# EDGAR Filing Document

**Accession Number:** 0001447346
**File Stem:** 0001447346-25-000027
**Filing Date:** 2025-7
**Character Count:** 199937
**Document Hash:** dd841a3c29c905bbae7e170233a17f61
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001447346-25-000027.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001447346-25-000027

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22243
- **FILM NUMBER:** 251161561

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1990162859.25

**Total Liabilities:** $85809788.03

**Net Assets:** $1904353071.22

**Delayed Delivery Securities:** $7101365.75

**Cash Not Reported:** $3071209.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1038.151043 | **1-Year:** -53516.485964 | **5-Year:** -87992.093438 | **10-Year:** -38113.316779 | **30-Year:** -6459.007867

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

- **3-Month:** -574.741097 | **1-Year:** -11844.452057 | **5-Year:** -23605.648061 | **10-Year:** -17755.679380 | **30-Year:** -1830.738826

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169957 | -0.15%               | 0.98%                | -0.13%               |
| Class ID C000072749 | -0.17%               | 0.97%                | -0.14%               |
| Class ID C000072750 | -0.19%               | 0.94%                | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5517927.72             | $9535677.55                                |
| Month 2  | $-3616032.78             | $31899701.03                               |
| Month 3  | $-3505013.85             | $4672385.92                                |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES Andes SA                                                                    | AES ANDES SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      4730000 | PA      | $4757093.44   | 0.25%             | 2032-03-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3745000 | PA      | $3527932.31   | 0.19%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Africell Holding Ltd                                                            | AFRICELL HOLDING LTD                                                            | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      3665000 | PA      | $3554897.17   | 0.19%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| AGL CLO 7 Ltd                                                                   | AGL CLO 7 LTD                                                                   | CUSIP: 008511AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2244110 | PA      | $2247332.86   | 0.12%             | 2034-07-15      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | USD/COP FWD 20250606 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $40810.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1780000 | PA      | $1800012.54   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1215000 | PA      | $1239370.11   | 0.07%             | 2028-12-18      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830000 | PA      | $1283527.60   | 0.07%             | 2066-04-25      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| ARES Loan Funding III Ltd                                                       | ARES LOAN FUNDING III LTD                                                       | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8125000 | PA      | $8126025.05   | 0.43%             | 2036-07-25      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| ARES LX CLO LTD                                                                 | ARES LX CLO LTD                                                                 | CUSIP: 04018FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $499864.50    | 0.03%             | 2034-07-18      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5370000 | PA      | $5402316.66   | 0.28%             | 2026-02-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377REQ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2488328.50   | 0.13%             | 2026-08-20      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       490000 | PA      | $492702.40    | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| Axian Telecom                                                                   | AXIAN TELECOM                                                                   | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |      1490000 | PA      | $1501664.02   | 0.08%             | 2027-02-16      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust 2015-SRCH                                                           | BBCMS TRUST 2015-SRCH                                                           | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3832000 | PA      | $3561739.00   | 0.19%             | 2035-08-10      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 15 Ltd                                                            | BALLYROCK CLO 15 LTD                                                            | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      4890000 | PA      | $4897712.21   | 0.26%             | 2038-01-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3920000 | PA      | $4062938.88   | 0.21%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10120000 | PA      | $10128004.92  | 0.53%             | 2028-09-10      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1674500.00   | 0.09%             | N/A             | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      1490000 | PA      | $1490892.39   | 0.08%             | 2033-01-17      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2190000 | PA      | $2182831.93   | 0.11%             | 2031-05-17      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2375000 | PA      | $2360064.10   | 0.12%             | 2031-05-17      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       548435 | PA      | $550396.83    | 0.03%             | 2031-12-26      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       142082 | PA      | $142661.82    | 0.01%             | 2031-12-26      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1944424 | PA      | $1944424.28   | 0.10%             | 2029-11-01      | Variable      | 7.08%                 | Yes           | 3                  | On Loan: No      |
| Bellemeade Re 2022-1 Ltd                                                        | BELLEMEADE RE 2022-1 LTD                                                        | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      2006195 | PA      | $2011510.24   | 0.11%             | 2032-01-26      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Bimbo Bakeries USA Inc                                                          | BIMBO BAKERIES USA INC                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $3088781.85   | 0.16%             | 2029-01-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4395000 | PA      | $4327980.65   | 0.23%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2602737.25   | 0.14%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Boston Gas Co                                                                   | BOSTON GAS CO                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       675000 | PA      | $689987.03    | 0.04%             | 2035-01-10      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/CHF FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $40529.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXHY 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-303527.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXHY 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-299327.02   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXIG 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $10250.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXIG 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $95440.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXIG 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-86066.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXIG 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-59277.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20250822 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11956.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                          | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1415948 | PA      | $1415948.14   | 0.07%             | 2039-12-15      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE                                        | CUSIP: 12482HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5635000 | PA      | $5631478.13   | 0.30%             | 2037-12-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2013-IV Ltd                                                        | CIFC FUNDING 2013-IV LTD                                                        | CUSIP: 12549FCA5<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |      2515000 | PA      | $2524274.01   | 0.13%             | 2031-04-27      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2020-I Ltd                                                         | CIFC FUNDING 2020-I LTD                                                         | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3930000 | PA      | $3933121.13   | 0.21%             | 2036-07-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1562000 | PA      | $1485259.41   | 0.08%             | 2065-04-27      | Variable      | 3.36%                 | No            | 2                  | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                   | COMM 2014-CR14 MORTGAGE TRUST                                                   | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       774171 | PA      | $743351.51    | 0.04%             | 2047-02-10      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4655000 | PA      | $4543922.39   | 0.24%             | 2054-12-10      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1940000 | PA      | $1956684.00   | 0.10%             | 2055-03-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Cadence Design Systems Inc                                                      | CADENCE DESIGN SYSTEMS INC                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2316822.98   | 0.12%             | 2027-09-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMMERCE                                              | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     11745000 | PA      | $11724399.27  | 0.62%             | 2027-09-11      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       720000 | PA      | $727944.55    | 0.04%             | 2030-05-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1927933.42   | 0.10%             | 2030-05-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4417789.90   | 0.23%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                               | CHILE ELECTRICITY LUX MPC II SARL                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3655869 | PA      | $3637199.49   | 0.19%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $2107987.50   | 0.11%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1880037.60   | 0.10%             | 2029-09-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | MXN/USD FWD 20250718 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $1957525.50   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/MXN FWD 20250718 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-741749.34   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                            | COLORADO HEALTH FACILITIES AUTHORITY                                            | CUSIP: 19648FRY2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      3955000 | PA      | $3647916.00   | 0.19%             | 2030-12-01      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | USD/CAD FWD 20250725 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7326.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | CAD/USD FWD 20250725 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $81858.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      1450000 | PA      | $1481610.00   | 0.08%             | 2035-01-13      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3610000 | PA      | $3647807.53   | 0.19%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Crown Point CLO 7 Ltd                                                           | CROWN POINT CLO 7 LTD                                                           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1477702 | PA      | $1477939.13   | 0.08%             | 2031-10-20      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      5475000 | PA      | $5432426.40   | 0.29%             | 2028-04-01      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                             | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       385000 | PA      | $390244.39    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1775141 | PA      | $1721985.35   | 0.09%             | 2050-07-20      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| Dryden 86 CLO Ltd                                                               | DRYDEN 86 CLO LTD                                                               | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |      3840000 | PA      | $3842213.18   | 0.20%             | 2034-07-17      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Dryden 77 CLO Ltd                                                               | DRYDEN 77 CLO LTD                                                               | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |      1565890 | PA      | $1565107.35   | 0.08%             | 2034-05-20      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                                                                         | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      2729000 | PA      | $2703999.63   | 0.14%             | 2034-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      3715000 | PA      | $3538331.87   | 0.19%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2021-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2021-A LLC                                           | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       671361 | PA      | $631993.56    | 0.03%             | 2035-08-27      | Fixed         | 1.36%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/TWD FWD 20250711 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $42993.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO 20 Ltd                                                              | ELMWOOD CLO 20 LTD                                                              | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2295000 | PA      | $2299875.08   | 0.12%             | 2037-01-17      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO VIII Ltd                                                            | ELMWOOD CLO VIII LTD                                                            | CUSIP: 29003EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4025000 | PA      | $4039163.37   | 0.21%             | 2037-04-20      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      2545000 | PA      | $2554467.40   | 0.13%             | 2025-12-02      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       265000 | PA      | $269474.90    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| FS Luxembourg Sarl                                                              | FS LUXEMBOURG SARL                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      2180000 | PA      | $2211058.46   | 0.12%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      2395000 | PA      | $2402640.05   | 0.13%             | 2030-09-06      | Variable      | 4.89%                 | No            | 2                  | On Loan: —       |
| FirstKey Homes 2020-SFR2 Trust                                                  | FIRSTKEY HOMES 2020-SFR2 TRUST                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3455000 | PA      | $3396922.49   | 0.18%             | 2037-10-19      | Fixed         | 1.97%                 | No            | 2                  | On Loan: No      |
| 522 Funding CLO 2019-5 Ltd                                                      | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      3895000 | PA      | $3897160.48   | 0.20%             | 2035-04-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| 522 Funding CLO 2019-5 Ltd                                                      | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAE9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      2805000 | PA      | $2800920.13   | 0.15%             | 2035-04-15      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Fortinet Inc                                                                    | FORTINET INC                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |      3627000 | PA      | $3145867.57   | 0.17%             | 2031-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Fortress Credit BSL XV Ltd                                                      | FORTRESS CREDIT BSL XV LTD                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |      3965000 | PA      | $3968543.60   | 0.21%             | 2033-10-18      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Fortress Credit BSL XXIV Ltd                                                    | FORTRESS CREDIT BSL XXIV LTD                                                    | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4420000 | PA      | $4400110.00   | 0.23%             | 2038-04-20      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                         | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      2165134 | PA      | $2163100.89   | 0.11%             | 2045-02-25      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2950000 | PA      | $3105722.54   | 0.16%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4125000 | PA      | $4583729.70   | 0.24%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| Galaxy XX CLO Ltd                                                               | GALAXY XX CLO LTD                                                               | CUSIP: 36320MAS7<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |      2245000 | PA      | $2248011.44   | 0.12%             | 2031-04-20      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        56290 | PA      | $50863.08     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 60B Ltd                                              | GOLUB CAPITAL PARTNERS CLO 60B LTD                                              | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2865000 | PA      | $2870397.43   | 0.15%             | 2034-10-25      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/MYR FWD 20250609 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3934516.83  | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | MYR/USD FWD 20250609 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $162641.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | BRL/USD FWD 20250903 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $25231.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1540000 | PA      | $1537112.50   | 0.08%             | 2037-05-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3415000 | PA      | $3418630.15   | 0.18%             | 2029-03-03      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1403893.40   | 0.07%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: —       |
| HTA Group Ltd/Mauritius                                                         | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      1350000 | PA      | $1378377.00   | 0.07%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: —       |
| HPS Loan Management 11-2017 Ltd                                                 | HPS LOAN MANAGEMENT 11-2017 LTD                                                 | CUSIP: 40436VAJ0<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |      7190000 | PA      | $7213938.31   | 0.38%             | 2030-05-06      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4486733 | PA      | $4274689.52   | 0.22%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      6795000 | PA      | $6760440.63   | 0.35%             | 2026-09-25      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2757651 | PA      | $2750693.29   | 0.14%             | 2033-03-21      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       838763 | PA      | $849929.83    | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2109920 | PA      | $2121837.23   | 0.11%             | 2032-10-20      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Ilpt Commercial Mortgage Trust 2022-Lpfx                                        | ILPT COMMERCIAL MORTGAGE TRUST 2022-LPFX                                        | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4315000 | PA      | $3765790.25   | 0.20%             | 2032-03-15      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5255000 | PA      | $5527387.67   | 0.29%             | 2034-09-11      | Variable      | 6.11%                 | No            | 2                  | On Loan: No      |
| Invesco US CLO 2023-1 Ltd                                                       | INVESCO US CLO 2023-1 LTD                                                       | CUSIP: 46146GAQ5<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |      1410000 | PA      | $1415770.82   | 0.07%             | 2037-04-22      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Israel Government International Bond                                            | ISRAEL GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      6160000 | PA      | $6210949.36   | 0.33%             | 2030-02-19      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| Kaspi.KZ JSC                                                                    | KASPI.KZ JSC                                                                    | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      3360000 | PA      | $3333414.10   | 0.18%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Jamestown CLO XV Ltd                                                            | JAMESTOWN CLO XV LTD                                                            | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3260000 | PA      | $3260873.78   | 0.17%             | 2035-07-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                             | JANE STREET GROUP / JSG FINANCE INC                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2666662.50   | 0.14%             | 2032-11-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Jersey Mike s Funding                                                           | JERSEY MIKE'S FUNDING                                                           | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        49500 | PA      | $47714.62     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| KKR CLO 40 Ltd                                                                  | KKR CLO 40 LTD                                                                  | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1345000 | PA      | $1346273.78   | 0.07%             | 2034-10-20      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| KKR CLO 43 Ltd                                                                  | KKR CLO 43 LTD                                                                  | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1175000 | PA      | $1179368.46   | 0.06%             | 2036-01-15      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| KKR CLO 43 Ltd                                                                  | KKR CLO 43 LTD                                                                  | CUSIP: 48255UAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3670000 | PA      | $3689028.29   | 0.19%             | 2036-01-15      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Kings Park CLO Ltd                                                              | KINGS PARK CLO LTD                                                              | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3180000 | PA      | $3181374.30   | 0.17%             | 2035-01-21      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Korea National Oil Corp                                                         | KOREA NATIONAL OIL CORP                                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |      3360000 | PA      | $3386812.16   | 0.18%             | 2028-04-03      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                                                               | KOSMOS ENERGY LTD                                                               | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      3860000 | PA      | $2979411.64   | 0.16%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| Kyrgyz Republic International Bond                                              | KYRGYZ REPUBLIC INTERNATIONAL BOND                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     16010000 | PA      | $15767442.26  | 0.83%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH INC                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $4230187.50   | 0.22%             | 2030-10-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       177997 | PA      | $175127.90    | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2557697 | PA      | $2630090.49   | 0.14%             | 2040-11-20      | Fixed         | 6.18%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                 | MADISON PARK FUNDING XXXIII LTD                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3132168 | PA      | $3133398.04   | 0.16%             | 2032-10-15      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                   | MADISON PARK FUNDING XXIV LTD                                                   | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2340000 | PA      | $2334162.19   | 0.12%             | 2029-10-20      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IMPORT BANK ZRT                                                   | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      2730000 | PA      | $2781228.45   | 0.15%             | 2027-12-04      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/GBP FWD 20250822 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $14949.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                                                                      | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $4163080.00   | 0.22%             | 2028-10-06      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2830000 | PA      | $3105925.00   | 0.16%             | N/A             | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| National Bank of Canada                                                         | NATIONAL BANK OF CANADA                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      5095000 | PA      | $5050744.83   | 0.27%             | 2029-10-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Loan Trust 2017-A                                     | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                                     | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       401377 | PA      | $396812.54    | 0.02%             | 2058-12-16      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-B                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B                                | CUSIP: 63941GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2365000 | PA      | $2035394.44   | 0.11%             | 2069-01-15      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2005000 | PA      | $1740433.23   | 0.09%             | 2069-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |      1090000 | PA      | $1090318.45   | 0.06%             | 2036-07-17      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                                    | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |      4129717 | PA      | $4119455.97   | 0.22%             | 2031-11-13      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2722155 | PA      | $2723230.26   | 0.14%             | 2031-07-30      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| OBX 2021-NQM1 Trust                                                             | OBX 2021-NQM1 TRUST                                                             | CUSIP: 67114BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1095000 | PA      | $787429.50    | 0.04%             | 2066-02-25      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6204000 | PA      | $6963990.00   | 0.37%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3340000 | PA      | $3380663.83   | 0.18%             | 2029-09-20      | Fixed         | 6.37%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 49 Ltd                                              | OCTAGON INVESTMENT PARTNERS 49 LTD                                              | CUSIP: 67578FAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1205000 | PA      | $1209325.59   | 0.06%             | 2037-04-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | AUD/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-5029.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      6915000 | PA      | $6859431.06   | 0.36%             | 2027-09-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Orion Clo 2023-1 Ltd                                                            | ORION CLO 2023-1 LTD                                                            | CUSIP: 68626CAA2<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |      2200000 | PA      | $2206630.54   | 0.12%             | 2036-10-25      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                                                       | PG&E CORP                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      2097000 | PA      | $2052438.75   | 0.11%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2363951.95   | 0.12%             | 2036-01-29      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO 2020-3 Ltd                                                    | PALMER SQUARE CLO 2020-3 LTD                                                    | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |      2955000 | PA      | $2960986.09   | 0.16%             | 2036-11-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO 2021-1 Ltd                                                    | PALMER SQUARE CLO 2021-1 LTD                                                    | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4545000 | PA      | $4533637.50   | 0.24%             | 2038-04-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAPITAL LTD                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      2970000 | PA      | $2944852.86   | 0.15%             | 2055-04-03      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bond                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     18265000 | PA      | $17918053.40  | 0.94%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                                            | PORT OF BEAUMONT NAVIGATION DISTRICT                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      3610000 | PA      | $3693625.65   | 0.19%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      1450000 | PA      | $1457616.34   | 0.08%             | 2026-01-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      1740000 | PA      | $1780890.63   | 0.09%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       282791 | PA      | $284081.69    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      9427012 | PA      | $5656207.08   | 0.30%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RR 28 Ltd                                                                       | RR 28 LTD                                                                       | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      3625000 | PA      | $3636807.79   | 0.19%             | 2037-04-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      3665000 | PA      | $3631403.05   | 0.19%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund                                           | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    137169399 | NS      | $137169399.24 | 7.20%             |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     25910008 | NS      | $25910007.70  | 1.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockford Tower CLO 2022-2 Ltd                                                   | ROCKFORD TOWER CLO 2022-2 LTD                                                   | CUSIP: 77340LAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2414291.21   | 0.13%             | 2035-10-20      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd                                                   | ROCKFORD TOWER CLO 2019-2 LTD                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |      6674972 | PA      | $6671652.74   | 0.35%             | 2032-08-20      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      4575000 | PA      | $4498817.10   | 0.24%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1815000 | PA      | $1819537.50   | 0.10%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2715000 | PA      | $2708212.50   | 0.14%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| SK Hynix Inc                                                                    | SK HYNIX INC                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      3050000 | PA      | $3115010.11   | 0.16%             | 2029-01-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                            | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                            | CUSIP: 78432BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        14076 | PA      | $14003.90     | 0.00%             | 2059-09-25      | Variable      | 3.08%                 | No            | 2                  | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2125000 | PA      | $2162975.03   | 0.11%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| SMRT 2022-MINI                                                                  | SMRT 2022-MINI                                                                  | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4470000 | PA      | $4391775.00   | 0.23%             | 2039-01-15      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | EUR/USD FWD 20250822 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8684.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | USD/EUR FWD 20250822 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3130969.85  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | CNH/USD FWD 20250613 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-864513.30   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TWD/USD FWD 20250711 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-219003.13   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      3880000 | PA      | $3652629.67   | 0.19%             | 2030-06-18      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3500000 | PA      | $3478433.35   | 0.18%             | 2029-03-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5640000 | PA      | $5534864.76   | 0.29%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1290000 | PA      | $1271053.13   | 0.07%             | 2039-05-15      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust 2017-2                                                   | SEQUOIA MORTGAGE TRUST 2017-2                                                   | CUSIP: 81746KCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2656422 | PA      | $2209751.36   | 0.12%             | 2047-02-25      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH3                                                 | SEQUOIA MORTGAGE TRUST 2018-CH3                                                 | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |         7589 | PA      | $7487.38      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                       | SERBIA INTERNATIONAL BOND                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1570000 | PA      | $1613337.98   | 0.08%             | 2028-05-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 5 Ltd                                                           | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3325000 | PA      | $3335367.68   | 0.18%             | 2037-04-25      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 5 Ltd                                                           | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3090000 | PA      | $3107945.08   | 0.16%             | 2037-04-25      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| Sound Point Clo XX Ltd                                                          | SOUND POINT CLO XX LTD                                                          | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |      1747096 | PA      | $1748483.93   | 0.09%             | 2031-07-26      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                        | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       520000 | PA      | $519972.01    | 0.03%             | 2032-01-20      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       177447 | PA      | $167720.74    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Montenegro Government International Bond                                        | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      3110000 | PA      | $3193635.68   | 0.17%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO MITSUI TRUST BANK LTD                                                  | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     11125000 | PA      | $11121562.38  | 0.58%             | 2027-09-10      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5224128.42   | 0.27%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 30 Ltd                                                             | SYMPHONY CLO 30 LTD                                                             | CUSIP: 87169BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2085000 | PA      | $2094771.64   | 0.11%             | 2037-10-20      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 42 Ltd                                                             | SYMPHONY CLO 42 LTD                                                             | CUSIP: 871987AA1<br>LEI: 254900S693X90O62Z022 | Long             | ABS-CBDO         | CORP              | BM        |      2970000 | PA      | $2979718.85   | 0.16%             | 2037-04-17      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4176000 | PA      | $4028144.54   | 0.21%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      3625810 | PA      | $3625810.39   | 0.19%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                            | TOBACCO SETTLEMENT FINANCE AUTHORITY                                            | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2450000 | PA      | $2230602.01   | 0.12%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                            | TOBACCO SETTLEMENT FINANCING CORP/VA                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12320000 | PA      | $9702295.68   | 0.51%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| Trestles CLO VIII Ltd                                                           | TRESTLES CLO VIII LTD                                                           | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4730000 | PA      | $4730000.00   | 0.25%             | 2035-06-11      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO VI Ltd                                                             | TRINITAS CLO VI LTD                                                             | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |      7825000 | PA      | $7828803.58   | 0.41%             | 2034-01-25      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Trinitas Clo VII Ltd                                                            | TRINITAS CLO VII LTD                                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |      5425000 | PA      | $5384820.82   | 0.28%             | 2035-01-25      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |      1982107 | PA      | $1982849.74   | 0.10%             | 2032-01-20      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/COP FWD 20250606 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-22617.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/JPY FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $355538.09    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | COP/USD FWD 20250606 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $1176.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                 | TURKCELL ILETISIM HIZMETLERI AS                                                 | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      2300000 | PA      | $2333948.00   | 0.12%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue 2017-280P Mortgage Trust                                        | 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                        | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       995000 | PA      | $972612.50    | 0.05%             | 2034-09-15      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      8820000 | PA      | $8665808.76   | 0.46%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| US Bank NA                                                                      | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        96222 | PA      | $97364.93     | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7598000 | PA      | $7581873.25   | 0.40%             | 2025-06-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19340000 | PA      | $15680509.38  | 0.82%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                  | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     82752634 | PA      | $82429381.84  | 4.33%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38128000 | PA      | $38391619.28  | 2.02%             | 2026-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21642000 | PA      | $22087520.91  | 1.16%             | 2031-12-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3197859.75   | 0.17%             | 2033-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | MXN/USD FWD 20250718 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-174557.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1670000 | PA      | $1569800.00   | 0.08%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |      1306027 | PA      | $1319275.58   | 0.07%             | 2068-12-25      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1335667.08   | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                      | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2510000 | PA      | $2463561.51   | 0.13%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: —       |
| Voya CLO 2018-3 Ltd                                                             | VOYA CLO 2018-3 LTD                                                             | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |      2700276 | PA      | $2701319.71   | 0.14%             | 2031-10-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Wellfleet CLO 2021-1 Ltd                                                        | WELLFLEET CLO 2021-1 LTD                                                        | CUSIP: 94950CAA4<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |      3825000 | PA      | $3832942.04   | 0.20%             | 2034-04-20      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2815000 | PA      | $2762795.83   | 0.15%             | 2028-03-24      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |      2540000 | PA      | $2547394.12   | 0.13%             | 2031-04-15      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Wind River 2022-2 CLO Ltd                                                       | WIND RIVER 2022-2 CLO LTD                                                       | CUSIP: 97315DAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7880000 | PA      | $7866847.65   | 0.41%             | 2035-07-20      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| THL Credit Wind River 2018-2 Clo Ltd                                            | THL CREDIT WIND RIVER 2018-2 CLO LTD                                            | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       420452 | PA      | $420295.79    | 0.02%             | 2030-07-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Wise CLO 2024-2 Ltd                                                             | WISE CLO 2024-2 LTD                                                             | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |      7890000 | PA      | $7909720.27   | 0.42%             | 2037-07-15      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | CAD/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $470.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | EGP/USD FWD 20250924 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $326820.79    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: EI2160261<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    222380000 | PA      | $55098949.71  | 2.89%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | IDR/USD FWD 20250711 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-706134.40   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | NOK/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-1280.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | CNH/USD FWD 20250613 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $563.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: EJ7152766<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15960000 | PA      | $3808910.30   | 0.20%             | 2028-06-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| GMR Hyderabad International Airport Ltd                                         | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                         | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      5770000 | PA      | $5549829.55   | 0.29%             | 2027-10-27      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    157809000 | PA      | $40110046.78  | 2.11%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Brambles Finance PLC                                                            | BRAMBLES FINANCE PLC                                                            | CUSIP: AP1380405<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      3930000 | PA      | $4359462.06   | 0.23%             | 2027-10-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd                                         | STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                         | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      4175450 | PA      | $4180694.66   | 0.22%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | COUNTRY GARDEN HOLDINGS CO LTD                                                  | CUSIP: AQ6874822<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      2400000 | PA      | $191352.00    | 0.01%             | 2025-01-17      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      3730000 | PA      | $4333231.69   | 0.23%             | 2027-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: AR7170426<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5550000 | PA      | $6166133.89   | 0.32%             | 2028-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Cyprus Government International Bond                                            | CYPRUS GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       917000 | PA      | $1027349.18   | 0.05%             | 2034-02-26      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bond                                           | NIGERIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: AV6717780<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      7170000 | PA      | $7203207.78   | 0.38%             | 2025-11-21      | Fixed         | 7.62%                 | No            | 2                  | On Loan: —       |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      2500000 | PA      | $2404368.75   | 0.13%             | 2034-09-13      | Variable      | 5.88%                 | No            | 2                  | On Loan: —       |
| Klabin Austria GmbH                                                             | KLABIN AUSTRIA GMBH                                                             | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      5395000 | PA      | $5401797.70   | 0.28%             | 2029-04-03      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                      | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      1050000 | PA      | $1030573.54   | 0.05%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: AX9574382<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      5000000 | PA      | $225000.00    | 0.01%             | 2022-04-09      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                      | BANGKOK BANK PCL/HONG KONG                                                      | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      4835000 | PA      | $4456754.08   | 0.23%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: ZP3880819<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      4015000 | PA      | $4434740.35   | 0.23%             | 2028-01-27      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                                                                  | CUSIP: ZQ9658860<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      4900000 | PA      | $4590271.00   | 0.24%             | 2029-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: —       |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       384000 | PA      | $411914.37    | 0.02%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND                                                         | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 500185000000 | PA      | $31411863.64  | 1.65%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                        | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    160060000 | PA      | $24060616.59  | 1.26%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: AV1834432<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      4705000 | PA      | $5729234.48   | 0.30%             | 2029-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Praemia Healthcare SACA                                                         | PRAEMIA HEALTHCARE SACA                                                         | CUSIP: ZQ3070773<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3576945.69   | 0.19%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                 | FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE                                 | CUSIP: BO7983782<br>LEI: 5299001ERX0K10IZUL40 | Long             | DBT              | CORP              | DE        |      1789000 | PA      | $1978871.37   | 0.10%             | 2028-03-31      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL DEA FINANCE BV                                                      | CUSIP: ZR6354826<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $7039910.36   | 0.37%             | 2028-09-25      | Fixed         | 1.33%                 | No            | 2                  | On Loan: No      |
| Cyprus Government International Bond                                            | CYPRUS GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: ZP4820376<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       120000 | PA      | $98785.51     | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOLDINGS INC                                               | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      1973729 | PA      | $1973729.47   | 0.10%             | 2029-05-21      | Floating      | 10.56%                | No            | 2                  | On Loan: No      |
| TIH Insurance Holdings LLC                                                      | CRC INSURANCE GROUP LLC                                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4505363 | PA      | $4492207.24   | 0.24%             | 2031-05-06      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |        32884 | PA      | $32852.60     | 0.00%             | 2028-04-24      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUPPLY LLC                                                         | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      2004975 | PA      | $2004654.20   | 0.11%             | 2031-12-11      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      3860600 | PA      | $3833266.95   | 0.20%             | 2029-07-29      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| Cogentrix Finance Holdco I LLC                                                  | COGENTRIX FINANCE HOLDCO                                                        | CUSIP: 19239LAB2<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |      1860000 | PA      | $1864185.00   | 0.10%             | 2032-02-13      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Celsius Holdings Inc                                                            | CELSIUS HOLDINGS INC                                                            | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2415000 | PA      | $2424804.90   | 0.13%             | 2032-04-01      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                                                                       | CUSIP: BQ4156015<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      3750000 | PA      | $3251262.08   | 0.17%             | 2031-07-13      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND                                                         | CUSIP: BZ9444168<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 184390000000 | PA      | $11650074.87  | 0.61%             | 2030-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MAF Global Securities Ltd                                                       | MAF GLOBAL SECURITIES LTD                                                       | CUSIP: BX3077506<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |      4200000 | PA      | $4325057.10   | 0.23%             | N/A             | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE CO SA                                                           | CUSIP: BP7729000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $4051645.54   | 0.21%             | 2028-06-08      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      3445000 | PA      | $3600181.65   | 0.19%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Engie SA                                                                        | ENGIE SA                                                                        | CUSIP: BZ1684068<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4417529.54   | 0.23%             | 2029-09-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond                                   | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                   | CUSIP: BN8684431<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     27152427 | PA      | $29561251.41  | 1.55%             | 2033-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                                                                   | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     88164000 | PA      | $4104110.84   | 0.22%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MEGlobal BV                                                                     | MEGLOBAL BV                                                                     | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2817675.75   | 0.15%             | 2028-04-28      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Endeavour Mining PLC                                                            | ENDEAVOUR MINING PLC                                                            | CUSIP: BR8463340<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |      3680000 | PA      | $3570623.04   | 0.19%             | 2026-10-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVERNMENT THIRTY YEAR BOND                                               | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1551450000 | PA      | $9373714.38   | 0.49%             | 2054-06-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d Ivoire                                                       | REPUBLIC OF COTE D'IVOIRE                                                       | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   5688000000 | PA      | $9757215.02   | 0.51%             | 2028-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ipoteka-Bank ATIB                                                               | IPOTEKA-BANK ATIB                                                               | CUSIP: BM4478681<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      4520000 | PA      | $4507524.80   | 0.24%             | 2025-11-19      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                       | SERBIA INTERNATIONAL BOND                                                       | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      4550000 | PA      | $5122293.92   | 0.27%             | 2027-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP                                                                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $6082515.67   | 0.32%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United Kingdom Gilt                                                             | UNITED KINGDOM GILT                                                             | CUSIP: ZK1657913<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     17026000 | PA      | $18003297.17  | 0.95%             | 2063-10-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    997680000 | PA      | $30942181.55  | 1.62%             | 2040-04-24      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Kernel Holding SA                                                               | KERNEL HOLDING SA                                                               | CUSIP: BM0392811<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      2080000 | PA      | $1875841.12   | 0.10%             | 2027-10-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      4850000 | PA      | $4986141.89   | 0.26%             | 2030-04-20      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | AUD/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-6524.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Albania Government International Bond                                           | ALBANIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BJ9488302<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1635000 | PA      | $1867684.89   | 0.10%             | 2027-06-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Haleon Netherlands Capital BV                                                   | HALEON NETHERLANDS CAPITAL BV                                                   | CUSIP: BV4437596<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      6550000 | PA      | $7059016.01   | 0.37%             | 2030-03-29      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | KINGDOM OF BELGIUM GOVERNMENT BOND                                              | CUSIP: ZL0747895<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     16931000 | PA      | $17505651.18  | 0.92%             | 2054-06-22      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                                            | BANK NEGARA INDONESIA PERSERO TBK PT                                            | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      3225000 | PA      | $3173175.38   | 0.17%             | 2026-03-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                  | GREENSAIF PIPELINES BIDCO SARL                                                  | CUSIP: ZM9730031<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      4340000 | PA      | $4441829.29   | 0.23%             | 2042-02-23      | Fixed         | 6.51%                 | No            | 2                  | On Loan: —       |
| North Macedonia Government International Bond                                   | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                   | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      1580000 | PA      | $1885197.44   | 0.10%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP BANK AG                                                             | CUSIP: BM5824776<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      2800000 | PA      | $3091830.35   | 0.16%             | N/A             | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| IMCD NV                                                                         | IMCD NV                                                                         | CUSIP: ZI7730115<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      3650000 | PA      | $4344027.89   | 0.23%             | 2028-09-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO DE SABADELL SA                                                            | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4202584.31   | 0.22%             | 2028-11-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Autostrade per l Italia SpA                                                     | AUTOSTRADE PER L'ITALIA SPA                                                     | CUSIP: BM8534356<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      3175000 | PA      | $3491242.20   | 0.18%             | 2028-12-04      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CA Magnum Holdings                                                              | CA MAGNUM HOLDINGS                                                              | CUSIP: BS0713898<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      4600000 | PA      | $4554043.24   | 0.24%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| American Medical Systems Europe BV                                              | AMERICAN MEDICAL SYSTEMS EUROPE BV                                              | CUSIP: YR6801272<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      6773000 | PA      | $7670253.99   | 0.40%             | 2031-03-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VEON Holdings BV                                                                | VEON HOLDINGS BV                                                                | CUSIP: YX4775913<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |      5120000 | PA      | $4684800.00   | 0.25%             | 2027-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| APRR SA                                                                         | APRR SA                                                                         | CUSIP: BW7606211<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4312057.59   | 0.23%             | 2029-01-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                      | FERRARI NV                                                                      | CUSIP: YX0724154<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3493654.75   | 0.18%             | 2030-05-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: YO4695913<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1945000 | PA      | $2220442.13   | 0.12%             | 2032-05-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Spain Government Bond                                                           | SPAIN GOVERNMENT BOND                                                           | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5852000 | PA      | $4452316.46   | 0.23%             | 2052-10-31      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Axian Telecom                                                                   | AXIAN TELECOM                                                                   | CUSIP: BU2732222<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |      3600000 | PA      | $3628181.52   | 0.19%             | 2027-02-16      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: YO4695905<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1269000 | PA      | $1444689.99   | 0.08%             | 2028-05-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VF Corp                                                                         | VF CORP                                                                         | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      4496000 | PA      | $5067614.72   | 0.27%             | 2026-03-07      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd                                                          | MGM CHINA HOLDINGS LTD                                                          | CUSIP: YX8092257<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      4450000 | PA      | $4540005.70   | 0.24%             | 2031-06-26      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                                   | ZHONGSHENG GROUP HOLDINGS LTD                                                   | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      4650000 | PA      | $4563472.38   | 0.24%             | 2028-01-30      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Israel Government International Bond                                            | ISRAEL GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: BT4349580<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      7264000 | PA      | $6694992.53   | 0.35%             | 2032-01-18      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Fiserv Funding ULC                                                              | FISERV FUNDING ULC                                                              | CUSIP: YP9846773<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      2466000 | PA      | $2805143.74   | 0.15%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Hanwha Totalenergies Petrochemical Co Ltd                                       | HANWHA TOTALENERGIES PETROCHEMICAL CO LTD                                       | CUSIP: ZF2317203<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |      3050000 | PA      | $3067628.12   | 0.16%             | 2029-07-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United Kingdom Gilt                                                             | UNITED KINGDOM GILT                                                             | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     43930000 | PA      | $50452776.48  | 2.65%             | 2054-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bank of the Philippine Islands                                                  | BANK OF THE PHILIPPINE ISLANDS                                                  | CUSIP: ZD8226254<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |      3050000 | PA      | $3111173.58   | 0.16%             | 2029-03-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Pandora A/S                                                                     | PANDORA A/S                                                                     | CUSIP: ZL3457666<br>LEI: 5299007OWYZ6I1E46843 | Long             | DBT              | CORP              | DK        |      4330000 | PA      | $5120877.34   | 0.27%             | 2028-04-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: ZN2140038<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $4222454.69   | 0.22%             | 2030-11-14      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS BV                                                                 | CUSIP: ZK8531194<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $4114938.93   | 0.22%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United Kingdom Gilt                                                             | UNITED KINGDOM GILT                                                             | CUSIP: ZB6713786<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     33878000 | PA      | $45736814.35  | 2.40%             | 2029-07-22      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                                                                  | CUSIP: ZM3822735<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3397834.12   | 0.18%             | 2030-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Klepierre SA                                                                    | KLEPIERRE SA                                                                    | CUSIP: ZD0999569<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1627033.99   | 0.09%             | 2033-09-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| Bundesrepublik Deutschland Bundesanleihe                                        | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                        | CUSIP: ZF6607153<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     42569000 | PA      | $43776016.58  | 2.30%             | 2054-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      5175000 | PA      | $6625137.85   | 0.35%             | 2029-03-01      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                               | ITALY BUONI POLIENNALI DEL TESORO                                               | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     15463000 | PA      | $17530977.92  | 0.92%             | 2054-10-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Japanese Government CPI Linked Bond                                             | JAPANESE GOVERNMENT CPI LINKED BOND                                             | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5675267000 | PA      | $40188123.72  | 2.11%             | 2034-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Ceska sporitelna AS                                                             | CESKA SPORITELNA AS                                                             | CUSIP: ZI6402112<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      6200000 | PA      | $7366133.33   | 0.39%             | 2028-03-08      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVERNMENT FORTY YEAR BOND                                                | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4338700000 | PA      | $18405290.34  | 0.97%             | 2063-03-20      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| SMIC SG Holdings Pte Ltd                                                        | SMIC SG HOLDINGS PTE LTD                                                        | CUSIP: YW4441732<br>LEI: 254900CQKQDZMZH3G563 | Long             | DBT              | CORP              | SG        |      3525000 | PA      | $3561008.12   | 0.19%             | 2029-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                              | REPUBLIC OF POLAND GOVERNMENT BOND                                              | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9547000 | PA      | $2490832.67   | 0.13%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CSN Resources SA                                                                | CSN RESOURCES SA                                                                | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      2350000 | PA      | $2299837.84   | 0.12%             | 2030-12-05      | Fixed         | 8.88%                 | No            | 2                  | On Loan: —       |
| HTA Group Ltd/Mauritius                                                         | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: YX2222371<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      3950000 | PA      | $4033029.00   | 0.21%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Singapore Government Bond                                                       | SINGAPORE GOVERNMENT BOND                                                       | CUSIP: ZB6250359<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     44995000 | PA      | $37554384.69  | 1.97%             | 2034-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Shinhan Bank Co Ltd                                                             | SHINHAN BANK CO LTD                                                             | CUSIP: ZB2754305<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      5280000 | PA      | $5324173.06   | 0.28%             | 2034-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YV4281171<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      3920000 | PA      | $3794397.48   | 0.20%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      7000000 | PA      | $8003022.60   | 0.42%             | 2029-04-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                           | ALDAR PROPERTIES PJSC                                                           | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      4550000 | PA      | $4569128.20   | 0.24%             | 2055-04-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Highland Holdings Sarl                                                          | HIGHLAND HOLDINGS SARL                                                          | CUSIP: YT2004885<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      3450000 | PA      | $3935087.05   | 0.21%             | 2027-11-19      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bond                                               | JAPAN GOVERNMENT TWENTY YEAR BOND                                               | CUSIP: YP6200214<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    772150000 | PA      | $5353616.26   | 0.28%             | 2045-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTERNATIONAL INC                                                         | CUSIP: YO3820157<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      2310000 | PA      | $2638049.80   | 0.14%             | 2031-05-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Japanese Government CPI Linked Bond                                             | JAPANESE GOVERNMENT CPI LINKED BOND                                             | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5975585000 | PA      | $41859202.36  | 2.20%             | 2035-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1123664.03   | 0.06%             | 2027-03-22      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Sweden Inflation Linked Bond                                                    | SWEDEN INFLATION LINKED BOND                                                    | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     65898136 | PA      | $6604829.23   | 0.35%             | 2032-06-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | SGD/USD FWD 20250613 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $309.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | COLOGIX CANADIAN ISSUER LP                                                      | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      3940000 | PA      | $2812017.63   | 0.15%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Real Estate Asset Liquidity Trust                                               | REAL ESTATE ASSET LIQUIDITY TRUST                                               | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      7744171 | PA      | $5636792.53   | 0.30%             | 2060-01-12      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | BRL/USD FWD 20250903 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $14264.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MONTREAL EXCHANGE 10 YEAR CANADIAN BOND FUTURE                                  | CAN 10YR BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           -5 | NC      | $-710.42      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                                 | MYR/USD FWD 20250904 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-328935.63   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | COP/USD FWD 20250606 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-44195.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Egypt Treasury Bills                                                            | EGYPT TREASURY BILLS                                                            | CUSIP: YX6701354<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    749975000 | PA      | $14940543.16  | 0.78%             | 2025-06-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | BRL/USD FWD 20250603 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-59667.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | USD/BRL FWD 20250603 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-346156.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | JPY/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-38541.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                    | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -963 | NC      | $-377534.52   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| LONG GILT FUTURE                                                                | LONG GILT FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           61 | NC      | $64865.93     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | BRL/USD FWD 20250603 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-9054.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/BRL FWD 20250603 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-365214.81   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/NZD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-400.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/CHF FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1270.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | NZD/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-5095.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | GBP/USD FWD 20250822 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1671781.51  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO-BTP ITALIAN BOND FUTURES                                                   | EURO-BTP FUTURE   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -193 | NC      | $-361807.41   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | SEK/USD FWD 20250829 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $76980.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/SEK FWD 20250829 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3151.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/BRL FWD 20250603 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7786.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TSE JAPANESE 10 YEAR BOND FUTURES                                               | JPN 10Y BOND(OSE) JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -76 | NC      | $-34318.18    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | CZK/USD FWD 20250718 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-822450.84   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | PLN/USD FWD 20250814 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $592010.12    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | NOK/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-112645.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KFE 10 YEAR TREASURY BOND FUTURE                                                | KOREA 10YR BND FU JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          165 | NC      | $-36299.41    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | RON/USD FWD 20250718 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-222136.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KFE 3 YEAR TREASURY BOND FUTURE                                                 | KOREA 3YR BND FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          393 | NC      | $138568.59    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea Treasury Bond                                                             | KOREA TREASURY BOND                                                             | CUSIP: YS9198294<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 118031980000 | PA      | $86088774.89  | 4.52%             | 2030-03-10      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | RON/USD FWD 20250718 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-289227.78   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/JPY FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $706681.34    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | JPY/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-206327.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/CNH FWD 20250613 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1882709.73   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | GREECE CDS 12/20/2029                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $48057.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | GREECE CDS 12/20/2029                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $48057.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_MURPHY OIL CORP CDS 12/20/2027                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $33852.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 10/15/29 REC FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $606556.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL IRS 01/03/2033 REC FIX GSIL_C                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-362803.97   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 12/13/39 PAY FIX NBIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $217623.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 12/13/39 PAY FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $450134.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 12/16/39 PAY FIX MSLN_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $203287.47    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | FXO_USD_OTC_E_CALL_GBP_USD_K_1.2671_EFF_2024-12-16_MAT_2025-12-16 BOFA          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $236067.52    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | FXO_USD_OTC_E_PUT_GBP_USD_K_1.2671_EFF_2024-12-16_MAT_2025-12-16 BOFA           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3032754.17   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | FXO_USD_OTC_E_PUT_CAD_USD_K_1.4037_EFF_2024-12-16_MAT_2025-12-16 BOFA           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1719455.28   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | FXO_USD_OTC_E_CALL_CAD_USD_K_1.4037_EFF_2024-12-16_MAT_2025-12-16 BOFA          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $281770.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CAD IRS 1/20/27 REC FIX ROYC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $516249.83    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CAD IRS 1/20/27 REC FIX BOFM_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $518568.25    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 1/22/30 PAY FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1102056.89  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - JPY IRS 2/10/55 REC FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-257645.65   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - JPY IRS 2/10/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-575015.88   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_BEAZER HOMES USA INC CDS 12/20/2029 MSLN                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-604857.91   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-3776917.32  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $216171.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_ITRX EUR CDSI S43 5Y 06/20/2030                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $1690457.30   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_VIETNAM CDS 06/20/2028 GSIL                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $143861.70    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/10/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $264040.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/10/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $265731.73    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 4/10/30 REC FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-519054.66   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/29/28 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-140836.60   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - GBP IRS 5/20/27 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-103508.74   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | VIETNAM CDS 06/20/2026 GSIL                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $47355.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | NZD/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $64.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | CAD/USD FWD 20250725 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-359.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | BRL/USD FWD 20250603 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $413360.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | SGD/USD FWD 20250613 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-1263315.44  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/TRY FWD 20250717 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-59048.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | USD/CAD FWD 20250725 CIBCCATT                                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-537623.89   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | GBP/USD FWD 20250822 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $12762.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/GBP FWD 20250822 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $59456.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FRENCH GOVERNMENT BOND FUTURES                                                  | EURO-OAT FUTURE   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          387 | NC      | $398144.79    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | AUD/USD FWD 20250725 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-93917.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                   | EURO-BOBL FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          260 | NC      | $218159.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                    | EGP/USD FWD 20260312 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $655848.97    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/EUR FWD 20250822 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-28374.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/EUR FWD 20250822 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-29154.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | AUD/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-140489.00   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/JPY FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-520240.99   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | NOK/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-1281.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | CAD/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-92997.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          145 | NC      | $100742.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            6 | NC      | $4168.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | USD/KRW FWD 20250711 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-709781.01   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | CHF/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-648.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | AUD/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $251811.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/AUD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-85269.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | JPY/USD FWD 20250725 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $46644.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | MERCURY DATA CTR BIDCO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2487499.67   | 0.13%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                             | MRIYA RECOVERY CERTIFICATES                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       127586 | NS      | $420.12       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $1190222.66   | 0.06%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNGS III PP                                                | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $726303.60    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | BRL/USD FWD 20250903 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $9072.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | NOK/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $1069.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | CAD/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $195.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1775 | NC      | $-390799.98   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                   | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2312 | NC      | $1424423.20   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 30 YEAR EURO BUXL FUTURE                                                  | EURO-BUXL 30Y BND JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          101 | NC      | $333627.01    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CBOT US TREASURE BOND FUTURES                                                   | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -208 | NC      | $-304170.88   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           48 | NC      | $38526.32     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2291 | NC      | $1838829.16   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | EUR/USD FWD 20250822 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $500416.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/PLN FWD 20250814 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-338178.83   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          598 | NC      | $1190480.46   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | AUST 10Y BOND FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          812 | NC      | $921189.15    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | AUST 10Y BOND FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          103 | NC      | $116850.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Albania Government International Bond                                           | ALBANIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      4140000 | PA      | $4956689.98   | 0.26%             | 2028-06-09      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IMPORT BANK ZRT                                                   | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       980000 | PA      | $1193137.65   | 0.06%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Jerrold Finco PLC                                                               | JERROLD FINCO PLC                                                               | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      1765000 | PA      | $2381877.67   | 0.13%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-03

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President