455 | NS      | $228684.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon 70 Alto Ltd                                            | Octagon 70 Alto Ltd                                                             | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7247781.50   | 0.23%             | 2036-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Crane Co                                                       | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3900 | NS      | $719277.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    880000 | PA      | $1027183.32   | 0.03%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                             | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |   1500000 | PA      | $1308870.19   | 0.04%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203425.58    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $111615.28    | 0.00%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                    | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     15400 | NS      | $317326.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                                    | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     47291 | NS      | $202120.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122981.07    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -2790000 | OU      | $-8485.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                   | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     24380 | NS      | $8437918.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                                 | Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5                     | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16242 | PA      | $17066.62     | 0.00%             | 2033-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                         | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2700 | NS      | $1529172.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                     | Getinge AB                                                                      | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |      3060 | NS      | $72245.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                      | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9700 | NS      | $738073.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                            | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61063.44     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1254323.50   | 0.04%             | 2037-10-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                        | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $892183.22    | 0.03%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $603118.08    | 0.02%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                        | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7803 | NS      | $1118247.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-97061.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc                                                     | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      5571 | NS      | $431083.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE HOLDING AB                                            | VERISURE HOLDING AB                                                             | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |    375000 | PA      | $443101.81    | 0.01%             | 2032-11-03      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                              | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      2577 | NS      | $187955.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                     | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      8100 | NS      | $315217.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                          | Kennedy Lewis CLO 8 Ltd                                                         | CUSIP: 37148EAS3<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6771342.15   | 0.22%             | 2038-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319334.87    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                    | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     10300 | NS      | $690409.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corp                                                | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5623 | NS      | $1718557.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                    | Rollins Inc                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      3600 | NS      | $216072.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   2050000 | PA      | $2362563.71   | 0.08%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-190.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $366999.96    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Shell PLC                                                      | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     54987 | NS      | $2026394.71   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                             | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     11000 | NS      | $373364.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43437.81     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $631154.94    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      6395 | NS      | $319342.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5148.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-57240.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10076.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-70611.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5811.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -712000 | NC      | $-427.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-715940.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10305.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12426.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1722.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10848.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3116.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1097.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | MXN CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -3349000 | NC      | $-42915.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29837.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-76.19       | -0.00%            |  |  |  | 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      | $-172781.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -832000 | NC      | $-23179.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -835000 | NC      | $-7772.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8193.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       445 | NC      | $-142636.53   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -369000 | NC      | $-278.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -58 | NC      | $6045.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5619.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-83697.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       705 | NC      | $-387362.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-848.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $538.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-70558.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16936.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11306.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7336.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31520.57    | -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      | $54960.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1674000 | NC      | $464.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1550000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7027.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | RON/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $96.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16250.40    | -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        |   6430000 | OU      | $5.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6734.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  65680000 | OU      | $10870.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6031.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-122228.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1356.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6134.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1674000 | NC      | $-44709.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13450.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8148.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    835000 | NC      | $1.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1324.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1368.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   3202000 | NC      | $1378.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  25820000 | NC      | $-229003.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -65680000 | OU      | $-3036.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3394.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3596.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -3569000 | NC      | $-13.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12299.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3769.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-299251.29   | -0.01%            |  |  |  | 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      | $-5652.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-10322.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $372.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $9481.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3685.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-14898.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                  | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-7339.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | C$ CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -15 | NC      | $-17956.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-404.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1196.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS ISRAEL ELECTRIC CORP LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $1383.37      | 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      | $37495.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2560000 | OU      | $5976.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-31046.93    | -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        |  -9860000 | OU      | $-15.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        14 | NC      | $-28640.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |  -2770000 | OU      | $-128.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2252.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31463.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -843000 | NC      | $-5268.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1918.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1209.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |  -1700000 | OU      | $-5170.07     | -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      | $39042.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | HUF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9122.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |   1700000 | OU      | $236.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    369000 | NC      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -832000 | NC      | $-9393.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-82907.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5197.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        | -18500000 | OU      | $-13004.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -1086000 | NC      | $-2379.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11373.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-36929.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17227.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5547.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   1086000 | NC      | $131.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -3202000 | NC      | $-18279.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7882.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1273.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -722000 | NC      | $-268.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4745.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $49.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    831000 | NC      | $492.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1070.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | SWOP CDS CDX.NA.HY.45.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |   2790000 | OU      | $387.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6328.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -831000 | NC      | $-4387.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $338.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -65680000 | OU      | $-31031.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   2913000 | NC      | $835.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27933.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | COP CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    832000 | NC      | $4.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-656.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    832000 | NC      | $30.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -841000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    843000 | NC      | $519.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1544 | NC      | $-440551.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -2913000 | NC      | $-11442.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   3349000 | NC      | $1521.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1674000 | NC      | $1.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   5579000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | MXN CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   3349000 | NC      | $5.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    712000 | NC      | $0.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $122.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | PLN CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1107000 | NC      | $1787.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    841000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | ULTRA U.S. TREASURY BOND                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       130 | NC      | $-281643.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        96 | NC      | $97663.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       113 | NC      | $77568.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | E-MINI RUSS 2000                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        85 | NC      | $-237125.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $6304.48      | 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      | $-8458.71     | -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      | $-24243.79    | -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      | $-3887.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1210.12      | 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      | $802104.42    | 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      | $42125.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                  | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-9062.18     | -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      | $-14387.69    | -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      | $-76970.11    | -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      | $-4254.16     | -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      | $563978.01    | 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      | $-485454.81   | -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      | $-52287.88    | -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      | $59515.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4714.44     | -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      | $-553633.87   | -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      | $39561.30     | 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      | $6388.55      | 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      | $53389.46     | 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      | $-7062.39     | -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      | $-58439.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2823.37     | -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      | $-73059.90    | -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      | $-13904.21    | -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      | $-33411.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                             | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         5 | NC      | $-32558.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-63926.55    | -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      | $-8629.42     | -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      | $7354.58      | 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      | $21702.18     | 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      | $-37770.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | TRS MLBC INDEX                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |         1 | NC      | $395250.44    | 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      | $-6153.11     | -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      | $-64031.87    | -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      | $28665.65     | 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      | $33318.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                             | 3MO EURO EURIBOR                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        49 | NC      | $-27978.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-20463.43    | -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      | $14223.16     | 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      | $-3060.59     | -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      | $-27890.17    | -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      | $-381361.26   | -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      | $-141605.55   | -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      | $-21082.29    | -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      | $-7885.48     | -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      | $300803.32    | 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      | $-20725.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -66 | NC      | $50562.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15291.30     | 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      | $21187.64     | 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      | $56142.12     | 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      | $-10955.73    | -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      | $37154.47     | 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      | $347092.57    | 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      | $11598.61     | 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      | $1625898.31   | 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      | $75514.58     | 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      | $-2326037.73  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4816.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13.08        | 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      | $-651742.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11628.12    | -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      | $213325.12    | 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      | $126013.76    | 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      | $-233326.17   | -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      | $449469.50    | 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      | $-34182.65    | -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      | $4973.21      | 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      | $55786.38     | 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      | $706224.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2053.00     | -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      | $-4259.44     | -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      | $52642.42     | 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      | $-48324.54    | -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      | $-8600.19     | -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      | $-11752.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4659.92      | 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      | $213059.43    | 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      | $-35538.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |         1 | NC      | $2401.87      | 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      | $-874643.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | PLN/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $441.53       | 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      | $-33919.20    | -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      | $-37315.34    | -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      | $-7609.20     | -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      | $19364.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $675.00       | 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      | $-11517.64    | -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      | $31871.06     | 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      | $37359.56     | 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      | $-68.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-17894.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -40 | NC      | $35514.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-917772.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24756.94    | -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      | $3443.48      | 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      | $-623000.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-6818.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-263202.95   | -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      | $-73566.12    | -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      | $1862.32      | 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      | $-29835.76    | -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      | $8173.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -36 | NC      | $4994.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-34080.45    | -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      | $-269265.37   | -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      | $223905.09    | 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      | $-23973.50    | -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      | $-115724.42   | -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      | $18012.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-53220.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $812.37       | 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      | $49609.86     | 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      | $97985.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25841.71    | -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      | $-29571.81    | -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      | $-90388.40    | -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      | $183.80       | 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      | $-31443.83    | -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      | $-132979.41   | -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      | $-2579.45     | -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      | $34986.95     | 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      | $172202.58    | 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      | $-47386.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10858.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       387 | NC      | $-364835.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-6974.61     | -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      | $23376.36     | 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      | $-20083.31    | -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      | $-269457.80   | -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      | $748588.60    | 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      | $-136160.72   | -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      | $12553.11     | 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      | $29144.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                    | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $172461.45    | 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      | $-75703.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8935.35     | -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      | $4361.25      | 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      | $-427718.33   | -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      | $59843.90     | 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      | $10085.12     | 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      | $-47053.11    | -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      | $-18466.10    | -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      | $-1874.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-5559.23     | -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      | $236465.88    | 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      | $-21446.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30177.67     | 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      | $-3110.12     | -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      | $-82301.53    | -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      | $-34685.01    | -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      | $-51663.83    | -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      | $-625093.99   | -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      | $-23959.92    | -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      | $237715.89    | 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      | $5959.74      | 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      | $14911.25     | 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      | $224727.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8139.84     | -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      | $12624.49     | 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      | $441.31       | 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      | $-174075.77   | -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      | $-18400.39    | -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      | $-344625.62   | -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      | $585575.90    | 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      | $-566.45      | -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      | $18747.09     | 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      | $13398.10     | 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      | $-4119.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19272.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32.44       | -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      | $22246.84     | 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      | $-951.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-51531.21    | -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      | $24851.86     | 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      | $37604.94     | 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      | $109801.56    | 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      | $1989.12      | 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      | $4795.32      | 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      | $-218011.14   | -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      | $-34570.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-OAT                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -26 | NC      | $11152.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-42462.49    | -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      | $-21750.97    | -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      | $-382431.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                       | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $339446.28    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2810000 | PA      | $2757312.50   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                       | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $563600.12    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92372.93     | 0.00%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $112731.06    | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                          | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |    300000 | PA      | $329883.34    | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     31035 | NS      | $9713955.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13109.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85755.63     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8945000 | PA      | $8993917.97   | 0.29%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                     | Acciona SA                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       247 | NS      | $53756.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                                            | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1962 | NS      | $581164.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsuruha Holdings Inc                                           | Tsuruha Holdings Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5600 | NS      | $102890.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centragas                                                      | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $455473.17    | 0.01%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                      | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      6285 | NS      | $120202.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $94518.05     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                 | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      6735 | NS      | $718887.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                         | Roper Technologies Inc                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       798 | NS      | $355213.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-138.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                      | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      8571 | NS      | $530707.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83212.51     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1933 | NS      | $251746.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $413380.70    | 0.01%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                       | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $107945.09    | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    531000 | PA      | $501877.97    | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                        | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1675055.58   | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1997943.75   | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $354820.01    | 0.01%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                     | FDJ UNITED                                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      1044 | NS      | $28898.72     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                                 | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5050.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                  | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      1178 | NS      | $143761.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                            | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     10100 | NS      | $3254422.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air                                 | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |     53384 | NS      | $296409.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    120000 | PA      | $132386.28    | 0.00%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $602590.62    | 0.02%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                                    | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      1600 | NS      | $48494.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                               | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |   1976888 | PA      | $2322344.76   | 0.07%             | 2031-07-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                             | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      8731 | NS      | $145204.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2965000 | PA      | $3005073.83   | 0.10%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                              | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    322376 | PA      | $369346.98    | 0.01%             | 2037-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-90.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    390000 | PA      | $362744.52    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $245019.80    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                             | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       287 | NS      | $232274.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    958000 | PA      | $1335977.59   | 0.04%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LY Corp                                                        | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     73400 | NS      | $195313.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                   | CD 2017-CD5 Mortgage Trust                                                      | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339638 | PA      | $334492.06    | 0.01%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                     | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      7112 | NS      | $456455.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                       | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $924267.23    | 0.03%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                               | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81550.57     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5740000 | PA      | $5769372.66   | 0.18%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2825.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                            | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     29400 | NS      | $391299.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                                 | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      5100 | NS      | $644884.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                               | Carlyle Euro CLO 2021-2 DAC                                                     | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |  10235000 | PA      | $12010093.66  | 0.38%             | 2035-10-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $498760.85    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                                     | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      6300 | NS      | $126003.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2024-5YR10                                                                | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $875918.80    | 0.03%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                       | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    205851 | PA      | $213059.57    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2025-5YR15                                                                | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2180940.93   | 0.07%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                       | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $437324.02    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $224137.96    | 0.01%             | 2041-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       309 | NC      | $-10592.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BULGARIAN ENERGY HLD                                           | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |    100000 | PA      | $117225.02    | 0.00%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77348.76     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                          | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2258 | NS      | $1287534.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                            | Fortive Corp                                                                    | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $479875.72    | 0.02%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                     | Intel Corp                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     34900 | NS      | $1287810.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    224000 | PA      | $223298.34    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | 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        |     32045 | NS      | $0.32         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                      | Unibail-Rodamco-Westfield                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1265 | NS      | $137564.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                            | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   6900000 | PA      | $9314899.29   | 0.30%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                                 | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       500 | NS      | $73780.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4111.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                               | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    379851 | PA      | $379847.31    | 0.01%             | 2031-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $814363.98    | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                                 | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |    200043 | NS      | $42077044.62  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                                   | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23466 | NS      | $358333.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                    | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     15607 | NS      | $2150582.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                          | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $359161.65    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652662 | PA      | $678548.59    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                       | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      5600 | NS      | $487760.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $217636.94    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                             | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     21969 | NS      | $2499413.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                         | AUST 3YR BOND                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |       -54 | NC      | $-3853.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                 | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      5810 | NS      | $895553.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     15261 | NS      | $588145.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                  | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     10307 | NS      | $853694.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $819100.77    | 0.03%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    284000 | PA      | $263882.41    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                      | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      5800 | NS      | $214403.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                            | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      7700 | NS      | $449526.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                       | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |   1000000 | PA      | $1052336.01   | 0.03%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287974.19    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353503.44    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6242.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2511.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $900834.38    | 0.03%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $210712.00    | 0.01%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $76711.03     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                  | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       991 | NS      | $764923.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Group Corp                                            | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     22800 | NS      | $639616.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                 | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3500 | NS      | $557340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                              | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     12400 | NS      | $1008368.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                          | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316497.37    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25951.00     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SNCF RESEAU                                                    | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $91118.31     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1289.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49870.30     | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                      | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      5274 | NS      | $1224749.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                            | Sound Point CLO II Ltd                                                          | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |     81636 | PA      | $81637.37     | 0.00%             | 2031-01-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                             | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     54800 | NS      | $537844.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $411097.28    | 0.01%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                  | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     12400 | NS      | $774752.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenaris SA                                                     | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1890 | NS      | $36469.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                     | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      6931 | NS      | $149348.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    625000 | PA      | $592472.95    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                               | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      9600 | NS      | $206880.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1035.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3000 | NS      | $1718610.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast A/S                                                  | Coloplast A/S                                                                   | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       540 | NS      | $46297.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367256.76    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                             | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      6065 | NS      | $1644828.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PLATINUM SECURITIES KY                                         | Platinum for Belize Blue Investment Co LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    250000 | PA      | $223755.00    | 0.01%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2025-5C34                                                  | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $827089.95    | 0.03%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                   | Hilton Grand Vacations Trust 2025-3EXT                                          | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100328.47    | 0.00%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $515657.81    | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $462313.67    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185942.14    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1031.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                                   | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123652.32    | 0.00%             | 2030-09-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $976961.67    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| IFF                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3500 | NS      | $235865.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSB BANK PLC                                                   | TSB Bank PLC                                                                    | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $408465.44    | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                    | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     20300 | NS      | $1903328.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $260826.25    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                            | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     17580 | NS      | $738187.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     38800 | NS      | $1247862.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33600 | PA      | $33106.50     | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                  | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     83454 | NS      | $892152.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-181.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                           | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     11603 | NS      | $199807.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105394.30    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                      | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      8800 | NS      | $273338.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                    | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     21830 | NS      | $777925.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      4100 | NS      | $276809.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                       | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    479621 | PA      | $350309.41    | 0.01%             | 2041-11-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6260000 | PA      | $6307928.13   | 0.20%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $430394.72    | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                    | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      3400 | NS      | $107890.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70823.25     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-435.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd                                          | Phoenix Financial Ltd                                                           | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      3468 | NS      | $143433.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                               | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     20857 | NS      | $1057835.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $93262.69     | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                             | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    230000 | PA      | $151915.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                                        | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2000 | NS      | $489280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222548.88    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                              | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       700 | NS      | $90307.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greywolf CLO Ltd                                               | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   2859000 | PA      | $2860139.02   | 0.09%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2155000 | PA      | $2077678.60   | 0.07%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mirvac Group                                                   | Mirvac Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    121521 | NS      | $165643.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $118.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1974.78      | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $419482.91    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio                             | PSF PGIM High Yield Bond Portfolio                                              | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |    987229 | NS      | $7730005.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                                   | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $217152.40    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                       | LKQ Corp                                                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4200 | NS      | $126840.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Trails CLO                                               | Ocean Trails CLO XV Ltd                                                         | CUSIP: 67515BAA0<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4012306.00   | 0.13%             | 2037-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                               | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $1058663.08   | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197474.06    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                                       | Trimaran CAVU 2025-2 Ltd                                                        | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6775326.00   | 0.22%             | 2038-03-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                       | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      5000 | NS      | $53367.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-195.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228113.66    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                                            | Silver Rock CLO III                                                             | CUSIP: 82811AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6013318.80   | 0.19%             | 2036-01-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480731 | PA      | $489201.77    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                           | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19346 | PA      | $18349.31     | 0.00%             | 2034-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                            | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7800 | NS      | $2402634.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                           | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       144 | NS      | $50953.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                   | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      3024 | NS      | $50123.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244077.37    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77311.76     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                                       | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      1306 | NS      | $147626.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $470.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                      | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1015 | NS      | $273812.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4705000 | PA      | $4686621.09   | 0.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $464041.45    | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2025-5C36                                                  | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1616832.59   | 0.05%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                   | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      1200 | NS      | $37278.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113576.25    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                                | Sandisk Corp/DE                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $427284.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                 | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       171 | NS      | $311971.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                 | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1500000 | PA      | $1551562.50   | 0.05%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122699.04    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1691.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                           | Evonik Industries AG                                                            | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      3552 | NS      | $55432.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $49242.19     | 0.00%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                         | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121045.60    | 0.00%             | N/A             | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                      | Gecina SA                                                                       | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      1378 | NS      | $130872.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monument CLO                                                   | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |  12000000 | PA      | $14135327.69  | 0.45%             | 2037-05-15      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660149.34    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                         | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4840 | NS      | $1175967.69   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                 | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     39000 | NS      | $192301.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                 | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4700 | NS      | $1245077.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $124013.18    | 0.00%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2070.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8707.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RRE Loan Management                                            | RRE 24 Loan Management DAC                                                      | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $295595.68    | 0.01%             | 2040-04-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                                        | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    300000 | PA      | $315297.68    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    425000 | PA      | $388326.38    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                    | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2900 | NS      | $289594.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209800.58    | 0.01%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                  | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144966.49    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                               | ANA Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      3300 | NS      | $62672.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                         | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $924261.89    | 0.03%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     19700 | NS      | $535643.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                        | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      7600 | NS      | $872176.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-636.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    336000 | PA      | $424884.81    | 0.01%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                         | T Rowe Price Group Inc                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1500 | NS      | $153570.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    335000 | PA      | $329170.40    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       400 | NS      | $242004.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | EG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2030971.24   | 0.06%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                           | Glencore Capital Finance DAC                                                    | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $109817.53    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                                    | Pearson PLC                                                                     | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |      8272 | NS      | $116958.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $415533.56    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                     | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     12161 | NS      | $2778666.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill Inc                                     | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     10993 | NS      | $406741.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3992.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                           | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $123468.86    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    280000 | PA      | $270981.00    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5265000 | PA      | $5412255.47   | 0.17%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                 | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       656 | NS      | $442288.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                      | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     85058 | NS      | $324301.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                   | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      2500 | NS      | $28757.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Dividend Appreciation ETF                             | Vanguard Dividend Appreciation ETF                                              | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |     75769 | NS      | $16652510.82  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66840.65     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                        | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 430520000 | PA      | $1333726.29   | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19308.20     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $969.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                                   | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       775 | NS      | $52376.25     | 0.00%             |  |  |  | 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              | HK        |   7000000 | PA      | $1013589.12   | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1537552 | PA      | $1525847.55   | 0.05%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174786.41    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                   | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      4405 | NS      | $154764.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351150.39    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200389 | PA      | $206275.93    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                       | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $827458.30    | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    665000 | PA      | $487445.00    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                         | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      8200 | NS      | $781870.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $411.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $413600.00    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                              | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       207 | NS      | $118844.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    805000 | PA      | $811414.84    | 0.03%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Terumo Corp                                                    | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      3500 | NS      | $50873.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5840000 | PA      | $2495204.96   | 0.08%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITY OF VANCOUVER                                              | City of Vancouver                                                               | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $151547.92    | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                        | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     13665 | NS      | $301145.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20173.67     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                                        | Freeport Terminal Malta PLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    300000 | PA      | $315297.68    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio | Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio                  | CUSIP: 74437G730<br>LEI: SI6E3LOL5OUL8Q7NIF17 | Long             | EC               | RF                | US        |    278807 | NS      | $40638922.02  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA HOLDCO LTD                                              | ZEGONA HOLDCO LTD                                                               | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |   4075000 | PA      | $4811687.46   | 0.15%             | 2029-07-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409761.79    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4150000 | PA      | $20293.24     | 0.00%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                                            | Nassau Euro CLO IV DAC                                                          | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |   9000000 | PA      | $10580435.25  | 0.34%             | 2038-07-20      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2024-5YR8                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $837834.88    | 0.03%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                    | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13700 | NS      | $1081478.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                               | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     53400 | NS      | $474659.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                       | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     41846 | NS      | $278061.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1057629.50   | 0.03%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1536396 | PA      | $1382293.88   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-411.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE VALENCIA                                        | Autonomous Community of Valencia Spain                                          | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $491736.59    | 0.02%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                     | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     11245 | NS      | $323624.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                               | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |      2400 | NS      | $53998.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    270000 | PA      | $297107.92    | 0.01%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102693.55    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                            | TOPPAN Holdings Inc                                                             | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      7000 | NS      | $208086.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172855.37    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PSF PGIM Jennison Value                                        | (PI62580) PSF PGIM Jennison Value                                               | CUSIP: 000000000<br>LEI: P7GE1Q1TW25H6LI8ZC55 | Long             | EC               | RF                | US        |    140307 | NS      | $10027769.31  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                                   | Woodward Inc                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       500 | NS      | $151160.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                 | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59440 | PA      | $56944.59     | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-152.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216259.25    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | Barclays Bank PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $128871.30    | 0.00%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                                 | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      8500 | NS      | $342356.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                       | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     17807 | NS      | $467778.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                          | Idemitsu Kosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     10200 | NS      | $77227.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                   | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     45564 | NS      | $1361907.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                        | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1400 | NS      | $544698.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                            | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2400 | NS      | $466536.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                  | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1800 | NS      | $291528.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELVETIA EUROPE SA                                             | Helvetia Europe SA                                                              | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $442904.68    | 0.01%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $492.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                        | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     66000 | PA      | $68424.84     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52978.07     | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                         | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   5000000 | PA      | $774507.10    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $358311.73    | 0.01%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16200.08     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $704481.87    | 0.02%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                       | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       665 | NS      | $102882.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                              | NatWest Group PLC                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223750.00    | 0.01%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                        | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     18700 | NS      | $242427.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $108494.39    | 0.00%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $68.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134327.80    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                          | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |      8275 | NS      | $216268.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                                   | Nexon Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |     10500 | NS      | $256478.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118279 | PA      | $118074.19    | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                 | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     16322 | NS      | $1544176.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                                   | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10841 | NS      | $1652276.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                     | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17132 | NS      | $28559.04     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    833000 | PA      | $950797.03    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $293870.22    | 0.01%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                  | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       900 | NS      | $606438.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1627.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-143.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                              | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     21355 | NS      | $327553.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                                 | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       900 | NS      | $167004.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RELX PLC                                                       | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      1964 | NS      | $79123.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199977 | PA      | $1867.88      | 0.00%             | 2027-12-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                             | Teleperformance SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      1635 | NS      | $118324.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $75532.91     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401274.84    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                                         | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $296446.55    | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                       | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     28100 | NS      | $1018625.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                 | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3200 | NS      | $830400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                  | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1076892.06   | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                     | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     29800 | NS      | $247654.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                       | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $276242.51    | 0.01%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                             | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       200 | NS      | $93372.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                              | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   1840000 | PA      | $1903309.18   | 0.06%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24125.56     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $234859.10    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                   | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     44078 | PA      | $44140.87     | 0.00%             | 2033-09-26      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                            | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     12000 | NS      | $1472880.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ADIF ALTA VELOCIDAD                                            | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $476310.58    | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7300.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    159570 | NS      | $2510984.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $143436.71    | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2602176 | PA      | $2839.23      | 0.00%             | 2026-03-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | EG Global Finance PLC                                                           | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1301148.00   | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                            | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     55000 | PA      | $66545.82     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $115664.84    | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                        | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |   1000000 | PA      | $1093300.31   | 0.03%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                   | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |      2916 | NS      | $48655.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                                 | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     13700 | NS      | $1137100.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                                    | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352242 | PA      | $353775.54    | 0.01%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2511.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $120625.42    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                     | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      5200 | NS      | $189771.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                       | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $262535.76    | 0.01%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                               | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      3115 | NS      | $143039.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                                  | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       700 | NS      | $574203.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                                 | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       857 | NS      | $68817.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES INC                                              | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44735.74     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                        | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $408509.49    | 0.01%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                                        | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      3384 | NS      | $389435.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                   | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      6861 | NS      | $300846.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-413.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $245781.92    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1888305 | PA      | $1621393.28   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                          | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $251306.40    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                           | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23100 | NS      | $79370.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                        | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       120 | NS      | $30222.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                  | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $121954.03    | 0.00%             | 2029-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                            | Emerson Electric Co                                                             | CUSIP: 291011BU7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1284456.29   | 0.04%             | 2031-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                       | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $534799.16    | 0.02%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113602.41    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                           | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      6400 | NS      | $1102528.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                       | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $460.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                     | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      9900 | NS      | $961587.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                    | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1000 | NS      | $510450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $583936.67    | 0.02%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4745000 | PA      | $1998118.96   | 0.06%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563999.17    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: —       |
| Fisher & Paykel Healthcare Cor                                 | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     11744 | NS      | $255161.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                                    | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     10815 | NS      | $946961.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                      | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       387 | NS      | $292843.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                                | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |    307537 | PA      | $338467.46    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                         | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    170000 | PA      | $167194.23    | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $99.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                    | HOCHTIEF AG                                                                     | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       720 | NS      | $281866.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $683303.15    | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                       | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $604271.96    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86527.96     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                             | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     62248 | NS      | $290867.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41173.36     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                             | Province of Quebec Canada                                                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2030000 | PA      | $1477735.29   | 0.05%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                                 | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     62000 | NS      | $221860.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                         | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      1029 | NS      | $286706.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                       | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $219225.30    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-390.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                       | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220411.16    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                           | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      5700 | NS      | $456342.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    700000 | PA      | $717917.93    | 0.02%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                   | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       915 | NS      | $207229.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                         | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1000 | NS      | $56559.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                         | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     16030 | NS      | $702188.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1800000 | PA      | $1129701.45   | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                      | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     16358 | NS      | $1623680.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                          | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    875000 | PA      | $821130.32    | 0.03%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1945000 | PA      | $1040103.98   | 0.03%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-137.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                 | BPER Banca SPA                                                                  | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      2548 | NS      | $34429.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                 | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115111 | PA      | $115751.10    | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $408295.40    | 0.01%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $281215.17    | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                     | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      4200 | NS      | $982254.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GABON BLUE BOND MASTER                                         | Gabon Blue Bond Master Trust Series 2                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    500000 | PA      | $508425.00    | 0.02%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                       | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    389273 | NS      | $514896.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                                 | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     19700 | NS      | $462497.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                      | Ball Corp                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1700 | NS      | $90049.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $207398.00    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-415.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    835000 | PA      | $832603.55    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                 | Structured Asset Investment Loan Trust 2004-BNC1                                | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38194 | PA      | $40413.98     | 0.00%             | 2034-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                        | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     35692 | NS      | $675825.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                           | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2900 | NS      | $174319.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    518000 | PA      | $516529.15    | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                    | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3000 | NS      | $387120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                 | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7830 | NS      | $1199477.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $531807.20    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TIS Inc                                                        | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      4000 | NS      | $134382.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                               | City of Milan Italy                                                             | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |    315000 | PA      | $375514.52    | 0.01%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-93082.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $378.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                      | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140793.16    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                      | Anchorage Capital Clo 11 Ltd                                                    | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6020025.00   | 0.19%             | 2037-07-22      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     17939 | NS      | $1423639.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                         | SGS SA                                                                          | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |       567 | NS      | $64835.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30896.48     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp                                                   | Kyocera Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $281776.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                       | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       700 | NS      | $242200.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                   | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1200 | NS      | $163416.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                       | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |    200000 | PA      | $238697.81    | 0.01%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                  | Coherent Corp                                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       700 | NS      | $129199.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4757.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                               | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201545 | PA      | $178379.81    | 0.01%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $691356.06    | 0.02%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                         | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1156749.36   | 0.04%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                 | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                         | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9698 | PA      | $9555.36      | 0.00%             | 2035-01-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                              | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $870069.66    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                                   | Parallel 2020-1 Ltd                                                             | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    806000 | PA      | $806061.58    | 0.03%             | 2034-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| South32 Ltd                                                    | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     15081 | NS      | $35698.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    160000 | PA      | $187796.96    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                   | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1585 | NS      | $557079.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                           | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       300 | NS      | $145101.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1483.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                              | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000 | PA      | $806400.00    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                               | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     12259 | NS      | $434025.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                       | Daimler Truck Holding AG                                                        | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      2630 | NS      | $113912.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     44000 | NS      | $1006398.20   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                          | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       700 | NS      | $54691.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                             | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      3400 | NS      | $191658.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                            | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     39600 | NS      | $329886.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                                      | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   2000000 | PA      | $307885.83    | 0.01%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                  | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      3100 | NS      | $117969.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80419.95     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1549.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    685000 | PA      | $684967.52    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                   | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      5600 | NS      | $559160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                            | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4600 | NS      | $945300.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $512500.10    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                          | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       600 | NS      | $348426.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10845000 | PA      | $5071846.54   | 0.16%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215360.00    | 0.01%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483430.38    | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1290038.69   | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    575000 | PA      | $599928.01    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1716.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                          | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       628 | NS      | $108976.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                        | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      4349 | NS      | $540413.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1317681.16   | 0.04%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63660.72     | 0.00%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $224595.80    | 0.01%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                      | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      3168 | NS      | $308405.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                             | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1260000 | PA      | $1473348.24   | 0.05%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                            | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    888000 | PA      | $889552.34    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                        | Tikehau CLO XIII DAC                                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-CBDO         | CORP              | IE        |   8000000 | PA      | $9421005.84   | 0.30%             | 2038-10-15      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400295.80    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2027.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International In                                 | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5745 | NS      | $921498.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                             | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     43100 | NS      | $746061.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSB BANK PLC                                                   | TSB Bank PLC                                                                    | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $825400.22    | 0.03%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1900 | NS      | $615657.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                         | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1100 | NS      | $744183.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41461 | PA      | $40217.60     | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                  | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2444520.54   | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16905000 | PA      | $12459513.28  | 0.40%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                              | Brunswick Corp/DE                                                               | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1900 | NS      | $141056.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94253.99     | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                       | Foundation Finance Trust 2025-3                                                 | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312355 | PA      | $313186.27    | 0.01%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                    | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      3042 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Progress Residential Trust                                     | Progress Residential 2025-SFR6 Trust                                            | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162177 | PA      | $157350.66    | 0.01%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $304177.02    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kajima Corp                                                    | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7400 | NS      | $275927.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                            | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1800 | NS      | $139320.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                        | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     18420 | NS      | $1357877.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201708.28    | 0.01%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                   | Fortinet Inc                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2800 | NS      | $222348.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                           | BANK 2017-BNK6                                                                  | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103754 | PA      | $102560.60    | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1603.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                     | Magnum Ice Cream Co NV/The                                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      1243 | NS      | $19889.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                  | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       400 | NS      | $249064.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    820000 | PA      | $787963.12    | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd                                             | Elmwood CLO 25 Ltd                                                              | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13045922.50  | 0.42%             | 2037-04-17      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                   | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389193.45    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                         | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $819911.30    | 0.03%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                         | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $401924.13    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                     | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $326304.09    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                     | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1442 | NS      | $144834.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                                   | ICG Euro CLO 2023-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |   3750000 | PA      | $4403271.68   | 0.14%             | 2038-10-19      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $0.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                           | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     50234 | NS      | $2762870.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGUATE TRUST 2 0                                            | Energuate Trust 2 0                                                             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199322.00    | 0.01%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                           | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      4900 | NS      | $147315.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    273000 | PA      | $278956.89    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                         | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    975000 | PA      | $531888.88    | 0.02%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5526 | NS      | $361564.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                        | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     24970 | NS      | $612194.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                        | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      7200 | NS      | $404579.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                     | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     58500 | NS      | $296887.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $279025.65    | 0.01%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5678.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                                    | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      5103 | NS      | $265281.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284293.96    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     15194 | NS      | $1763871.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 2 DAC                                                         | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |   4550000 | PA      | $5351865.50   | 0.17%             | 2034-07-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                       | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12531262.50  | 0.40%             | 2037-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                 | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $207295.14    | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                       | HUDSON RIVER TRADING LLC                                                        | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    340335 | PA      | $341587.27    | 0.01%             | 2030-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                         | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    950000 | PA      | $582293.91    | 0.02%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94458.40     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471367.82    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer