# EDGAR Filing Document

**Accession Number:** 0000793159
**File Stem:** 0000940400-25-014323
**Filing Date:** 2025-12
**Character Count:** 550003
**Document Hash:** b365ea1462c66c38b6a0ca0bbaf230ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014323.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000940400-25-014323

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04661
- **FILM NUMBER:** 251598130

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $2668882111.54

**Total Liabilities:** $84454256.52

**Net Assets:** $2584427855.02

**Delayed Delivery Securities:** $320000.00

**Cash Not Reported:** $73532927.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13185.28013000 | **1-Year:** 112399.75191000 | **5-Year:** 492665.76168000 | **10-Year:** 435512.94526000 | **30-Year:** 104877.76484000

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

- **3-Month:** 1154.17853000 | **1-Year:** 28741.04856000 | **5-Year:** 45077.77108000 | **10-Year:** 9157.31150000 | **30-Year:** 1153.87240000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012110 | 1.84%                | 0.67%                | -0.08%               |
| Class ID C000012112 | 1.77%                | 0.61%                | -0.14%               |
| Class ID C000012113 | 1.85%                | 0.68%                | -0.05%               |
| Class ID C000109121 | 1.66%                | 0.69%                | -0.04%               |
| Class ID C000196748 | 1.80%                | 0.64%                | -0.09%               |
| Class ID C000196749 | 1.82%                | 0.67%                | -0.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $769006.40               | $39395479.38                               |
| Month 2  | $7776657.39              | $3741398.64                                |
| Month 3  | $-24797.83               | $-14903031.84                              |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -68470000 | OU      | $-61100.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $44039.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         235 | NC      | $322800.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      725000 | PA      | $694677.60    | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                         | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     9330000 | PA      | $8648770.05   | 0.33%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-3R                                          | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4130953 | PA      | $4182078.13   | 0.16%             | 2028-09-27      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1415000 | PA      | $1261008.20   | 0.05%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487535 | PA      | $490228.48    | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                           | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     6419000 | PA      | $7114300.18   | 0.28%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3137000 | PA      | $2754035.04   | 0.11%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30647 | PA      | $0.31         | 0.00%             | 2025-11-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $158553.92    | 0.01%             | 2045-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                          | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    28712000 | PA      | $20880536.13  | 0.81%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-94099.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                            | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   377000000 | PA      | $2220486.46   | 0.09%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                           | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      389000 | PA      | $380037.44    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $150360.00    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                           | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     9850000 | PA      | $10839851.99  | 0.42%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      120374 | PA      | $113597.38    | 0.00%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      922695 | PA      | $1071164.09   | 0.04%             | 2042-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                      | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     4635812 | PA      | $6090059.65   | 0.24%             | 2031-08-17      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $893750.00    | 0.03%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $166081.88    | 0.01%             | 2044-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2138000 | PA      | $1951481.91   | 0.08%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF SLOVAKIA                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $16354.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $326794.05    | 0.01%             | 2041-10-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                      | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |     5126283 | PA      | $6745853.77   | 0.26%             | 2031-08-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                        | DONCASTERS US FIN LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1812006.00   | 0.07%             | 2030-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $834843.75    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   441332942 | PA      | $472519.21    | 0.02%             | 2033-12-31      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $5642770.04   | 0.22%             | 2053-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     1000000 | PA      | $1338364.97   | 0.05%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       42000 | PA      | $42021.00     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    71000000 | PA      | $2074001.84   | 0.08%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                          | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      314071 | PA      | $233982.99    | 0.01%             | 2028-01-02      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    49665000 | OU      | $265.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                            | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAQ6<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     5750000 | PA      | $5746628.20   | 0.22%             | 2031-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      370000 | PA      | $240425.41    | 0.01%             | 2027-03-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $104704.52    | 0.00%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    13000000 | PA      | $1843222.21   | 0.07%             | 2029-06-16      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FV5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   116978443 | PA      | $6057494.70   | 0.23%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       88000 | PA      | $114250.32    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| PLAQUEMINES LA PORT HARBOR & T                   | Plaquemines Port Harbor & Terminal District                                     | CUSIP: 727521AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4900000 | PA      | $5040559.85   | 0.20%             | 2034-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1850407.31   | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                   | Laurel Road Prime Student Loan Trust 2018-C                                     | CUSIP: 51888JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458013 | PA      | $446002.22    | 0.02%             | 2043-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                    | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |     1769757 | PA      | $1791445.25   | 0.07%             | 2031-11-25      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | JAPAN YEN CURR                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        1493 | NC      | $-5338863.49  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $100238.56    | 0.00%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3085000 | PA      | $3718972.96   | 0.14%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3792050.52   | 0.15%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1800000 | PA      | $335185.06    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAGESS                                           | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |     1100000 | PA      | $1236929.31   | 0.05%             | 2032-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    57276000 | PA      | $1347322.09   | 0.05%             | 2028-09-06      | Floating      | 41.27%                | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $3327375.50   | 0.13%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      695000 | PA      | $456294.80    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GA                                 | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $5032618.83   | 0.19%             | 2027-06-30      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BON Y OBLI EST PRINCIPAL                         | Spain Government Bond Principal Strip                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1700000 | PA      | $1080085.82   | 0.04%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CDX.NA.HY.42.V1                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10641.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RDY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      150000 | PA      | $104274.87    | 0.00%             | 2047-05-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3704190.62   | 0.14%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2469377.52   | 0.10%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| Credit Suisse AG/London                          | CREDIT SUISSE AG/LONDON                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   120000000 | PA      | $17389795.38  | 0.67%             | 2031-05-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1430000 | PA      | $1355102.46   | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $269994.58    | 0.01%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1653054.98   | 0.06%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2678250.57   | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $188229.60    | 0.01%             | 2027-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2550000 | PA      | $2747625.00   | 0.11%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-608744.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71656MBM0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       28000 | PA      | $23188.29     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                               | CUSIP: 3136A85Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150265 | PA      | $806.29       | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1085579.83   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1988432.16   | 0.08%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1577355.39   | 0.06%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5935821.63   | 0.23%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                | Tunisian Republic                                                               | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |   100000000 | PA      | $566965.15    | 0.02%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2024-R05                                    | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250938.18    | 0.01%             | 2044-07-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                         | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $296930.81    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1201388.62   | 0.05%             | 2032-08-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16537.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       85000 | PA      | $68670.84     | 0.00%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      169091 | PA      | $200632.88    | 0.01%             | 2031-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1033674.35   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $721250.00    | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                   | Asset-Backed Pass Through Certificates 2002-3                                   | CUSIP: 03072SCW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50202 | PA      | $50912.41     | 0.00%             | 2032-08-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                 | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1621330.32   | 0.06%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MASTR Asset Backed Securities                    | Mastr Asset Backed Securities Trust 2004-WMC2                                   | CUSIP: 57643LDJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      526515 | PA      | $528552.05    | 0.02%             | 2034-04-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $739218.75    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       51852 | PA      | $59958.46     | 0.00%             | 2026-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2375000 | PA      | $2415189.99   | 0.09%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |     7935000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                                    | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     3000800 | PA      | $3466862.11   | 0.13%             | 2026-02-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                         | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     1530000 | PA      | $1816791.80   | 0.07%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    13980000 | PA      | $16545097.76  | 0.64%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                 | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1373568.17   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                     | CUSIP: 59156RCG1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   700000000 | PA      | $4397324.51   | 0.17%             | 2031-03-07      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $52893.53     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    47324000 | PA      | $1117437.87   | 0.04%             | 2028-05-17      | Floating      | 42.55%                | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                            | Gaci First Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     1490000 | PA      | $1995553.19   | 0.08%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    22000000 | PA      | $309996.52    | 0.01%             | 2039-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     4000000 | PA      | $569845.66    | 0.02%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.17.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-73132.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2588525.16   | 0.10%             | 2042-10-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                   | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282Y205<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6000 | PA      | $393342.03    | 0.02%             | 2028-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101721.40    | 0.00%             | 2042-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                    | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3752757 | PA      | $3640159.44   | 0.14%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                     | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13487617 | PA      | $13449683.41  | 0.52%             | 2038-11-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                   | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      425000 | PA      | $432007.35    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                              | Canadian Government Bond                                                        | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      650000 | PA      | $497642.93    | 0.02%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   200000000 | PA      | $1111822.46   | 0.04%             | 2035-06-22      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      340000 | PA      | $333765.19    | 0.01%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                         | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     7000000 | PA      | $7417476.11   | 0.29%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30729.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $9944.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    33900000 | PA      | $349932.12    | 0.01%             | 2043-09-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4899108.92   | 0.19%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D         | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    10362204 | NS      | $10355986.52  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                               | Province of Quebec Canada                                                       | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2485000 | PA      | $973026.46    | 0.04%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1188898.24   | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                    | Sunrun Vesta Issuer 2024-3 LLC                                                  | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900657 | PA      | $884482.25    | 0.03%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $132020.28    | 0.01%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $266347.14    | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $109506.36    | 0.00%             | 2053-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43634 | PA      | $43276.70     | 0.00%             | 2032-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-9169.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $135596.59    | 0.01%             | 2049-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     3500000 | PA      | $2107840.72   | 0.08%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOUSING AND URBAN DEV CO                         | Housing & Urban Development Corp Ltd AID Bond                                   | CUSIP: 44182YAB9<br>LEI: 335800KSC46MN2VPTI91 | Long             | DBT              | NUSS              | IN        |      500000 | PA      | $502397.20    | 0.02%             | 2030-09-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1301057 | PA      | $1276572.19   | 0.05%             | 2050-09-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $107431.76    | 0.00%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      600000 | PA      | $522342.92    | 0.02%             | 2036-09-27      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3700000 | PA      | $3812064.49   | 0.15%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      675000 | PA      | $658809.83    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                            | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     3600000 | PA      | $4256273.22   | 0.16%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                      | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     5000000 | PA      | $5173900.06   | 0.20%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS ORACLE CORP                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14621.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                   | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1341003.82   | 0.05%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22367748 | PA      | $476381.58    | 0.02%             | 2029-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                        | DONCASTERS US FINANCE LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1205940.00   | 0.05%             | 2030-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $143831.50    | 0.01%             | 2035-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1233564.48   | 0.05%             | 2042-03-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $111249.94    | 0.00%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    56000000 | PA      | $1708010.91   | 0.07%             | 2031-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                     | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     2792000 | PA      | $2904296.70   | 0.11%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $163904.60    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 706451BD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $1060660.00   | 0.04%             | 2027-09-15      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.18.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $395.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                           | CHUBB INA HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $1400008.42   | 0.05%             | 2030-08-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $4659587.63   | 0.18%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                         | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $2557440.20   | 0.10%             | 2031-10-30      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $117023.94    | 0.00%             | 2052-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     4740000 | PA      | $6040129.86   | 0.23%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2001349.12   | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      436000 | PA      | $278297.59    | 0.01%             | 2041-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $591563.10    | 0.02%             | 2031-03-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76340 | PA      | $76554.19     | 0.00%             | 2041-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| HAMBURG COMMERCIAL BANK                          | Hamburg Commercial Bank AG                                                      | CUSIP: 000000000<br>LEI: TUKDD90GPC79G1KOE162 | Long             | DBT              | CORP              | DE        |     8160000 | PA      | $7922902.22   | 0.31%             | 2031-03-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-286616.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Tr                   | Real Estate Asset Liquidity Trust                                               | CUSIP: 75585RRT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      840281 | PA      | $588502.79    | 0.02%             | 2055-02-12      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                    | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1199633.44   | 0.05%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAB8<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   700000000 | PA      | $4408093.63   | 0.17%             | 2028-09-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $912500.00    | 0.04%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    37045224 | PA      | $178502.41    | 0.01%             | 2026-08-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1200000 | PA      | $1447027.59   | 0.06%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $151721.01    | 0.01%             | 2046-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32015000 | PA      | $32865398.44  | 1.27%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $96622.45     | 0.00%             | 2055-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $281930.68    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1309.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FED DE ELECTRIC                         | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     5021667 | PA      | $4627064.08   | 0.18%             | 2036-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                            | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |     7500000 | PA      | $5206808.34   | 0.20%             | 2032-05-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $224105.06    | 0.01%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                         | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      775000 | PA      | $773062.50    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                   | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1296421.62   | 0.05%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                             | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     9300000 | PA      | $10341134.34  | 0.40%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     3520000 | PA      | $542620.64    | 0.02%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      110000 | PA      | $111540.00    | 0.00%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |  2240000000 | PA      | $13807802.74  | 0.53%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4494633 | PA      | $4497909.11   | 0.17%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14567.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4050000 | PA      | $4159755.00   | 0.16%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                         | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    16656000 | PA      | $15316785.92  | 0.59%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 3 LTD                             | HKT Capital No 3 Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HE65W6XSXMND87 | Long             | DBT              | CORP              | VG        |     9300000 | PA      | $10304150.81  | 0.40%             | 2027-04-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $103358.13    | 0.00%             | 2054-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                       | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HLH4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     3414000 | PA      | $3351861.46   | 0.13%             | 2047-08-09      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      131108 | PA      | $150471.81    | 0.01%             | 2036-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $131748.53    | 0.01%             | 2037-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $115246.61    | 0.00%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     7892000 | PA      | $9584297.66   | 0.37%             | 2029-06-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    62000000 | PA      | $11125929.97  | 0.43%             | 2045-05-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52671.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3260000 | PA      | $3297693.75   | 0.13%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                         | Export-Import Bank of China/The                                                 | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $582818.19    | 0.02%             | 2027-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                               | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     5430000 | PA      | $5990508.32   | 0.23%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     3900000 | PA      | $4551167.06   | 0.18%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4150000 | PA      | $4500673.21   | 0.17%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $144882.16    | 0.01%             | 2047-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                          | Region of Ile de France                                                         | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1962253.79   | 0.08%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COML CAP TRUST                         | Greystone Commercial Capital Trust Series 2021-2                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19079706 | PA      | $16980938.68  | 0.66%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5086317 | PA      | $303961.86    | 0.01%             | 2032-02-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    24000000 | PA      | $4057691.76   | 0.16%             | 2034-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $109360.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                               | Sweden Government Bond                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    10000000 | PA      | $1144038.84   | 0.04%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      318913 | PA      | $356971.57    | 0.01%             | 2039-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      669062 | PA      | $663575.98    | 0.03%             | 2032-07-10      | None          | 8.96%                 | No            |                  3 | On Loan: No      |
| CIVITAS RESOURCES INC                            | Civitas Resources Inc                                                           | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1746248.35   | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1050000 | PA      | $1024632.00   | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $520846.70    | 0.02%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                 | CUSIP: 46649XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3249000 | PA      | $627714.60    | 0.02%             | 2031-07-05      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                         | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     1168000 | PA      | $1526921.39   | 0.06%             | 2025-12-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REP OF ITALY CPN STRIP                           | Repubic of Italy Government International Bond Coupon Strip                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5458004 | PA      | $5231925.71   | 0.20%             | 2031-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3000000 | PA      | $3453137.82   | 0.13%             | 2026-05-11      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF ROMANIA                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1396.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2167876.76   | 0.08%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                         | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     8212000 | PA      | $9283349.74   | 0.36%             | 2035-03-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                   | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      391303 | PA      | $394663.64    | 0.02%             | 2034-04-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $122406.87    | 0.00%             | 2051-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                              | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     2349000 | PA      | $1861162.33   | 0.07%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   300000000 | PA      | $1516719.68   | 0.06%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   800000000 | PA      | $2235612.87   | 0.09%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                             | BOOTS GROUP BIDCO LTD/THE                                                       | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |     1200000 | PA      | $1583477.23   | 0.06%             | 2032-08-30      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                           | Province of Manitoba Canada                                                     | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1736262.81   | 0.07%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      805000 | PA      | $874421.03    | 0.03%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company              | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1087991.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                  | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $150193.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                              | General Electric Co                                                             | CUSIP: 36962GQX5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398328.08    | 0.02%             | 2038-10-16      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | PROLOGIS LP                                                                     | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $3696482.78   | 0.14%             | 2027-02-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     9560000 | PA      | $9886436.27   | 0.38%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2669546.62   | 0.10%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $386022.86    | 0.01%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      501102 | PA      | $595731.71    | 0.02%             | 2030-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $128625.61    | 0.00%             | 2050-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2314146.65   | 0.09%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    78000000 | PA      | $1605174.80   | 0.06%             | 2037-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                             | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      225000 | PA      | $302828.70    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-48570.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $1536017.93   | 0.06%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $61961.97     | 0.00%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $397412.40    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | HSBC BANK PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |    36800000 | PA      | $5186125.47   | 0.20%             | 2026-04-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1285000 | PA      | $1495796.91   | 0.06%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      500000 | PA      | $604643.48    | 0.02%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $834062.50    | 0.03%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      600000 | PA      | $562128.00    | 0.02%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                            | CLUBCORP HLDGS INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72724 | PA      | $72127.82     | 0.00%             | 2031-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NOVA SCOTIA PROVINCE                             | Province of Nova Scotia Canada                                                  | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1868996.26   | 0.07%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30230.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | BARCLAYS BANK PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    12000000 | PA      | $1719400.95   | 0.07%             | 2027-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                            | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      300000 | PA      | $325244.13    | 0.01%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ECUADOR SOCIAL BOND SARL                         | Ecuador Social Bond Sarl                                                        | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |    16160000 | PA      | $281184.00    | 0.01%             | 2035-01-30      | Fixed         | 0.35%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     8500000 | PA      | $9125316.81   | 0.35%             | 2029-07-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        7000 | PA      | $9703.51      | 0.00%             | 2030-08-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                              | Slovenia Government Bond                                                        | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      100000 | PA      | $101349.06    | 0.00%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      210000 | PA      | $137220.73    | 0.01%             | 2028-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2500000 | PA      | $2099753.69   | 0.08%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $122851.97    | 0.00%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055BG6<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $559041.01    | 0.02%             | 2035-03-12      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $56264.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     6000000 | PA      | $6469202.02   | 0.25%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $237879.30    | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AS1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    80000000 | PA      | $516701.58    | 0.02%             | 2027-01-25      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $229740.05    | 0.01%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1367931.76   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                           | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191945.66    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                   | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      496209 | PA      | $496315.56    | 0.02%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| TFS_18-3                                         | TFS_18-3                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |           1 | PA      | $1.15         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $63291.16     | 0.00%             | 2030-03-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MALTA GOVERNMENT                                 | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     2500000 | PA      | $2503099.64   | 0.10%             | 2031-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF CYPRUS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $22129.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     6897000 | PA      | $7839244.96   | 0.30%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                   | Ameriquest Mort Sec Inc Ass Bk Pas Thr Certs Ser 2002 2                         | CUSIP: 03072SCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79938 | PA      | $79641.86     | 0.00%             | 2032-08-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                       | CUSIP: 775109BJ9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $499087.60    | 0.02%             | 2029-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2100000 | PA      | $2648985.01   | 0.10%             | 2048-01-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7890000 | PA      | $7348617.54   | 0.28%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      103909 | PA      | $121189.99    | 0.00%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                       | Federal National Mortgage Association                                           | CUSIP: 31359MEE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    15000000 | PA      | $20327307.05  | 0.79%             | 2028-12-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                           | Brazilian Government International Bond                                         | CUSIP: 105756BN9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2890000 | PA      | $535890.48    | 0.02%             | 2028-01-10      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| AFRICAN EXPORT-IMPORT BA                         | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | N/A       |      300000 | PA      | $270063.00    | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      275000 | PA      | $273881.08    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |    -5000000 | OU      | $-5567.60     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $111732.74    | 0.00%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                         | JPMORGAN CHASE FINANCIAL CO LLC                                                 | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $1988377.04   | 0.08%             | 2026-08-31      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $140838.85    | 0.01%             | 2048-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                         | Province of British Columbia Canada                                             | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1646471.57   | 0.06%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $709398.00    | 0.03%             | 2028-06-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                             | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13739000 | PA      | $14673003.99  | 0.57%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                            | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     2490000 | PA      | $2537310.00   | 0.10%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                         | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1775000 | PA      | $1584903.54   | 0.06%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5000000 | PA      | $1464405.63   | 0.06%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $115124.78    | 0.00%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5211.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                           | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    14000000 | PA      | $1965868.38   | 0.08%             | 2028-08-29      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     8758000 | PA      | $4305052.84   | 0.17%             | 2032-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       23063 | NS      | $2382638.53   | 0.09%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $90908.76     | 0.00%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1213000 | PA      | $1533761.17   | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $73380.65     | 0.00%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1085000 | PA      | $921560.73    | 0.04%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       64434 | PA      | $76178.59     | 0.00%             | 2028-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      168000 | PA      | $137370.94    | 0.01%             | 2036-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond - CPI Linked                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5482188 | PA      | $219200.56    | 0.01%             | 2046-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $40500.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                 | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     5500000 | PA      | $6149197.56   | 0.24%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                | Kuntarahoitus Oyj                                                               | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    13000000 | PA      | $1367462.89   | 0.05%             | 2032-09-24      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                          | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      735000 | PA      | $773774.98    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | Korea Development Bank/The                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    74000000 | PA      | $7606684.43   | 0.29%             | 2027-08-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                          | Bayview Financing Trust 2023-1F                                                 | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1907470 | PA      | $1912411.15   | 0.07%             | 2026-07-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                            | Tote Shipholdings LLC                                                           | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $68294.94     | 0.00%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2049936.95   | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                    | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     8485000 | PA      | $8365126.47   | 0.32%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      400000 | PA      | $443304.58    | 0.02%             | 2027-10-01      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1361000 | PA      | $1564348.44   | 0.06%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-93442.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       24000 | PA      | $24000.00     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    12110000 | PA      | $1821459.18   | 0.07%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                          | NESTLE FINANCE INTERNATIONAL LTD                                                | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |    28000000 | PA      | $3986988.77   | 0.15%             | 2035-05-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1188619.60   | 0.05%             | 2030-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIRCRAFT FINANCE CO LTD                          | Aircraft Finance Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300V406LJMUES1M40 | Long             | DBT              | CORP              | KY        |      366237 | PA      | $364948.34    | 0.01%             | 2026-03-29      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $268999.46    | 0.01%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $181823.13    | 0.01%             | 2042-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $124458.62    | 0.00%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHAVEN CMBD CYCLE GEN                         | Southaven Combined Cycle Generation LLC                                         | CUSIP: 841215AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8551 | PA      | $8301.99      | 0.00%             | 2033-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $401208.23    | 0.02%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70211.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3900000 | PA      | $4041375.00   | 0.16%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                             | Bioceanico Sovereign Certificate Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     7529533 | PA      | $6178960.45   | 0.24%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $266741.94    | 0.01%             | 2026-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      931000 | PA      | $811887.86    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $3347199.63   | 0.13%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      418428 | PA      | $108102.40    | 0.00%             | 2031-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1424913.19   | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $932031.25    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1019950.30   | 0.04%             | 2041-10-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                             | Booking Holdings Inc                                                            | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $4072761.98   | 0.16%             | 2031-05-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $19982.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   102345000 | OU      | $17678.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1786000 | PA      | $1704548.04   | 0.07%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     7550000 | PA      | $6547244.49   | 0.25%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Dean Witter Cap                   | Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3                         | CUSIP: 61746WWR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25340 | PA      | $25493.82     | 0.00%             | 2033-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2751777.19   | 0.11%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                               | Peru Government Bond                                                            | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6000000 | PA      | $1861363.43   | 0.07%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| DENMARK I/L GOVT BOND                            | Denmark I/L Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1036764 | PA      | $149091.14    | 0.01%             | 2034-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| European Residential Loan Secu                   | LSF11 Boson Investments Sarl Compartment 2                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      197550 | PA      | $228538.14    | 0.01%             | 2060-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $69444.81     | 0.00%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $71983.71     | 0.00%             | 2029-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $6340137.49   | 0.25%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                               | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39468.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     9300000 | PA      | $10675962.45  | 0.41%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2450000 | PA      | $2759746.67   | 0.11%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21500000 | PA      | $3269165.41   | 0.13%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                        | CIFC European Funding CLO III DAC                                               | CUSIP: 000000000<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |    11500000 | PA      | $12609770.33  | 0.49%             | 2034-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                      | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2319814.07   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2024-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      802972 | PA      | $798015.82    | 0.03%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                           | MORGAN STANLEY FINANCE LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $711265.25    | 0.03%             | 2028-03-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $6119995.18   | 0.24%             | 2030-08-24      | Floating      | 5.22%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9100000 | PA      | $51359.49     | 0.00%             | 2049-07-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                         | European Investment Bank                                                        | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     3985000 | PA      | $996919.02    | 0.04%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                               | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $24406.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1147860.74   | 0.04%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $29699.41     | 0.00%             | 2072-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $892945.44    | 0.03%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                           | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     2400000 | PA      | $2576062.10   | 0.10%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                           | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $289541.96    | 0.01%             | 2028-08-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2064716.33   | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM I/L GILT                          | United Kingdom Inflation-Linked Gilt                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      168133 | PA      | $155150.15    | 0.01%             | 2044-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                           | Citigroup Capital XIII                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4000 | NS      | $120120.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3405000 | PA      | $3176822.71   | 0.12%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4729000 | PA      | $6205032.32   | 0.24%             | 2025-11-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23632.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      579000 | PA      | $684720.50    | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                   | Spain Government Inflation Linked Bond                                          | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      103742 | PA      | $116601.47    | 0.00%             | 2036-11-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                             | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     2300000 | PA      | $2596886.73   | 0.10%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-171994.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-109360.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS BANK OF NOVA SCOTIA                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-12566.85    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19718.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $192794.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-156344.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $200228.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITEDHEALTH GROUP INC                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8644.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -204690000 | OU      | $-8474.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-163441.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-123219.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -132350000 | OU      | $-378.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-114186.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $103497.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1327.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6308.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS BANK OF MONTREAL                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3513.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $136.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62626.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS BNP PARIBAS SA                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $25734.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $36787.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $39740.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-97288.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS SOFTBANK GROUP CORP                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3008.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -42370000 | OU      | $-289734.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $9465.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1416755.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-1436684.49  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   -46245000 | OU      | $-20470.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -241 | NC      | $487930.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $330544.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11001.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS STATE OF QATAR                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $46475.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-234974.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1324.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-171999.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $450329.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-264924.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-51192.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |    47250000 | NC      | $225108.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44738.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-663.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-13328.73    | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS CONFEDERATION OF SWITZERLAND                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-22434.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   132825000 | OU      | $31050.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1913.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-274275.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | CDS REPUBLIC OF IRELAND                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $45246.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $27319.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -1266 | NC      | $80433.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $615.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1501932.82  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS LINCOLN NATIONAL CORP                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $29358.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        2013 | NC      | $153375.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.18.AAA                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $356.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $148372.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $35913.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-123513.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-59767.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-171994.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -9 | NC      | $-26565.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-93586.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $2064.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS MORGAN STANLEY                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7471.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -783 | NC      | $-251739.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7347.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |   -78410000 | OU      | $-57991.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         268 | NC      | $160207.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-30729.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $395679.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93586.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -117 | NC      | $7363.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         298 | NC      | $309502.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $37421.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF GREECE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $182570.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $715732.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15835.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5118.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   -46245000 | OU      | $-10668.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $239070.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -15870000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    24833000 | OU      | $134.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $13529.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    46245000 | OU      | $11978.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS ZAR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   250000000 | OU      | $723957.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $178827.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $804.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | SWOP IRS AUD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    10000000 | OU      | $461350.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7037.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $6468.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $148372.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $564831.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $200228.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -500 | NC      | $1152070.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-365662.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -189030000 | OU      | $-27559.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS COMMONWEALTH OF AUSTRALIA                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $104439.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $241125.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36513.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4240.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -50 | NC      | $-312.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -17 | NC      | $24944.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -59640000 | OU      | $-9893.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS AUTONOMOUS COMMUNITY OF CATALONIA                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $11982.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18811.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $146283.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                         | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $40281.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $36513.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         -30 | NC      | $-187.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS GOVERNMENT OF JAPAN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $362232.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FINLAND                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7198.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-63734.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $70281.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $195568.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $564831.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64007.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $195568.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $11606.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-64007.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $506173.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $115676.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $572072.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-254716.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $35894.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1275061.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-339807.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2656082.95  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $164978.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS STATE OF ILLINOIS                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14466.54     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-40906.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6685625.69   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-204107.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6656396.29  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3516.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-133003.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-673760.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $215819.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-66868.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $45387.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $56264.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $509959.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-27764.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $25706.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $118282.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-63990.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-768372.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $857611.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-366669.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2770108.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $321328.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   -42370000 | OU      | $-94966.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $12554072.24  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-309421.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $262486.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-106067.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2560634.99  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3002846.99  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5573777.59  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-612584.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-49692.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3654983.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $44039.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $10886.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2813032.02  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $32527.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1352018.36   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12513.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1237521.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-31094.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4121213.40   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-203315.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $470659.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/MYR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $64539.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-575810.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-42728.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-26903.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-74634.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY NOTE                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $181336.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1058490.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $62665.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $76698.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-409945.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $104425.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23608.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -81840000 | OU      | $-136633.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3005340.19  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-31740.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $62065.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $238187.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-625795.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-32523.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-63212.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-79467.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1201788.93  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-50896.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $56026.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-362862.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-478051.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $247653.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1488615.90  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1780895.58  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-575603.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-99252.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $343739.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $46633.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1301838.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         220 | NC      | $-2764.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS SAR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $178515.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-291442.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $275939.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $697482.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-107631.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $107411.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-253459.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2151040.43  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $26003.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1265003.15  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                    | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-44738.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $65528.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6380410.14  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-157134.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32159.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $309639.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2104719.23   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1733.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2838406.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-66096.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $172031.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70211.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3223.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33326.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-416196.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $4829884.74   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-976714.98   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4036391.08  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-405112.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-214564.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-352599.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1172259.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS UNITED STATES TREASURY NOTE/BOND                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $5772.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $80519.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-784026.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-196368.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1193.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $318613.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $81771.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67435.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-441831.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-245159.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-50764.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1367.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $224286.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2044.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2188676.07  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-592621.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-7012.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $495423.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-14856.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1253517.47   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-946513.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $90374.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    66175000 | OU      | $6679.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-31523.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21534.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1368690.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-16893.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-581452.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-68749.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-153640.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $10323.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-317786.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-757791.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    68470000 | OU      | $186729.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12807.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-504697.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3428286.55  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $818400.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-374691.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-10875.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-265086.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $388595.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3089.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-404912.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $241125.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $520474.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-885244.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-315244.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $44066.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $35989.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS TWD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $102864.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-15354.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-570135.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-290462.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $288057.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   106145000 | NC      | $3983089.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                            | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $721.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $94447.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $94852.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $766722.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-16570.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $231150.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2066.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13090.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-57278.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-856915.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $87383.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-52671.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-13694.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1254629.56  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $5566.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-264540.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $84073.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-40135.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $732661.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-52895.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3330.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-21428.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS ALTICE FRANCE SA                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $14789.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-321647.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $361154.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1992168.89  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-75887.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67333.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $908305.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-848928.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $680535.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $273699.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $47654.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    71970000 | OU      | $10517.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-169187.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-656359.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-96205.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1396972.97  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $15755.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $882111.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $19621.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-1313009.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $361554.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-535132.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $506173.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $245473.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-235933.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-183968.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | CSWAP CNY VS USD                                                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-148707.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3760.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-312603.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $152982.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1164116.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $323436.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $59791.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-23632.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                          | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $281979.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-65618.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-349012.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION              | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5000.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $8310.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-262690.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $381780.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-84785.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-4084848.21  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $326462.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3151.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2826725.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13561.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-467764.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-12396608.65 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $44913.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $373295.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $509564.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-920361.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-203801.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-253363.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5723.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-60125.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-191550.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1695.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1154509.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-530367.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $1790754.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-7862.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $915281.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-2798894.02  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-688768.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3422.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-487032.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                 | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-46774.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       19000 | PA      | $23631.25     | 0.00%             | 2033-01-28      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1400000 | PA      | $1707611.78   | 0.07%             | 2036-03-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                   | Laurel Road Prime Student Loan Trust 2019-A                                     | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1138886 | PA      | $462606.01    | 0.02%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2390000 | PA      | $2387012.50   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                         | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     3200000 | PA      | $3557243.88   | 0.14%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      506000 | PA      | $563136.59    | 0.02%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                                | CUSIP: 026874DV6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   150000000 | PA      | $942011.00    | 0.04%             | 2034-11-27      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2921247.34   | 0.11%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -42370000 | OU      | $-95002.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1635000 | PA      | $2118026.02   | 0.08%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10100000 | PA      | $10652214.98  | 0.41%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHASE MANHAT BANK USA NA                         | CHASE BANK USA NA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15390416 | PA      | $4807790.17   | 0.19%             | 2048-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2000000 | PA      | $1755739.53   | 0.07%             | 2050-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1277868.11   | 0.05%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv                   | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171112 | PA      | $170832.91    | 0.01%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    70829000 | PA      | $68940.46     | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      271596 | PA      | $264456.63    | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $152484.00    | 0.01%             | 2041-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                         | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     1000000 | PA      | $1061175.70   | 0.04%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-101452.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-176535.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $67540.51     | 0.00%             | 2062-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                      | TFS_18-3-A1                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |     1920939 | PA      | $1671698.74   | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| STATE OF ISRAEL                                  | State of Israel                                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1500000 | PA      | $1564218.75   | 0.06%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      268268 | PA      | $302509.06    | 0.01%             | 2038-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    55151509 | PA      | $59048.72     | 0.00%             | 2033-12-31      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| REGION OF PIEMONTE                               | Region of Piemont Italy                                                         | CUSIP: 000000000<br>LEI: 81560015A25A29EC1433 | Long             | DBT              | NUSS              | IT        |     3000000 | PA      | $2883074.11   | 0.11%             | 2036-11-27      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   300000000 | PA      | $1902854.58   | 0.07%             | 2028-07-12      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3690000 | PA      | $4084742.34   | 0.16%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                         | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     1622757 | PA      | $1568735.54   | 0.06%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                          | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     9100000 | PA      | $10468590.95  | 0.41%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/DKK FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5442.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $58908.94     | 0.00%             | 2065-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                         | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    55290000 | PA      | $7786847.72   | 0.30%             | 2026-01-29      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28834715 | PA      | $1715864.52   | 0.07%             | 2030-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1270000 | PA      | $1447397.01   | 0.06%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                  | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      513440 | PA      | $508064.93    | 0.02%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      430000 | PA      | $433570.52    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      157019 | PA      | $178798.00    | 0.01%             | 2037-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $113165.83    | 0.00%             | 2025-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1514132.74   | 0.06%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1003162.82   | 0.04%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                         | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24753.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       95151 | PA      | $110980.94    | 0.00%             | 2034-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ONTARIO ELECTRICITY FIN                          | Ontario Electricity Financial Corp                                              | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |    10000000 | PA      | $5976259.67   | 0.23%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                         | JPMORGAN CHASE FINANCIAL CO LLC                                                 | CUSIP: 000000000<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    38000000 | PA      | $5487857.70   | 0.21%             | 2028-07-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    74529647 | PA      | $3236748.03   | 0.13%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES7                                                   | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2431290 | PA      | $2431858.63   | 0.09%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                   | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     2600000 | PA      | $3436837.83   | 0.13%             | 2032-03-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $61827.97     | 0.00%             | 2064-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                        | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29131.20     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                   | JPMDB Commercial Mortgage Securities Trust 2020-COR7                            | CUSIP: 46652JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4328253.50   | 0.17%             | 2053-05-13      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                         | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     4760000 | PA      | $5364701.44   | 0.21%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-30408.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                         | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $113536.03    | 0.00%             | 2026-06-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3200000 | PA      | $3728831.97   | 0.14%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $120981.12    | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Partners LP                           | Ferrellgas Partners LP                                                          | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |        2731 | NS      | $438104.29    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $65094.15     | 0.00%             | 2063-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     1500000 | PA      | $1867569.64   | 0.07%             | 2030-10-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1884000 | PA      | $2087443.39   | 0.08%             | 2029-02-01      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                         | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     3305047 | PA      | $3421120.26   | 0.13%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   300000000 | PA      | $1621374.34   | 0.06%             | 2038-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $347643.88    | 0.01%             | 2041-12-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.      | FED FUND 30DAY                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -333 | NC      | $152124.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BULGARIAN ENERGY HLD                             | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     1800000 | PA      | $2072819.72   | 0.08%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                            | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4200000000 | PA      | $27895521.90  | 1.08%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                 | Mexican Udibonos                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8576034 | PA      | $389054.71    | 0.02%             | 2043-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                              | Fortive Corp                                                                    | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $4562490.69   | 0.18%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                 | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       82206 | NS      | $0.82         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      180000 | PA      | $224224.16    | 0.01%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $35574.00     | 0.00%             | 2047-06-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                    | Medtronic Inc                                                                   | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $13494494.27  | 0.52%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    27000000 | PA      | $4337995.45   | 0.17%             | 2032-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                          | Bank of New York Mellon/The                                                     | CUSIP: 06406MAU2<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     1092000 | PA      | $1083022.90   | 0.04%             | 2038-06-30      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -143940000 | OU      | $-112.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     7500000 | PA      | $7756095.40   | 0.30%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4000000 | PA      | $570641.45    | 0.02%             | 2029-01-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1696254.73   | 0.07%             | 2031-05-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                            | Korea Expressway Corp                                                           | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |    80000000 | PA      | $7996094.17   | 0.31%             | 2032-04-28      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SAN MARINO GOVERNMENT BO                         | San Marino Government Bond                                                      | CUSIP: 000000000<br>LEI: 5299009BDP7ZQ4185U27 | Long             | DBT              | NUSS              | SM        |      300000 | PA      | $356320.45    | 0.01%             | 2027-01-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $58390.02     | 0.00%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $8052544.18   | 0.31%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2195148.34   | 0.08%             | 2031-05-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2730181.67   | 0.11%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $842500.00    | 0.03%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| UBS Securities LLC                               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $829935.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $991875.00    | 0.04%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    41660000 | PA      | $5850658.94   | 0.23%             | 2026-03-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A      | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                     | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3430000 | PA      | $468721.24    | 0.02%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |      598000 | PA      | $735162.80    | 0.03%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                            | Guatemala Government Bond                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1000000 | PA      | $1055310.00   | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                     | Hydro-Quebec                                                                    | CUSIP: 000000000<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $384034.30    | 0.01%             | N/A             | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5045000 | PA      | $5067747.22   | 0.20%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      300000 | PA      | $325771.84    | 0.01%             | 2029-06-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                         | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      400000 | PA      | $415732.68    | 0.02%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       45724 | PA      | $53610.27     | 0.00%             | 2033-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $19878.84     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PENTA CLO 3 DESIGNATED ACTIVIT                   | Penta CLO 3 DAC                                                                 | CUSIP: 000000000<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-CBDO         | CORP              | IE        |    13000000 | PA      | $14970532.44  | 0.58%             | 2038-10-17      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $72166.48     | 0.00%             | 2061-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1812000 | PA      | $1763.69      | 0.00%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21410000 | PA      | $20038421.88  | 0.78%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    10198000 | PA      | $12979658.70  | 0.50%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   124154026 | PA      | $4992208.55   | 0.19%             | 2030-10-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $76133.93     | 0.00%             | 2060-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAX4<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    24000000 | PA      | $84532.80     | 0.00%             | 2048-07-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $2013541.23   | 0.08%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP                         | Bonos de la Tesoreria de la Republica                                           | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   198064850 | PA      | $203511.19    | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | ILS/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $99325.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     2723000 | PA      | $2755552.38   | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1796036.22   | 0.07%             | 2031-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746ST9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4198000 | PA      | $2739575.24   | 0.11%             | 2027-04-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                      | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     1700000 | PA      | $1536444.93   | 0.06%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | KOREA DEVELOPMENT BANK/THE                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     5000000 | PA      | $706973.63    | 0.03%             | 2026-06-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2035000 | PA      | $1919895.31   | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                             | Norway Government Bond                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    22000000 | PA      | $2112147.04   | 0.08%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1685000 | PA      | $1511997.68   | 0.06%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $81216.87     | 0.00%             | 2059-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      500000 | PA      | $539048.13    | 0.02%             | 2032-04-06      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-10822.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     7585000 | PA      | $5745513.54   | 0.22%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                     | Hunt Cos Inc                                                                    | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3867688.60   | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1375000 | PA      | $1181593.05   | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    22400000 | PA      | $16240000.00  | 0.63%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                         | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |      700000 | PA      | $792509.20    | 0.03%             | 2027-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $71445.57     | 0.00%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                             | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $206662.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1439894.10   | 0.06%             | 2036-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY B                   | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |     7900000 | PA      | $9298070.23   | 0.36%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11000000 | PA      | $7103593.75   | 0.27%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $140.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34146.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLATINUM SECURITIES KY                           | Platinum for Belize Blue Investment Co LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     1800000 | PA      | $1613088.00   | 0.06%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    81500000 | PA      | $13615682.95  | 0.53%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATES OF JERSEY                                 | Jersey International Bond                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | JE        |      834000 | PA      | $799017.98    | 0.03%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    48055296 | PA      | $2570593.11   | 0.10%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      300072 | PA      | $350455.70    | 0.01%             | 2041-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                   | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130201 | PA      | $133292.78    | 0.01%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust 2018-20TS                                                 | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $867500.00    | 0.03%             | 2035-05-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1003000 | PA      | $1200791.52   | 0.05%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WACHOVIA BANK NA                                 | Wachovia Bank NA                                                                | CUSIP: 92976QHD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      511000 | PA      | $498397.11    | 0.02%             | 2040-11-27      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5956462.74   | 0.23%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-863402.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ADCB FINANCE CAYMAN LTD                          | ADCB Finance Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        | 30000000000 | PA      | $1875050.64   | 0.07%             | 2029-04-29      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    10300000 | PA      | $11621670.85  | 0.45%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $273070.67    | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $195888.16    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAGESS                                           | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |     2000000 | PA      | $2296595.19   | 0.09%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                 | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     4200000 | PA      | $4524762.15   | 0.18%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1370000 | PA      | $1265112.80   | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1394761.06   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     6810617 | PA      | $4868086.98   | 0.19%             | 2041-11-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4000000 | PA      | $4502539.06   | 0.17%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                      | CDS REPUBLIC OF IRELAND                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $23695.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4700000 | PA      | $5267445.67   | 0.20%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $125977.74    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4825000 | PA      | $4563796.65   | 0.18%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $111646.04    | 0.00%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                            | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    10000000 | PA      | $1408697.85   | 0.05%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1675000 | PA      | $1604834.25   | 0.06%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37146.58     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XLIV Ltd                                                             | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |    10000000 | PA      | $10025208.00  | 0.39%             | 2037-10-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                       | Palmer Square European CLO 2025-1 DAC                                           | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |    13000000 | PA      | $14969435.58  | 0.58%             | 2039-10-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| REGION OF UMBRIA                                 | Region of Umbria Italy                                                          | CUSIP: 000000000<br>LEI: 815600517A684B514873 | Long             | DBT              | NUSS              | IT        |      599447 | PA      | $652084.67    | 0.03%             | 2031-03-26      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26568.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 92343VGA6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $1949089.87   | 0.08%             | 2051-03-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $114197.20    | 0.00%             | 2026-10-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4000000 | PA      | $562142.31    | 0.02%             | 2025-11-30      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    33700000 | PA      | $1725303.60   | 0.07%             | 2028-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                         | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   100000000 | PA      | $550710.53    | 0.02%             | 2036-12-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2346152.23   | 0.09%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $661562.50    | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                           | GPS Blue Financing DAC                                                          | CUSIP: 000000000<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |      240000 | PA      | $238728.00    | 0.01%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      950000 | PA      | $791971.41    | 0.03%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                             | DIGICEL INTL FIN LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3857 | NS      | $47118.27     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BARCLAYS PLC                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $312016.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3991906.77   | 0.15%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                                 | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |     3927351 | PA      | $4500349.51   | 0.17%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $604843.75    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2269218.75   | 0.09%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AV4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   700000000 | PA      | $4406585.17   | 0.17%             | 2030-10-18      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $89028.38     | 0.00%             | 2057-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     6800000 | PA      | $7817304.11   | 0.30%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nomura International Funding Pte Ltd             | NOMURA INTERNATIONAL FUNDING PTE LTD                                            | CUSIP: 000000000<br>LEI: 5493006YXUX4IZ8XXW98 | Long             | DBT              | CORP              | SG        |    10000000 | PA      | $1405216.46   | 0.05%             | 2031-01-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $122019.36    | 0.00%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   200000000 | PA      | $1286073.84   | 0.05%             | 2027-06-09      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | CDS REPUBLIC OF SERBIA                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |           1 | NC      | $-10046.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $427797.36    | 0.02%             | 2050-12-25      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    13125000 | PA      | $12842567.06  | 0.50%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                   | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    16350000 | PA      | $16838456.25  | 0.65%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1094718 | PA      | $1102337.25   | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      660000 | PA      | $668662.50    | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $79004.60     | 0.00%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      700000 | PA      | $846057.91    | 0.03%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                         | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     5000000 | PA      | $5597082.82   | 0.22%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4915000 | PA      | $4466932.38   | 0.17%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1401172 | PA      | $1407491.21   | 0.05%             | 2034-04-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-93917.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                         | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2398214.06   | 0.09%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | HSBC BANK PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |    35000000 | PA      | $4932596.27   | 0.19%             | 2026-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                 | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                            | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      672983 | PA      | $674269.65    | 0.03%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41310000 | PA      | $33506282.81  | 1.30%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADCB FINANCE CAYMAN LTD                          | ADCB Finance Cayman Ltd                                                         | CUSIP: 000000000<br>LEI: 213800R9XDKRM525M609 | Long             | DBT              | CORP              | KY        |     2270000 | PA      | $1482387.02   | 0.06%             | 2027-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                      | MetLife Inc                                                                     | CUSIP: 59156RBV9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   600000000 | PA      | $3769901.89   | 0.15%             | 2029-05-23      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19245000 | PA      | $19122368.01  | 0.74%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                          | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     3000000 | PA      | $3158895.81   | 0.12%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $107197.74    | 0.00%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    33300000 | PA      | $1772678.10   | 0.07%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-299502.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $88023.40     | 0.00%             | 2056-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $11147024.98  | 0.43%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FIN                                 | Prologis Yen Finance LLC                                                        | CUSIP: 74346GAP7<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |   300000000 | PA      | $1558949.78   | 0.06%             | 2036-06-27      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3600000 | PA      | $3785692.15   | 0.15%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22900000 | PA      | $16874437.50  | 0.65%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17324CMJ2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1489940.07   | 0.06%             | 2027-09-21      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                           | Lending Funding Trust 2020-2                                                    | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1070731 | PA      | $1051472.29   | 0.04%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4200000 | PA      | $4256127.85   | 0.16%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2000000 | PA      | $289501.86    | 0.01%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $263656.92    | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |           1 | NC      | $-93917.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     9015000 | PA      | $7889777.45   | 0.31%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    41500000 | PA      | $6646538.56   | 0.26%             | 2031-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA ACORES                           | Autonomous Region of the Azores                                                 | CUSIP: 000000000<br>LEI: 5493002P6SL6ANYFUJ27 | Long             | DBT              | NUSS              | PT        |      400000 | PA      | $472485.07    | 0.02%             | 2028-10-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149658.10    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                              | CUSIP: 3137AYCV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3392978 | PA      | $539474.27    | 0.02%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26455000 | PA      | $26661679.69  | 1.03%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                      | Taurus 2021-1 UK DAC                                                            | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      545990 | PA      | $717507.85    | 0.03%             | 2031-05-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $85515.10     | 0.00%             | 2058-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     5400000 | PA      | $6647589.84   | 0.26%             | 2028-04-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $4112758.93   | 0.16%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-182090.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1034533.30   | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  1700000000 | PA      | $10438712.61  | 0.40%             | 2029-08-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    48500000 | PA      | $9134346.55   | 0.35%             | 2046-12-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1215008.37   | 0.05%             | 2028-10-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1275000 | PA      | $1271442.75   | 0.05%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |       83684 | PA      | $84024.88     | 0.00%             | 2041-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1256820.74   | 0.05%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                           | United States Treasury Strip Coupon                                             | CUSIP: 912833XP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      345000 | PA      | $299865.64    | 0.01%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                         | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    13210000 | PA      | $13409603.10  | 0.52%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                         | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     2200000 | PA      | $2568138.50   | 0.10%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS PACIFIC LIFE GLOBAL FUNDING II                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15531.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -42370000 | OU      | $-289917.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                   | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2141334 | PA      | $2103911.99   | 0.08%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                          | Amazon Conservation DAC                                                         | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |     9000000 | PA      | $9290822.40   | 0.36%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $95929.67     | 0.00%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      480000 | PA      | $417980.58    | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BNGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20066789 | PA      | $25848.03     | 0.00%             | 2026-01-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1347500.00   | 0.05%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |     5000000 | PA      | $710673.72    | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2003885 | PA      | $2067608.80   | 0.08%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325AQ8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $1134800.00   | 0.04%             | 2028-03-09      | Fixed         | 11.85%                | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5782000 | PA      | $5777924.89   | 0.22%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $137312.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                         | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |     4320000 | PA      | $4879483.20   | 0.19%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                      | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1426872.13   | 0.06%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $543750.00    | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                               | Panama Government International Bond                                            | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    14336000 | PA      | $16378736.64  | 0.63%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $97264.72     | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $114227.19    | 0.00%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                     | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1941346 | PA      | $1943882.32   | 0.08%             | 2032-10-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    17100000 | PA      | $22407574.68  | 0.87%             | 2034-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      600000 | PA      | $601502.05    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                                  | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     5275000 | PA      | $5988417.30   | 0.23%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $20544.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                            | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     3400000 | PA      | $4019813.60   | 0.16%             | 2031-01-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $106952.94    | 0.00%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                      | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     6400000 | PA      | $4769689.49   | 0.18%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $136171.88    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      236373 | PA      | $0.24         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      533059 | PA      | $537702.68    | 0.02%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                    | EquiFirst Mortgage Loan Trust 2004-1                                            | CUSIP: 29445FAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      299807 | PA      | $296114.39    | 0.01%             | 2034-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. A1 Equity                | Codere Group Topco S.A. A1 Equity                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |        1804 | NS      | $31190.71     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $310951.23    | 0.01%             | 2042-05-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | ROYAL BANK OF CANADA                                                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $423531.64    | 0.02%             | 2026-03-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | FR        |   -81840000 | OU      | $-365187.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAE2<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     6500000 | PA      | $6492655.00   | 0.25%             | 2031-05-07      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $578125.00    | 0.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | PROLOGIS LP                                                                     | CUSIP: 000000000<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    63660000 | PA      | $9104645.53   | 0.35%             | 2029-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $274506.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WPC EUROBOND BV                                  | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |     9950000 | PA      | $10426003.38  | 0.40%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  1637456000 | PA      | $1753164.88   | 0.07%             | 2038-12-31      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| MALTA GOVERNMENT                                 | Malta Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300CZVZYSMSGX6X78 | Long             | DBT              | NUSS              | MT        |     1000000 | PA      | $877132.07    | 0.03%             | 2037-05-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                 | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |    17280493 | PA      | $19415540.90  | 0.75%             | 2031-07-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $3282862.19   | 0.13%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                           | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    55000000 | PA      | $8386114.06   | 0.32%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $239070.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                | SELP Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2925079.91   | 0.11%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3600000 | PA      | $4223733.78   | 0.16%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                    | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     1900000 | PA      | $2098031.63   | 0.08%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325AL9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6949000 | PA      | $7082281.82   | 0.27%             | 2027-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $141648.80    | 0.01%             | 2027-06-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1673236.94   | 0.06%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $496875.00    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                         | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |     1300000 | PA      | $1502436.71   | 0.06%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $114477.08    | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     8650000 | PA      | $9167702.50   | 0.35%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-264924.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |    13000000 | PA      | $1851122.33   | 0.07%             | 2028-07-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                  | Lloyds Bank PLC                                                                 | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     2800000 | PA      | $2085244.00   | 0.08%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                           | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     8780000 | PA      | $1240752.43   | 0.05%             | 2031-03-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      194141 | PA      | $230489.92    | 0.01%             | 2029-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06050MAZ0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      519000 | PA      | $494782.15    | 0.02%             | 2040-11-27      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                       | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44198 | NS      | $323219.97    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1230000 | PA      | $1431937.10   | 0.06%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $113134.53    | 0.00%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | WESTPAC BANKING CORP                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $287586.43    | 0.01%             | 2034-07-31      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $431795.85    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59767.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. A2 Equity                | Codere Group Topco S.A. A2 Equity                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |        4839 | NS      | $83665.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33868000 | PA      | $338.68       | 0.00%             | 2049-04-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                           | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |     1200000 | PA      | $1167329.92   | 0.05%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $7648950.82   | 0.30%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3300000 | PA      | $3148616.46   | 0.12%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                             | LHOME Mortgage Trust 2024-RTL4                                                  | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1507184.40   | 0.06%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      377714 | PA      | $442698.21    | 0.02%             | 2040-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2014-V-R CLO Ltd                                                     | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |      639154 | PA      | $639309.05    | 0.02%             | 2031-05-07      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAA0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    50000000 | PA      | $109750.00    | 0.00%             | 2047-08-10      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      820000 | PA      | $879926.63    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| BARCLAYS CAPITAL INC.                            | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-218124.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      700000 | PA      | $806855.00    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $2898372.19   | 0.11%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      635000 | PA      | $652479.79    | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    60000000 | PA      | $61650843.07  | 2.39%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS YEN FINANCE                             | Prologis Yen Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493000T2SX5D8WRJG02 | Long             | DBT              | CORP              | US        |  1500000000 | PA      | $8811092.08   | 0.34%             | 2032-06-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                     | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      224916 | PA      | $225345.41    | 0.01%             | 2033-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                               | Republic of Poland Government International Bond                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   100000000 | PA      | $703921.17    | 0.03%             | 2034-08-04      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      160000 | PA      | $101825.00    | 0.00%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3740473.28   | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                              | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     5000000 | PA      | $5864523.56   | 0.23%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                     | USD/CNY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-132723.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                    | Medtronic Inc                                                                   | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $10439205.26  | 0.40%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                   | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $515054.65    | 0.02%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. Warrants                 | Codere Group Topco S.A. Warrants                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |          21 | NS      | $121.03       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CASSA DEL TRENTINO SPA                           | Cassa Del Trentino SPA                                                          | CUSIP: 000000000<br>LEI: 815600ECB4F640532453 | Long             | DBT              | NUSS              | IT        |      315852 | PA      | $361145.37    | 0.01%             | 2026-06-17      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2292688.77   | 0.09%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC26                                          | CUSIP: 36250HAH6<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    50850575 | PA      | $508.51       | 0.00%             | 2047-11-10      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                      | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4869340 | PA      | $4881748.83   | 0.19%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $233561.36    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      395000 | PA      | $408616.02    | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| COOPERATIEVE RABOBANK UA                         | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2882000 | PA      | $1855570.17   | 0.07%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1667671.87   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                          | Amazon Conservation DAC                                                         | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |     2770000 | PA      | $2859508.67   | 0.11%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                       | 3M Co                                                                           | CUSIP: 604059AG0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1423738.99   | 0.06%             | 2040-12-21      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1200000 | PA      | $1182186.66   | 0.05%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      575000 | PA      | $565708.00    | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746NG2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $444321.53    | 0.02%             | 2046-07-06      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| REGION OF LOMBARDY                               | Region of Lombardy Italy                                                        | CUSIP: 541624AA0<br>LEI: 815600FFE23852109066 | Long             | DBT              | NUSS              | IT        |     2700000 | PA      | $2521797.84   | 0.10%             | 2032-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred   | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      633000 | NS      | $633000.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $110865.18    | 0.00%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $104792.64    | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $509687.50    | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF KAZAKHSTAN                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $138005.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-23406.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                          | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     2800000 | PA      | $2806692.88   | 0.11%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      875400 | PA      | $1006053.45   | 0.04%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $253815.33    | 0.01%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                         | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $3429133.75   | 0.13%             | 2026-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3600000 | PA      | $3624374.22   | 0.14%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $1266912.36   | 0.05%             | 2027-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                            | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   350000000 | PA      | $1997406.69   | 0.08%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     8300000 | PA      | $10787858.08  | 0.42%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EX-IM BK INDIA/L                                 | EXPORT-IMPORT BANK OF INDIA/LONDON                                              | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | GB        |    50000000 | PA      | $7074765.59   | 0.27%             | 2026-06-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1140000 | PA      | $1365280.64   | 0.05%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -68470000 | OU      | $-108056.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  2000000000 | PA      | $113437.23    | 0.00%             | 2026-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   800000000 | PA      | $5060800.73   | 0.20%             | 2028-08-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $344531.25    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $286179.26    | 0.01%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                               | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     3000000 | PA      | $2920238.78   | 0.11%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $592812.50    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                  | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3517000 | PA      | $5132233.35   | 0.20%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                         | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     6800000 | PA      | $8878444.39   | 0.34%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54413000 | PA      | $2025202.89   | 0.08%             | 2053-07-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $95030.43     | 0.00%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8220.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $105651.89    | 0.00%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2200000 | PA      | $2552008.60   | 0.10%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                          | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4694931 | PA      | $104511.04    | 0.00%             | 2029-05-02      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 23612000000 | PA      | $6032907.75   | 0.23%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| SOCIALIST REP OF VIETNAM                         | Vietnam Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |    33797698 | PA      | $32302150.31  | 1.25%             | 2028-03-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $999566.55    | 0.04%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $115438.76    | 0.00%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $7816038.96   | 0.30%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                  | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |     5942383 | PA      | $6476191.19   | 0.25%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI SPL FAC REV                   | Public Finance Authority                                                        | CUSIP: 74446DAP3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     5050000 | PA      | $4771699.04   | 0.18%             | 2055-09-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $97852.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1995000 | PA      | $2040754.53   | 0.08%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   200000000 | PA      | $1314161.34   | 0.05%             | 2030-05-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $53673.18     | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $8414876.12   | 0.33%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                       | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     3900000 | PA      | $5141764.17   | 0.20%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1200000 | PA      | $1435049.25   | 0.06%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                         | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     5889000 | PA      | $6096469.47   | 0.24%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1456107.44   | 0.06%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $85561.28     | 0.00%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $112565.73    | 0.00%             | 2026-04-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                 | SWOP IRS AUD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    10000000 | OU      | $388169.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                      | INTERNATIONAL PARK HLDGS BV                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2859508.53   | 0.11%             | 2031-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HUNGARY                                          | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2976000 | PA      | $3064309.14   | 0.12%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                    | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315427 | PA      | $309886.95    | 0.01%             | 2048-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $176851.07    | 0.01%             | 2043-06-26      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                  | QNB FINANCE LTD                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    20500000 | PA      | $2886438.25   | 0.11%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    10600000 | PA      | $6711131.70   | 0.26%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $837146.55    | 0.03%             | 2041-11-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                    | Citigroup Commercial Mortgage Trust 2014-GC21                                   | CUSIP: 17322MBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2430335 | PA      | $1661.13      | 0.00%             | 2047-05-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     1400000 | PA      | $71432.10     | 0.00%             | 2027-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                           | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |     4100000 | PA      | $4816932.42   | 0.19%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $16670.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-2 Ltd                                                             | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |      274402 | PA      | $274394.32    | 0.01%             | 2031-04-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4475000 | PA      | $5236488.99   | 0.20%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                         | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     3250000 | PA      | $4144944.61   | 0.16%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                   | Chase Funding Trust Series 2003-4                                               | CUSIP: 161546GB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      241962 | PA      | $240857.59    | 0.01%             | 2033-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                               | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $250703.16    | 0.01%             | 2034-05-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     5000000 | PA      | $392146.88    | 0.02%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     1500000 | PA      | $1992324.58   | 0.08%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      220000 | PA      | $142341.94    | 0.01%             | 2027-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71643VAA3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1800000 | PA      | $1569708.00   | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER                           | Gabon Blue Bond Master Trust Series 2                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     5550000 | PA      | $5647791.00   | 0.22%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3162.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                            | Svensk Exportkredit AB                                                          | CUSIP: 000000000<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    43890000 | PA      | $1321413.00   | 0.05%             | 2032-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3500000 | PA      | $536074.61    | 0.02%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SPAIN                                 | Spain Government International Bond                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    16080000 | PA      | $21580792.04  | 0.84%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1090000 | PA      | $953750.00    | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                            | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    12546900 | PA      | $12513399.78  | 0.48%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $5439862.52   | 0.21%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $29896875.00  | 1.16%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5365000 | PA      | $5774279.42   | 0.22%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                          | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1350000 | PA      | $1325093.36   | 0.05%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      723000 | PA      | $655063.59    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5014.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $58120.84     | 0.00%             | 2066-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    99196269 | PA      | $5032256.47   | 0.19%             | 2030-06-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                   | Ally Bank Auto Credit-Linked Notes Series 2024-B                                | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2524673 | PA      | $2541122.80   | 0.10%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                 | City of Milan Italy                                                             | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |     6875000 | PA      | $8135912.59   | 0.31%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                          | Canadian Government Real Return Bond                                            | CUSIP: 135087M43<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      235994 | PA      | $115511.66    | 0.00%             | 2054-12-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1492000 | PA      | $1081468.59   | 0.04%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      185000 | PA      | $174321.82    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CALEDONIA GENERA                                 | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8814908 | PA      | $7851363.29   | 0.30%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                           | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     4300000 | PA      | $4874019.72   | 0.19%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    46785562 | NS      | $46785562.41  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | CDS BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $7438.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $118829.88    | 0.00%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      545000 | PA      | $406961.72    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3250000 | PA      | $2340000.00   | 0.09%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      650000 | PA      | $713062.72    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| REGIAO AUTONOMA MADEIRA                          | Regiao Autonoma Madeira                                                         | CUSIP: 000000000<br>LEI: 549300NI7DXWFX27WX21 | Long             | DBT              | NUSS              | PT        |     1000000 | PA      | $918208.60    | 0.04%             | 2034-12-04      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                            | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1410000 | PA      | $1128000.00   | 0.04%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                         | State of North Rhine-Westphalia Germany                                         | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      500000 | PA      | $26430.28     | 0.00%             | 2027-06-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1070000 | PA      | $1247518.86   | 0.05%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VILLE DE PARIS                                   | Ville de Paris                                                                  | CUSIP: 000000000<br>LEI: 969500Y6KLTVY0FYAX02 | Long             | DBT              | NUSS              | FR        |     2800000 | PA      | $3020223.19   | 0.12%             | 2031-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                            | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   505000000 | PA      | $516726.90    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC           | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  -265650000 | OU      | $-19372.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45621000 | PA      | $45599615.16  | 1.76%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      365000 | PA      | $346750.00    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                   | Wells Fargo Commercial Mortgage Trust 2016-LC24                                 | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    20910000 | PA      | $142137.82    | 0.01%             | 2049-10-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                        | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    22000000 | PA      | $3342451.83   | 0.13%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45110000 | PA      | $29349693.75  | 1.14%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $20500.00     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity               | DIGICEL INTL FIN LTD Common Equity                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       59495 | NS      | $1000289.44   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13135.64     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                           | City of Toronto Canada                                                          | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     3000000 | PA      | $1775171.37   | 0.07%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $117687.79    | 0.00%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                     | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36894.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS CMBX.NA.AAA.16                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-92712.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      455000 | PA      | $454907.98    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $627343.75    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                          | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |     1400000 | PA      | $1420021.23   | 0.05%             | 2032-02-16      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                         | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1625000 | PA      | $1904408.38   | 0.07%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                               | Denmark Government Bond                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     4300000 | PA      | $625895.68    | 0.02%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                           | KOREA DEVELOPMENT BANK/THE                                                      | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     6000000 | PA      | $848591.45    | 0.03%             | 2026-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                         | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    12350000 | PA      | $14197646.50  | 0.55%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72418.40     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    18150000 | PA      | $17637460.43  | 0.68%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $697406.16    | 0.03%             | 2036-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |    46245000 | OU      | $35208.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SLOVENIA                             | Slovenia Government International Bond                                          | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     3200000 | PA      | $3322496.00   | 0.13%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1748672.96   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                            | Bangko Sentral ng Pilipinas International Bond                                  | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     3560000 | PA      | $3825113.20   | 0.15%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $262350.39    | 0.01%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                          | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $799795.02    | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                               | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    15595000 | PA      | $17992428.85  | 0.70%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $778701.64    | 0.03%             | 2028-09-28      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      199408 | PA      | $230192.40    | 0.01%             | 2035-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2250000 | PA      | $2250209.03   | 0.09%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                  | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1572899.07   | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | CDS GAZPROM PAO                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $320589.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |      462042 | PA      | $463046.82    | 0.02%             | 2034-01-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1799317.15   | 0.07%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                 | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      106613 | PA      | $103757.58    | 0.00%             | 2039-03-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $403087.86    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PGIM AAA CLO ETF - Old IO fund                   | PGIM AAA CLO ETF - Old IO fund                                                  | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |      143700 | NS      | $7396239.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $543944.28    | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      438400 | PA      | $461803.45    | 0.02%             | 2029-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                    | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2286000 | PA      | $2326234.67   | 0.09%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2311810.73   | 0.09%             | 2027-01-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $427821.55    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                       | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25890.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1849932.34   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                              | Province of Alberta Canada                                                      | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     3500000 | PA      | $2012486.15   | 0.08%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2024-CES2                                             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356975 | PA      | $360085.74    | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $103352.72    | 0.00%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $6351877.58   | 0.25%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                             | Colombia Government International Bond                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1600000 | PA      | $1758800.00   | 0.07%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-1R                                          | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5181443 | PA      | $5242191.00   | 0.20%             | 2033-05-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    71500000 | PA      | $12475040.94  | 0.48%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-HQA5                                         | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |      595000 | PA      | $657475.00    | 0.03%             | 2050-11-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 3, LTD                                  | Zais CLO 3 Ltd                                                                  | CUSIP: 98887HAL8<br>LEI: 549300SYHU0CNKIXQ691 | Long             | ABS-CBDO         | CORP              | KY        |     8500000 | PA      | $8512710.05   | 0.33%             | 2031-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | FWD UKT                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $175787.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $632406.47    | 0.02%             | 2038-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3760000 | PA      | $3754969.12   | 0.15%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                           | Berkshire Hathaway Inc                                                          | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $563754.27    | 0.02%             | 2034-09-13      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                             | Volkswagen Bank GmbH                                                            | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    11000000 | PA      | $13409595.83  | 0.52%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                          | International Bank for Reconstruction & Development                             | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |        4000 | PA      | $4009.76      | 0.00%             | 2026-05-31      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                | International Finance Corp                                                      | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    44300000 | PA      | $2310343.30   | 0.09%             | 2028-04-06      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | Mexico Government International Bond                                            | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1020000 | PA      | $1184520.77   | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                      | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $955121.91    | 0.04%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2378646.50   | 0.09%             | 2041-12-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       90000 | PA      | $68680.94     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION        | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $33063.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN GUARANTY TRUST CO                         | MORGAN GUARANTY TRUST CO OF NEW YORK                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1174939 | PA      | $1301842.90   | 0.05%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                              | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      100000 | PA      | $61959.35     | 0.00%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                           | EMIRATES NBD BANK PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     7000000 | PA      | $1016983.77   | 0.04%             | 2028-07-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $262090.44    | 0.01%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      158339 | PA      | $187017.43    | 0.01%             | 2032-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      862000 | PA      | $665621.60    | 0.03%             | 2037-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      955000 | PA      | $678750.21    | 0.03%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                   | PMT Credit Risk Transfer Trust 2024-2R                                          | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4776822 | PA      | $4826411.25   | 0.19%             | 2027-03-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $7716353.18   | 0.30%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2100000 | PA      | $1969230.81   | 0.08%             | 2033-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1384.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                             | CUSIP: 71654QAM4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6378000 | PA      | $6756725.64   | 0.26%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $8770980.61   | 0.34%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2180524.95   | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                 | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9408000 | PA      | $11186399.09  | 0.43%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                         | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7225000 | PA      | $7466602.73   | 0.29%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5900000 | PA      | $6251733.22   | 0.24%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1340000 | PA      | $1183382.81   | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Home Re Ltd                                      | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      198731 | PA      | $199032.88    | 0.01%             | 2034-01-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    16000000 | PA      | $2655577.76   | 0.10%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2014-GC24                                          | CUSIP: 36253GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    83262000 | PA      | $832.62       | 0.00%             | 2047-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                   | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $40500.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                         | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17330RZL2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      885000 | PA      | $870847.21    | 0.03%             | 2057-10-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                    | CF 2020-P1 Mortgage Trust                                                       | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9086472 | PA      | $9034497.31   | 0.35%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                           | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1932601.00   | 0.07%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                           | New Zealand Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     8000000 | PA      | $4287937.92   | 0.17%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1025000 | PA      | $1014192.20   | 0.04%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1297377.18   | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       99255 | PA      | $116396.94    | 0.00%             | 2027-02-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                         | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      250000 | PA      | $310204.25    | 0.01%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHLAND I/L BOND                             | Deutsche Bundesrepublik Inflation Linked Bond                                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      130412 | PA      | $120490.27    | 0.00%             | 2046-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2905696.28   | 0.11%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $146283.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                         | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     3600000 | PA      | $4473204.12   | 0.17%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                 | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4000000 | PA      | $4669154.62   | 0.18%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $572343.75    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                 | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $576513.94    | 0.02%             | 2030-07-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                           | Digicel Group Holdings Ltd                                                      | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      351194 | PA      | $35.12        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BPIFRANCE SACA                                   | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     1500000 | PA      | $1519607.02   | 0.06%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $664696.37    | 0.03%             | 2028-06-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                | CUSIP: 949746SE2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $950985.48    | 0.04%             | 2026-07-27      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                              | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      950000 | PA      | $940868.31    | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                          | KB Home                                                                         | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1684908.75   | 0.07%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION            | CDS CDX.EM.44.V1                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1501932.82  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R02                                    | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $265675.49    | 0.01%             | 2041-11-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20490.22     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BN6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19220677 | PA      | $10504.10     | 0.00%             | 2025-12-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5801384.27   | 0.22%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                   | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   115000000 | PA      | $4585155.49   | 0.18%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                       | CUSIP: 001055AZ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $613594.19    | 0.02%             | 2029-12-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                     | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |     5600000 | PA      | $6391066.18   | 0.25%             | 2026-07-24      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| BON Y OBLIG ESTADO STRIP                         | Spain Government Bond Coupon Strip                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      300000 | PA      | $172461.80    | 0.01%             | 2043-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3374086.50   | 0.13%             | 2041-09-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                      | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCT3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |     5600000 | PA      | $5639855.76   | 0.22%             | 2028-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-23

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer