# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-26-066521
**Filing Date:** 2026-6
**Character Count:** 694538
**Document Hash:** 6d2a3b3d10400f02c0dffe4741f79748
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066521.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066521

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 261121282

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### Hartford Multi-Asset Income Fund (Series ID: S000003571)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000009912 | Class A      | ITTAX           |
| C000009914 | Class C      | HAFCX           |
| C000009915 | Class Y      | IHAYX           |
| C000040927 | Class R3     | ITTRX           |
| C000040928 | Class R4     | ITTSX           |
| C000040929 | Class R5     | ITTTX           |
| C000155857 | Class I      | ITTIX           |
| C000185693 | Class F      | ITTFX           |
| C000200563 | Class R6     | ITTVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Multi-Asset Income Fund

- **b. EDGAR series identifier (if any):** S000003571

- **c. LEI of Series:** CV9JVC7JWV57MZ536B82

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $682135113.36

**Total Liabilities:** $110811612.27

**Net Assets:** $571323501.09

**Delayed Delivery Securities:** $10821945.57

**Cash Not Reported:** $12896995.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -170.06000000 | **1-Year:** -3208.86000000 | **5-Year:** -6122.28000000 | **10-Year:** -8658.96000000 | **30-Year:** -4488.62000000

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

- **3-Month:** -524.53000000 | **1-Year:** -17710.82000000 | **5-Year:** -37154.54000000 | **10-Year:** -18841.50000000 | **30-Year:** -5449.85000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000185693 | 1.83%                | -4.09%               | 3.83%                |
| Class ID C000155857 | 1.82%                | -4.09%               | 3.81%                |
| Class ID C000009914 | 1.74%                | -4.18%               | 3.74%                |
| Class ID C000009915 | 1.87%                | -4.13%               | 3.86%                |
| Class ID C000009912 | 1.83%                | -4.15%               | 3.87%                |
| Class ID C000200563 | 1.88%                | -4.13%               | 3.88%                |
| Class ID C000040928 | 1.84%                | -4.15%               | 3.83%                |
| Class ID C000040929 | 1.82%                | -4.09%               | 3.81%                |
| Class ID C000040927 | 1.81%                | -4.18%               | 3.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1675047.66              | $5023561.78                                |
| Month 2  | $896213.06               | $-21011569.34                              |
| Month 3  | $-444228.51              | $13103126.34                               |

**Designated Index Information**

- **Index Name:** HFLU Blended Benchmark

- **Index Identifier:** 35% MXWD / 35% LBUSTRUU / 10% CSLLLTOT / 10% JPEMCOMP / 10% HW0CUSDH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                                      | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     672095 | PA      | $685235.82    | 0.12%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                    | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     343921 | PA      | $346692.75    | 0.06%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   35390000 | PA      | $122127.46    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                                  | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     396408 | PA      | $397311.80    | 0.07%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1327.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75869.15     | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-156.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25362.04     | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                   | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     420000 | PA      | $400273.07    | 0.07%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                         | Vodacom Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |      61690 | NS      | $523332.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DANGOTE FERTLISER LTD                                     | Dangote Fertiliser Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 0292006832A6M7BC0G53 | Long             | DBT              | CORP              | NG        |     889000 | PA      | $899001.25    | 0.16%             | 2031-05-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $74.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-7 LLC                                                                                                                            | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     695000 | PA      | $691152.48    | 0.12%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                                 | Zijin Mining Group Co Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |      78222 | NS      | $363262.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Core & Main LP                                            | Core & Main LP 2024 Term Loan D                                                                                                            | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     254255 | PA      | $254783.38    | 0.04%             | 2028-07-27      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 3140W2X48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     564029 | PA      | $568368.37    | 0.10%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                  | Eolo SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |     525000 | PA      | $535206.78    | 0.09%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |          1 | NC      | $-1639.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     240000 | PA      | $11927.66     | 0.00%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                           | Hamlin Park CLO Ltd                                                                                                                        | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     840000 | PA      | $474330.36    | 0.08%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                         | Imperial Fund Mortgage Trust 2021-NQM4                                                                                                     | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $144311.54    | 0.03%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                                                                                 | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     299000 | PA      | $309264.07    | 0.05%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1198.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $1970.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                                    | Eastern European Electric Co BV                                                                                                            | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |    1180000 | PA      | $1429320.41   | 0.25%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28937.58     | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D12YLX5 IRS PLN R V 06MWIBOR 99D12YLY3 CCPVANILLA / Short: B9D12YLX5 IRS PLN P F  4.59000 99D12YLX5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     331000 | OU      | $1413.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                   | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     895000 | PA      | $856793.26    | 0.15%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc 2023 Term Loan B                                                                                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |     270163 | PA      | $269825.65    | 0.05%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                   | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     400000 | PA      | $419548.80    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2180600 | PA      | $103783.90    | 0.02%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-90.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |          1 | NC      | $667.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $536.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4425000 | PA      | $3254622.06   | 0.57%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      84000 | PA      | $89044.36     | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     860000 | PA      | $880907.72    | 0.15%             | 2041-12-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                     | Lantheus Holdings Inc                                                                                                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     400000 | PA      | $508800.00    | 0.09%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     206963 | NS      | $1128833.89   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      21654 | NS      | $1981341.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $447134.93    | 0.08%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co Ltd                          | Korea Investment Holdings Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       1279 | NS      | $210169.71    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                           | Gold Fields Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       5134 | NS      | $217487.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | 99D13D2A USD PUT PLN CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     331000 | OU      | $7991.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                           | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $663175.65    | 0.12%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                                   | Dow Inc                                                                                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       9348 | NS      | $378500.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-95.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                         | Clarios Global LP 2025 USD Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     308450 | PA      | $309736.24    | 0.05%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $80.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                                                                                   | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       4900 | NS      | $117355.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1666.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       8083 | NS      | $514174.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO L                                                                                                                               | CUSIP: 03771LAE4<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |     840000 | PA      | $489882.12    | 0.09%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |          1 | NC      | $-1350.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL7 LLC                                                                                                                         | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |     395000 | PA      | $394809.61    | 0.07%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                      | ZF Europe Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $245331.13    | 0.04%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                 | United Parcel Service Inc                                                                                                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       4830 | NS      | $525504.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Credit Owner Trust                                 | Kubota Credit Owner Trust 2026-1                                                                                                           | CUSIP: 50118HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1089372.13   | 0.19%             | 2030-05-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2024-CBM Mortgage Trust                                                                                                               | CUSIP: 12674GAN4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     892000 | PA      | $892654.73    | 0.16%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $268.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                      | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     650000 | PA      | $653304.16    | 0.11%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     510000 | PA      | $379809.96    | 0.07%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                               | Deluxe Corp                                                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     170000 | PA      | $177281.27    | 0.03%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6215000 | PA      | $6122335.84   | 1.07%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                       | CUSIP: 78017W221<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |      10800 | NS      | $2915216.51   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -600000 | PA      | $-612499.52   | -0.11%            | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                  | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     153000 | PA      | $124297.20    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                             | Blackrock Inc                                                                                                                              | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        681 | NS      | $725673.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                             | Accenture PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       3465 | NS      | $619230.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $1050.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |          1 | NC      | $66.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         81 | NC      | $9334.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                 | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                                 | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     491269 | PA      | $492531.92    | 0.09%             | 2028-10-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                    | Champ Acquisition Corp                                                                                                                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $231765.38    | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |          1 | NC      | $-1552.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                                                     | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 1113000000 | PA      | $181959.49    | 0.03%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                               | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     150000 | PA      | $150913.08    | 0.03%             | 2036-01-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $269.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                         | EUSHI Finance Inc                                                                                                                          | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     218000 | PA      | $225695.72    | 0.04%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $6.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                       | Recess Holdings Inc 2025 Repriced Term Loan                                                                                                | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     270201 | PA      | $271298.32    | 0.05%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $426.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     279591 | PA      | $158416.28    | 0.03%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                        | MS&AD Insurance Group Holdings Inc                                                                                                         | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      16452 | NS      | $423047.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |          1 | NC      | $-731.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRONOX INC                                                | Tronox Inc                                                                                                                                 | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177834.13    | 0.03%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     480000 | PA      | $489999.61    | 0.09%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     865000 | PA      | $918914.69    | 0.16%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     250000 | PA      | $233921.33    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                               | Southern Co/The                                                                                                                            | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      10106 | NS      | $257703.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                                           | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148761 | PA      | $149952.17    | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2021-5                                                                                                          | CUSIP: 92538KAE3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    1430000 | PA      | $1042271.23   | 0.18%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                    | Grupo Mexico SAB de CV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |      36371 | NS      | $398095.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTION FINCO SARL                                         | Motion Finco Sarl                                                                                                                          | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     865000 | PA      | $708520.12    | 0.12%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056XI7 TRS USD R E DDZ056XI7 EQUITYTRS / Short: DDZ056XI7 TRS USD P V 12MOBFR DFZ056XI2 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |    1048923 | OU      | $-11188.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                          | Genuine Parts Co                                                                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       3631 | NS      | $389352.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |       4047 | NS      | $101898.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Volvo AB                                                  | Volvo AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       7728 | NS      | $269372.85    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Sankyo Co Ltd                                             | Sankyo Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       8856 | NS      | $104766.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | RO        |          1 | NC      | $442.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $-140.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                         | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     835000 | PA      | $851319.61    | 0.15%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                          | Unicaja Banco SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $235485.30    | 0.04%             | 2026-11-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sunny Optical Technology Group Co Ltd                     | Sunny Optical Technology Group Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | KY        |      15232 | NS      | $125399.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                          | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12226930 | PA      | $637996.78    | 0.11%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       2578 | NS      | $166281.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1267.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D12OVK4 IRS ZAR R F  7.17500 99D12OVK4 CCPVANILLA / Short: S9D12OVK4 IRS ZAR P V 03MJIBAR 99D12OVI9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8326000 | OU      | $-35248.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $741.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                                           | CUSIP: 3132CXZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     913416 | PA      | $934009.57    | 0.16%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                    | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     258609 | PA      | $258688.72    | 0.05%             | 2030-09-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       6974 | NS      | $1602973.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        428 | NS      | $125656.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                  | VF Ukraine PAT via VFU Funding PLC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |     213064 | PA      | $211067.47    | 0.04%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                  | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    1325000 | PA      | $1363548.23   | 0.24%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     140000 | PA      | $136308.59    | 0.02%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                | NetApp Inc                                                                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       1024 | NS      | $113428.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                                                    | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |     895000 | PA      | $1226005.73   | 0.21%             | 2050-10-25      | Floating      | 15.15%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $701.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         36 | NC      | $-110782.34   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AAP Buyer Inc                                             | AAP Buyer Inc Term Loan B                                                                                                                  | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     128375 | PA      | $128749.86    | 0.02%             | 2031-09-09      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                                                                               | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1739429.30   | 0.30%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      80000 | PA      | $80870.14     | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-371.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       1591 | NS      | $589433.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: S9D12ON80 IRS COP R F 11.47000 99D12ON80 CCPNDFOIS / Short: S9D12ON80 IRS COP P V 03MCPIBR 99D12ON72 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  821313000 | OU      | $285.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                  | Snam SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      25344 | NS      | $199848.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL14 LLC                                                                                                                        | CUSIP: 69393CAB9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     545000 | PA      | $538287.40    | 0.09%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425000 | PA      | $386807.95    | 0.07%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                               | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     196753 | PA      | $196871.20    | 0.03%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1190000 | PA      | $1110163.79   | 0.19%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-292.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clorox Co/The                                             | Clorox Co/The                                                                                                                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       1436 | NS      | $138487.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |          1 | NC      | $120.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     385000 | PA      | $410435.86    | 0.07%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                           | ASML Holding NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |         73 | NS      | $105524.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       9348 | NS      | $1543074.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | 99D13D24 USD CALL PLN PUT                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     331000 | OU      | $7515.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-8 LLC                                                                                                                            | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     657000 | PA      | $655132.15    | 0.11%             | 2030-10-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                  | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                                                                                  | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     140000 | PA      | $140803.60    | 0.02%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-168.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McAfee, LLC                                               | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     738773 | PA      | $649197.17    | 0.11%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-205886.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                  | Citadel Securities Global Holdings LLC                                                                                                     | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255576.37    | 0.04%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-31308.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     370000 | PA      | $383232.68    | 0.07%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $296.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                       | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |      70000 | PA      | $113407.00    | 0.02%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     259000 | PA      | $242080.20    | 0.04%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $2556.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2026-1 LLC                                                                                                                            | CUSIP: 74449BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $149364.15    | 0.03%             | 2031-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                    | Contemporary Amperex Technology Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       1441 | NS      | $113890.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| MERIT MEDICAL SYSTEMS IN                                  | Merit Medical Systems Inc                                                                                                                  | CUSIP: 589889AB0<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     382000 | PA      | $406856.61    | 0.07%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                      | International Business Machines Corp                                                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       5071 | NS      | $1171299.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: B9D13BRI1 IRS CLP R V 12MCLICP 99D13BRJ9 CCPNDFCAMARAPROMEDIO / Short: B9D13BRI1 IRS CLP P F  4.68100 99D13BRI1 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1049177000 | OU      | $1512.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       3247 | NS      | $191231.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-373.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $211718.64    | 0.04%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1678.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                 | Land Securities Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800V8IAVKS37D6B88 | Long             | EC               |  | GB        |      12584 | NS      | $101254.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-578.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Long: DDZ04TI79 TRS USD R F   .00000 DDZ04TI79 IBOX RF / Short: DDZ04TI79 TRS USD P V 03MSOFR DDZ04TI79 IBOX PV                            | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    9050000 | OU      | $79742.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                             | VistaJet Malta Finance PLC 2025 Term Loan B                                                                                                | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     254806 | PA      | $252303.96    | 0.04%             | 2031-04-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $-133.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                       | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | SG        |          1 | NC      | $5.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $212.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                             | Amphenol Corp                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       3055 | NS      | $449909.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       1362 | NS      | $111997.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                                    | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    1250000 | PA      | $1493425.63   | 0.26%             | 2050-03-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| Persimmon PLC                                             | Persimmon PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      20135 | NS      | $290336.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                                                                                         | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       6014 | NS      | $108028.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     190000 | PA      | $180112.34    | 0.03%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $180.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                           | CUSIP: 06370F493<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DE               |  | CA        |       7900 | NS      | $2304652.01   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                     | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47376.88     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                       | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     396000 | PA      | $408489.84    | 0.07%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     216000 | PA      | $64781.81     | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                | AMSR 2025-SFR1 Trust                                                                                                                       | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $185738.26    | 0.03%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: S9D12YP11 IRS MXN R F  7.08500 99D12YP11 CCPOIS / Short: S9D12YP11 IRS MXN P V 01MTIEF 99D12YP03 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   15282000 | OU      | $-1698.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                 | Partners Group Holding AG                                                                                                                  | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        507 | NS      | $551211.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     154000 | PA      | $25448.97     | 0.00%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      25543 | NS      | $2500148.84   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-628.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WP Carey Inc                                              | WP Carey Inc                                                                                                                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       6048 | NS      | $441080.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $207749.37    | 0.04%             | 2031-07-17      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1533.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                   | Kaixo Bondco Telecom SA                                                                                                                    | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $235822.32    | 0.04%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                                                                           | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     175000 | PA      | $399175.00    | 0.07%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                            | BPER Banca SPA                                                                                                                             | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |      42809 | NS      | $631936.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                  | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52149.54     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                         | General Mills Inc                                                                                                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      18971 | NS      | $669866.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                               | Paychex Inc                                                                                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      10419 | NS      | $965111.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-3                                                                                                   | CUSIP: 37989AAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1331529.68   | 0.23%             | 2031-06-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     163503 | NS      | $1072496.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                             | Interactive Brokers Group Inc                                                                                                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       1493 | NS      | $118693.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MH Sub I LLC                                              | MH Sub I LLC 2023 Term Loan                                                                                                                | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     469155 | PA      | $431195.57    | 0.08%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-296.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $313.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                          | Terna - Rete Elettrica Nazionale                                                                                                           | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      22728 | NS      | $273378.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                           | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126287 | PA      | $126915.83    | 0.02%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $431.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1172745.86   | 0.21%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     130000 | PA      | $151536.95    | 0.03%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-186.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     103000 | PA      | $109182.75    | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                                                                                | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      21435 | NS      | $396853.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-6 LLC                                                                                                                            | CUSIP: 74390PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     425000 | PA      | $425373.41    | 0.07%             | 2029-11-25      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     131000 | PA      | $152724.15    | 0.03%             | 2031-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3155000 | PA      | $3131460.73   | 0.55%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $10008.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    4873000 | PA      | $157625.24    | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-3666.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       5037 | NS      | $1064418.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $1881.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $5933.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                       | Ascend Learning LLC 2025 Repriced Term Loan B                                                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     196985 | PA      | $193431.00    | 0.03%             | 2028-12-11      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                            | Galaxy XXII CLO Ltd                                                                                                                        | CUSIP: 36321AAR4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $242254.00    | 0.04%             | 2034-04-16      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                           | Traverse Midstream Partners LLC 2017 Term Loan                                                                                             | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |     296523 | PA      | $296670.87    | 0.05%             | 2028-02-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     275000 | PA      | $319238.14    | 0.06%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank Polska Kasa Opieki SA                                | Bank Polska Kasa Opieki SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |       5512 | NS      | $345042.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                                                                                    | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $118863.25    | 0.02%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                                                                                    | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $236521.22    | 0.04%             | 2031-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                    | Millicom International Cellular SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     950000 | PA      | $886764.22    | 0.16%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                | MajorDrive Holdings IV LLC Term Loan B                                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     589175 | PA      | $560700.43    | 0.10%             | 2028-06-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                           | Seagate Technology Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       1329 | NS      | $895267.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $6.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $654.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1165.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                    | Sempra                                                                                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     195000 | PA      | $197225.34    | 0.03%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                       | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                                                       | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     272419 | PA      | $273895.76    | 0.05%             | 2031-12-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| China National Building Material Co Ltd                   | China National Building Material Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 52990085PGF8YEPLBZ26 | Long             | EC               | CORP              | CN        |    1647307 | NS      | $1073464.53   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $12386.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     500000 | PA      | $512250.00    | 0.09%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                    | Sempra                                                                                                                                     | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |       1669 | NS      | $36000.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                                                                              | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       4055 | NS      | $100401.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       4177 | NS      | $511638.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                                              | KKR & Co Inc                                                                                                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       4657 | NS      | $206677.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SAP SE                                                    | SAP SE                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        973 | NS      | $163359.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1880000 | PA      | $476073.24    | 0.08%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                   | Meridian Arc Holdco LLC                                                                                                                    | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $84980.65     | 0.01%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                      | Africell Holding Ltd                                                                                                                       | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    1235000 | PA      | $1242569.29   | 0.22%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $480117.19    | 0.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |          1 | NC      | $-1117.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $-9147.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    4038000 | PA      | $1092826.64   | 0.19%             | 2028-09-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                      | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     630000 | PA      | $713685.45    | 0.12%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                      | 888 Acquisitions Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     525000 | PA      | $594599.97    | 0.10%             | 2031-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                   | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $28241.60     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                                | Akbank TAS                                                                                                                                 | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |     605657 | NS      | $980892.18    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA                                                | BPER Banca SPA                                                                                                                             | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $234448.26    | 0.04%             | 2031-03-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      87436 | NS      | $1056210.63   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                     | Lincoln National Corp                                                                                                                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     363000 | PA      | $383973.05    | 0.07%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $245292.78    | 0.04%             | 2029-09-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD HKD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-39.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp                                              | Peraton Corp Term Loan B                                                                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     238814 | PA      | $203674.77    | 0.04%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-7723.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL2 LLC                                                                                                                         | CUSIP: 69393DAB7<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     568000 | PA      | $566043.24    | 0.10%             | 2056-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1643.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-84.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc                                              | Teradyne Inc                                                                                                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        567 | NS      | $194747.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                             | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     174000 | PA      | $208713.00    | 0.04%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-118.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                  | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    1020000 | PA      | $920635.64    | 0.16%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          6 | NC      | $-34434.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexel SA                                                  | Rexel SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | EC               | CORP              | FR        |      26550 | NS      | $1122885.96   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $322748.88    | 0.06%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                   | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                                   | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $473293.89    | 0.08%             | 2050-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-4                                                                                                           | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      35090 | PA      | $34544.91     | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                               | Asurion LLC 2026 Term Loan B14                                                                                                             | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     492366 | PA      | $483956.80    | 0.08%             | 2033-02-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     793730 | PA      | $745256.91    | 0.13%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    7020000 | PA      | $318820.15    | 0.06%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                              | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     306133 | PA      | $303582.67    | 0.05%             | 2031-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $531.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1113.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                       | Treehouse Foods Inc 2026 Term Loan B                                                                                                       | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |     145000 | PA      | $146042.55    | 0.03%             | 2033-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $656.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                             | HTL Commercial Mortgage Trust 2024-T53                                                                                                     | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1260000 | PA      | $1277178.46   | 0.22%             | 2039-05-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     145000 | PA      | $36745.26     | 0.01%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: S9D12LOB8 IRS BRL R F 12.92600 99D12LOB8 CCPNDF / Short: S9D12LOB8 IRS BRL P V 00MBRCDI 99D12LOA0 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     719335 | OU      | $-3753.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                            | JBT Marel Corp                                                                                                                             | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     325000 | PA      | $305500.00    | 0.05%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056XG1 TRS USD R E DDZ056XG1 EQUITYTRS / Short: DDZ056XG1 TRS USD P V 12MOBFR DFZ056XG6 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     697097 | OU      | $40295.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4481500 | PA      | $215356.18    | 0.04%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $191865.92    | 0.03%             | 2033-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $52.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                       | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |          1 | NC      | $-246.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                 | Kubota Credit Owner Trust 2023-2                                                                                                           | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     153792 | PA      | $154697.06    | 0.03%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio                                                                | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   11826858 | NS      | $11826858.20  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd                                               | Infosys Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       9030 | NS      | $113679.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                             | Wilsonart LLC 2024 Term Loan B                                                                                                             | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |     295500 | PA      | $267755.51    | 0.05%             | 2031-08-05      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                                                                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       3744 | NS      | $285704.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3072000 | PA      | $56332.23     | 0.01%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     650000 | PA      | $647892.58    | 0.11%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2955000 | PA      | $93844.95     | 0.02%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-826.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2639000 | PA      | $50388.02     | 0.01%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2026.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |          1 | NC      | $-561.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     571000 | PA      | $514536.17    | 0.09%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                        | Aegea Finance Sarl                                                                                                                         | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     510000 | PA      | $370387.50    | 0.06%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $7583.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     980000 | PA      | $941880.49    | 0.16%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110966.79    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70162.30     | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $686.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                    | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     418000 | PA      | $52787.12     | 0.01%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                   | BNP Paribas Issuance BV                                                                                                                    | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |       7550 | NS      | $3091847.94   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31055.49     | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                                                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       9481 | NS      | $727382.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |          1 | NC      | $253.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                                                     | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     388134 | PA      | $379301.31    | 0.07%             | 2033-09-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                          | Severn Trent PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |      25775 | NS      | $1145795.98   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $518.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                          | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $143217.38    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                              | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |       8945 | NS      | $226755.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc                               | Bausch Health Companies Inc 2025 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     272938 | PA      | $265363.48    | 0.05%             | 2030-10-08      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                      | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806XAJ1<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     210000 | PA      | $346113.65    | 0.06%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jiangxi Copper Co Ltd                                     | Jiangxi Copper Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 3003002E74YFQ6MEZY56 | Long             | EC               | CORP              | CN        |      19128 | NS      | $90905.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEP Group Inc                                             | NEP Group Inc 2025 Term Loan B                                                                                                             | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     270000 | PA      | $242900.10    | 0.04%             | 2031-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                                                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      10459 | NS      | $245203.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $1675.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $-127.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                               | Northern Star Resources Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       8742 | NS      | $133999.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $254414.25    | 0.04%             | 2035-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC 2022 Term Loan B10                                                                                                             | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                          | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     195000 | PA      | $279825.00    | 0.05%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $18711.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-94.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                                                                               | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     145000 | PA      | $146532.15    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Helvetia Baloise Holding AG                               | Helvetia Baloise Holding AG                                                                                                                | CUSIP: 000000000<br>LEI: 529900SUJBXTORH0LT80 | Long             | EC               | CORP              | CH        |       3973 | NS      | $1089333.13   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                      | Johnstone Supply LLC 2026 Term Loan B                                                                                                      | CUSIP: 47947BAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246250 | PA      | $246158.89    | 0.04%             | 2031-06-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                                   | CUSIP: 38382XSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     286218 | PA      | $50789.97     | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                     | Mizuho Markets Cayman LP                                                                                                                   | CUSIP: 60701E568<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       3960 | NS      | $2006959.41   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SHR Trust                                                 | SHR Trust 2024-LXRY                                                                                                                        | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $190831.25    | 0.03%             | 2041-10-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     458000 | PA      | $481472.50    | 0.08%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     835000 | PA      | $181930.95    | 0.03%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Savage Enterprises LLC                                    | Savage Enterprises LLC 2025 Term Loan B                                                                                                    | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     218350 | PA      | $219236.50    | 0.04%             | 2032-08-05      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $758.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                              | Comcast Corp                                                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      16963 | NS      | $458679.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  488000000 | PA      | $28648.65     | 0.01%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                    | Sibanye Stillwater Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |      28648 | NS      | $85645.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |          1 | NC      | $-550.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                          | Pop Mart International Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |       3793 | NS      | $77202.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AL SYDBANK                                                | AL Sydbank                                                                                                                                 | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |     300000 | PA      | $352499.70    | 0.06%             | 2030-03-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                   | PPL Capital Funding Inc                                                                                                                    | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     344000 | PA      | $355878.43    | 0.06%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $242244.11    | 0.04%             | 2030-03-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings Inc                           | Nomura Real Estate Holdings Inc                                                                                                            | CUSIP: 000000000<br>LEI: 353800UZ91CT24OL9P59 | Long             | EC               | CORP              | JP        |      37194 | NS      | $242662.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOR SE                                                   | SCOR SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $191622.94    | 0.03%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D13A3S7 IRS INR R V 06MMIBOR 99D13A3T5 CCPNDFOIS / Short: B9D13A3S7 IRS INR P F  6.39950 99D13A3S7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   16944000 | OU      | $1913.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $769.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                               | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    2340744 | PA      | $2340744.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         45 | NC      | $-30760.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     587000 | PA      | $502719.47    | 0.09%             | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                   | Silk Road Group Holding LLC                                                                                                                | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     365000 | PA      | $367731.66    | 0.06%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| IBERCAJA BANCO SA                                         | Ibercaja Banco SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $756651.95    | 0.13%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                   | First Student Bidco Inc 2026 Term Loan B                                                                                                   | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     505155 | PA      | $505155.47    | 0.09%             | 2030-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                        | Horizon Aircraft Finance III Ltd                                                                                                           | CUSIP: 44040JAA6<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     113665 | PA      | $111469.23    | 0.02%             | 2039-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                   | Versant Media Group Inc                                                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62295.87     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       3945 | NS      | $319426.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   51025000 | PA      | $107759.49    | 0.02%             | 2034-03-12      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| Evraz PLC                                                 | Evraz PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493005B7DAN39RXLK23 | Long             | EC               | CORP              | GB        |     384841 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $-819.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                              | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86355.23     | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $176883.30    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                           | Piraeus Bank SA                                                                                                                            | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $242347.04    | 0.04%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MCAFEE CORP                                               | McAfee Corp                                                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1255084.07   | 0.22%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD DOP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-434.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $345.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      13422 | NS      | $224952.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1354000 | PA      | $252745.37    | 0.04%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                           | CUSIP: 06370D860<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DE               |  | CA        |      29800 | NS      | $2462345.75   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                | Allianz SE                                                                                                                                 | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $200135.60    | 0.04%             | 2034-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                               | PepsiCo Inc                                                                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       4421 | NS      | $700684.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-4133.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                                                                            | CUSIP: 31418E4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202668 | PA      | $209352.47    | 0.04%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |     350000 | PA      | $407565.52    | 0.07%             | 2035-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-1224.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                                                                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       5191 | NS      | $1459086.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                                                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       1399 | NS      | $402660.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | S+P/TSX 60 IX FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |          2 | NC      | $13647.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      61000 | PA      | $58581.25     | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       1647 | NS      | $485342.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     250000 | PA      | $193885.43    | 0.03%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                               | AVID AUTOMOBILE RECEIVABLES                                                                                                                | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     837658 | PA      | $838415.65    | 0.15%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HANG SENG IDX FUT MAY26                                                                                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          4 | NC      | $1468.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FINANCIAL GROUP                                    | Planet Financial Group LLC                                                                                                                 | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $874722.51    | 0.15%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                       | AST SpaceMobile Inc                                                                                                                        | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     168000 | PA      | $170688.00    | 0.03%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                  | Bulgaria Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      75000 | PA      | $48077.37     | 0.01%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4020400 | PA      | $213173.93    | 0.04%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                   | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     990000 | PA      | $999736.53    | 0.17%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-148.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                           | CUSIP: 06370D852<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DE               |  | CA        |      11950 | NS      | $1776790.57   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB International Limited                                 | HUB International Limited 2025 Term Loan B                                                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     503829 | PA      | $504982.51    | 0.09%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                        | Enphase Energy Inc                                                                                                                         | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     175000 | PA      | $159477.50    | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                               | Asurion LLC 2021 Second Lien Term Loan B4                                                                                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      98131 | PA      | $98360.47     | 0.02%             | 2029-01-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $270.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                         | Argenta Spaarbank NV                                                                                                                       | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $115362.71    | 0.02%             | 2034-02-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -645000 | PA      | $-604813.57   | -0.11%            | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                                    | Nomura America Finance LLC                                                                                                                 | CUSIP: 65543H109<br>LEI: 549300U646RSSKIVOJ29 | N/A              | DE               |  | US        |       2220 | NS      | $2074925.00   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                               | Phillips 66                                                                                                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       1862 | NS      | $333577.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $2758.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |          1 | NC      | $1403.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                  | Microchip Technology Inc                                                                                                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       2287 | NS      | $212485.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $989.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                       | CUSIP: 78017W346<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |       7200 | NS      | $2714925.89   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-18.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     829354 | NS      | $1127342.46   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                       | Medline Borrower LP 2025 Term Loan B                                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      90501 | PA      | $90801.05     | 0.02%             | 2028-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                | Point Securitization Trust 2025-1                                                                                                          | CUSIP: 73072DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335000 | PA      | $335224.45    | 0.06%             | 2055-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                | EW Scripps Company (The) 2025 Term Loan B3                                                                                                 | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      58127 | PA      | $57085.08     | 0.01%             | 2029-11-30      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      24413 | NS      | $702362.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED DOP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | DO        |          1 | NC      | $3383.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                               | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     835000 | PA      | $656470.48    | 0.11%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                 | Legal & General Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |      87069 | NS      | $298796.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                     | Carlyle Group Inc/The                                                                                                                      | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       9046 | NS      | $452933.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Auto Receivables Trust                           | Prestige Auto Receivables Trust 2024-2                                                                                                     | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     815000 | PA      | $788432.30    | 0.14%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allwyn AG                                                 | Allwyn AG                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | CH        |      16357 | NS      | $233595.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                 | Orkla ASA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |      84440 | NS      | $1041483.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                 | Canon Inc                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      19767 | NS      | $508536.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DOORDASH INC                                              | DoorDash Inc                                                                                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     238000 | PA      | $227052.00    | 0.04%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                             | OTP Bank Nyrt                                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       7512 | NS      | $1007576.31   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                                                                                                             | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34803.59     | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-117.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                   | Great Canadian Gaming Corp/Raptor LLC                                                                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     129000 | PA      | $125776.48    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                     | Lumentum Holdings Inc                                                                                                                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      32000 | PA      | $156668.80    | 0.03%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                           | Cimpress Public Limited Company 2024 Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |     194023 | PA      | $194265.18    | 0.03%             | 2028-05-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     538000 | PA      | $601929.59    | 0.11%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Banijay Entertainment SAS                                 | Banijay Entertainment SAS 2025 USD Term Loan B3                                                                                            | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |     223214 | PA      | $223912.94    | 0.04%             | 2028-03-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     700000 | PA      | $703934.69    | 0.12%             | 2056-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                  | IREN Ltd                                                                                                                                   | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     240000 | PA      | $264720.00    | 0.05%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $-12390.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12083 | NS      | $841822.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     950000 | PA      | $985595.98    | 0.17%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                            | Blackhawk Network Holdings Inc 2026 Term Loan B                                                                                            | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     294776 | PA      | $291566.04    | 0.05%             | 2029-03-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1629.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing 2023-3 LLC                                                                                                      | CUSIP: 29374LAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     142038 | PA      | $143276.51    | 0.03%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     707630 | PA      | $509440.93    | 0.09%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  218262000 | PA      | $362874.09    | 0.06%             | 2037-01-28      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     380000 | PA      | $438852.69    | 0.08%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-677.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                   | Black Pearl Compute LLC                                                                                                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $116677.59    | 0.02%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                         | Gaming and Leisure Properties Inc                                                                                                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      20477 | NS      | $992315.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG GROUP AG                                            | BAWAG Group AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $247279.07    | 0.04%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                      | Edison International                                                                                                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       6099 | NS      | $423819.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       7647 | NS      | $1124797.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     150000 | PA      | $173914.23    | 0.03%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $927.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1421000 | PA      | $1418158.00   | 0.25%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                | MHP Lux SA                                                                                                                                 | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     220000 | PA      | $225301.68    | 0.04%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       9006 | NS      | $837319.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                                 | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     935000 | PA      | $776707.21    | 0.14%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GOLAR LNG LTD                                             | Golar LNG Ltd                                                                                                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     105000 | PA      | $126682.50    | 0.02%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     246000 | PA      | $241720.61    | 0.04%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $63.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                              | MediaTek Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       1775 | NS      | $148179.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                                                                           | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       5907 | NS      | $251259.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                       | Rocket Software Inc 2023 USD Term Loan B                                                                                                   | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     591036 | PA      | $562914.75    | 0.10%             | 2028-11-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc             | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                                             | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     220060 | PA      | $220693.55    | 0.04%             | 2031-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1249000000 | PA      | $73293.64     | 0.01%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-746.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        942 | NS      | $143975.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       2775 | NS      | $52697.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                                     | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $176841.29    | 0.03%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                      | Lockheed Martin Corp                                                                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        549 | NS      | $284365.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                            | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     426667 | PA      | $428207.03    | 0.07%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-467.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                         | Polaris Newco LLC USD Term Loan B                                                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     491003 | PA      | $426745.05    | 0.07%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2026-INV2                                                                                             | CUSIP: 24380UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $492929.75    | 0.09%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     155000 | PA      | $176562.17    | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp                                 | Unimicron Technology Corp                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      12579 | NS      | $357285.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |          1 | NC      | $388.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $10447.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-893.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                                                                                 | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      65000 | PA      | $40085.98     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $466630.29    | 0.08%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1120000 | PA      | $1159200.00   | 0.20%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                   | Bank of New York Mellon/The                                                                                                                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251980.28    | 0.04%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $927.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                                                                           | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118594.41    | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-161.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |          1 | NC      | $-1022.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $102.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: S9D12AFJ5 IRS BRL R F 13.17500 99D12AFJ5 CCPNDFPREDISWAP / Short: S9D12AFJ5 IRS BRL P V 00MBRCDI 99D12AFI7 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2125665 | OU      | $-7155.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                                                  | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84510.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                                                                              | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174584.25    | 0.03%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                          | EP Purchaser LLC 2021 Term Loan B                                                                                                          | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     343734 | PA      | $241187.85    | 0.04%             | 2028-11-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        491 | NC      | $-609944.02   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| WuXi AppTec Co Ltd                                        | WuXi AppTec Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900OEPQLZSPLN9175 | Long             | EC               | CORP              | CN        |       7592 | NS      | $133375.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                     | Worldwide Plaza Trust 2017-WWP                                                                                                             | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1207500.75   | 0.21%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $128229.50    | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Hotwire Funding LLC                                       | Hotwire Funding LLC                                                                                                                        | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $291267.10    | 0.05%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                           | Cornerstone Building Brands Inc 2021 Term Loan B                                                                                           | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     245478 | PA      | $150465.78    | 0.03%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                             | FirstRand Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      96847 | NS      | $513490.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                       | OMXS30 IND FUTURE MAY26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         12 | NC      | $-7089.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     235483 | PA      | $43738.07     | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       5077 | NS      | $82095.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                              | Fujikura Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       5965 | NS      | $230147.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                           | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $153970.65    | 0.03%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $351518.39    | 0.06%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-783.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       2071 | NS      | $844512.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $309212.35    | 0.05%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CBAMR Ltd                                                 | CBAMR 2020-13 Ltd                                                                                                                          | CUSIP: 12517KAA4<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |     345000 | PA      | $345095.91    | 0.06%             | 2039-04-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      15613 | NS      | $182292.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-7 LLC                                                                                                                            | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164000 | PA      | $163932.20    | 0.03%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $205.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       2092 | NS      | $125207.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BREAD FINANCIAL HLDGS                                     | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1378964.23   | 0.24%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |          1 | NC      | $-70.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                  | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     225000 | PA      | $224212.50    | 0.04%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                       | CUSIP: 78017W338<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |       3000 | NS      | $1838543.04   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $103.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Start Ltd.                                                | Start II LTD                                                                                                                               | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      62533 | PA      | $62642.00     | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| APA Group                                                 | APA Group                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      72019 | NS      | $537997.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | EFMT 2026-RM1                                                                                                                              | CUSIP: 26846HAF2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     680000 | PA      | $584367.52    | 0.10%             | 2056-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-666.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                                     | Elite Material Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       4006 | NS      | $596912.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4474.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7115000 | PA      | $7084427.70   | 1.24%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                               | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     155000 | PA      | $129239.90    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42360.78     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| REP SOUTH AFRICA FLOATER                                  | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3000000 | PA      | $181049.91    | 0.03%             | 2027-07-11      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $92.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                           | Cemex SAB de CV                                                                                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1235000 | PA      | $1278854.85   | 0.22%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4300000 | PA      | $3828929.71   | 0.67%             | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208179.95    | 0.04%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                   | Belron Finance 2019 LLC 2026 Repriced Term Loan B                                                                                          | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     260548 | PA      | $261634.68    | 0.05%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     550000 | PA      | $435810.55    | 0.08%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                       | Insulet Corporation 2025 Term Loan                                                                                                         | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |     235670 | PA      | $237437.63    | 0.04%             | 2031-08-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                    | RR 38 Ltd                                                                                                                                  | CUSIP: 74988GAC9<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $525552.00    | 0.09%             | 2040-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |      14110 | NS      | $972402.73    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2015-GC28                                                                                                     | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |     252771 | PA      | $242018.28    | 0.04%             | 2048-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                        | Horizon Aircraft Finance I Ltd                                                                                                             | CUSIP: 440405AE8<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     485429 | PA      | $483632.54    | 0.08%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: B9D13DL69 IRS MXN R V 01MTIEF 99D13DL77 CCPOIS / Short: B9D13DL69 IRS MXN P F  7.75000 99D13DL69 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7501000 | OU      | $1934.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                           | Star Parent Inc                                                                                                                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     225000 | PA      | $235699.65    | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          6 | NC      | $-12794.71    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DLLAD LLC                                                 | DLLAD 2023-1 LLC                                                                                                                           | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     267239 | PA      | $268021.25    | 0.05%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                  | Great Outdoors Group LLC 2025 Term Loan B                                                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     170980 | PA      | $171877.65    | 0.03%             | 2032-01-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2015-C3 Commercial Mortgage Trust                                                                                                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     240636 | PA      | $232514.25    | 0.04%             | 2048-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-18105.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Investment Ltd/Singapore                       | CapitaLand Investment Ltd/Singapore                                                                                                        | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |     465715 | NS      | $1021368.83   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                               | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     590000 | PA      | $251086.39    | 0.04%             | 2027-06-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $7322.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERAWULF INC                                              | Terawulf Inc                                                                                                                               | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     175000 | PA      | $238840.00    | 0.04%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |          1 | NC      | $-136.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $125.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-356.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       4596 | NS      | $917223.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |          1 | NC      | $-2781.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                   | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   16000000 | PA      | $161651.40    | 0.03%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     425000 | PA      | $517982.65    | 0.09%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       1579 | NS      | $95513.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8659 | NS      | $1673871.29   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1709.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                        | Johnson Controls International plc                                                                                                         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        851 | NS      | $124271.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056X89 TRS USD R V 12MOBFR DFZ056X84 EQUITYTRS / Short: DDZ056X89 TRS USD P E DDZ056X89 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     607702 | OU      | $-87890.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust 2021-9INV                                                                                                          | CUSIP: 33851MAB8<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     115127 | PA      | $101839.14    | 0.02%             | 2041-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                       | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |    1475000 | PA      | $1473437.83   | 0.26%             | 2030-06-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3850000 | PA      | $3125869.13   | 0.55%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd                                 | Power Assets Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |     134889 | NS      | $1114732.53   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  228100000 | PA      | $56875.62     | 0.01%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $55.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                                                                                   | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     167000 | PA      | $162764.15    | 0.03%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                     | Quikrete Holdings Inc 2025 Term Loan B1                                                                                                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     392278 | PA      | $392391.29    | 0.07%             | 2031-04-14      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                    | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                                    | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2030-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $4017.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     177000 | PA      | $163123.62    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                                        | Ittihad International II Ltd                                                                                                               | CUSIP: 46576EAA4<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $402090.96    | 0.07%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $696.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     845000 | PA      | $989671.67    | 0.17%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     143000 | PA      | $38338.91     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      23477 | NS      | $1131715.41   | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $948.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                           | CUSIP: 06370F519<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DE               |  | CA        |      13000 | NS      | $2038741.15   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $300.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     207000 | PA      | $198616.18    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |          1 | NC      | $-673.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |          1 | NC      | $359.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3320000 | PA      | $144611.48    | 0.03%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                      | Evonik Industries AG                                                                                                                       | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |       5953 | NS      | $123127.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2021-3                                                                                                            | CUSIP: 03465EAD3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $211649.93    | 0.04%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                  | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                              | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     491281 | PA      | $488947.66    | 0.09%             | 2030-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     740000 | PA      | $494459.45    | 0.09%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL5 LLC                                                                                                                         | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |     410000 | PA      | $412606.78    | 0.07%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | 99D12ECG USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     325000 | OU      | $6512.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-1344.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                           | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                                   | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     675000 | PA      | $674186.02    | 0.12%             | 2042-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                  | Block Communications Inc                                                                                                                   | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1069377.42   | 0.19%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                   | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                                      | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     493750 | PA      | $496164.45    | 0.09%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056XC0 TRS USD R E DDZ056XC0 EQUITYTRS / Short: DDZ056XC0 TRS USD P V 12MOBFR DFZ056XC5 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     436836 | OU      | $49016.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                 | Stockland                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     116116 | NS      | $340533.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $-1435.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                        | Owens-Illinois Inc 2025 Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |     164588 | PA      | $162118.69    | 0.03%             | 2032-09-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                        | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117280.63    | 0.02%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                                                                                | CUSIP: 61767EAK0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $160658.51    | 0.03%             | 2052-11-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    4350000 | PA      | $201313.29    | 0.04%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     235000 | PA      | $251687.59    | 0.04%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | 99D13D1S USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -397000 | OU      | $-9240.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALDERMORE GROUP                                           | Aldermore Group PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800JQLWHE8NQYXX31 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $333310.54    | 0.06%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       6322 | NS      | $526559.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-52.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                       | Sword Purchaser LLC                                                                                                                        | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56273.70     | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      12650 | NS      | $318906.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Issuer Trust 2025-1                                                                                              | CUSIP: 39571NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     671897 | PA      | $689477.41    | 0.12%             | 2060-03-25      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3209000 | PA      | $200980.53    | 0.04%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7779.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                                                                                 | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     341000 | PA      | $337078.50    | 0.06%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $404.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                                              | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2974930 | PA      | $161984.63    | 0.03%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-56719.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |          1 | NC      | $39.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $185.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $-176.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                         | Bloom Energy Corp                                                                                                                          | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     250000 | PA      | $435175.00    | 0.08%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                                           | CUSIP: 3142GU2B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     730873 | PA      | $742943.01    | 0.13%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H4US7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     191794 | PA      | $39073.65     | 0.01%             | 2052-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $-3879.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BYP63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     307365 | PA      | $307409.45    | 0.05%             | 2056-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        795 | NS      | $199656.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RLP7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $256778.13    | 0.04%             | 2030-08-20      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     208000 | PA      | $242744.11    | 0.04%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                  | IREN Ltd                                                                                                                                   | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      55000 | PA      | $47575.00     | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                               | Target Corp                                                                                                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       1012 | NS      | $131307.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                                            | Cloudflare Inc                                                                                                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     500000 | PA      | $574248.07    | 0.10%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                               | Reckitt Benckiser Group PLC                                                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      14877 | NS      | $946602.13    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | SPI 200 FUTURES JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |         -4 | NC      | $-1086.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr         | GM Financial Consumer Automobile Receivables Trust 2026-1                                                                                  | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     810000 | PA      | $807768.05    | 0.14%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-427.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $5.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                      | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     130000 | PA      | $150479.41    | 0.03%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $4766.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                                                                                         | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     121000 | PA      | $126142.50    | 0.02%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Macnica Holdings Inc                                      | Macnica Holdings Inc                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      17348 | NS      | $293043.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                     | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43267.56     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $3469.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      10864 | NS      | $855648.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-180.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                           | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                                  | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     784585 | PA      | $786107.34    | 0.14%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $924.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       8038 | NS      | $178363.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     380000 | PA      | $385264.90    | 0.07%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     705000 | PA      | $737735.27    | 0.13%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                      | Ares Management Corp                                                                                                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       5548 | NS      | $217703.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL6 LLC                                                                                                                         | CUSIP: 740936AB5<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |     280000 | PA      | $280706.24    | 0.05%             | 2055-06-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                              | Asia Vital Components Co Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       4377 | NS      | $400728.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                  | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                                | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      25000 | PA      | $22958.43     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     240000 | PA      | $242941.64    | 0.04%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $3011.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp                                      | Ares Management Corp                                                                                                                       | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       4520 | NS      | $530648.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                                                                            | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     450000 | PA      | $471040.09    | 0.08%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1655000 | PA      | $1806541.38   | 0.32%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-132.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                      | Berlin Packaging LLC 2025 Term Loan B7                                                                                                     | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     987550 | PA      | $971749.14    | 0.17%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5325000 | PA      | $5036285.16   | 0.88%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                                | Sanlam Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |      63381 | NS      | $326437.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Co Ltd                           | New China Life Insurance Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 300300F2001111000095 | Long             | EC               | CORP              | CN        |      19310 | NS      | $126813.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                  | Castlelake Aircraft Structured Trust 2019-1                                                                                                | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      34284 | PA      | $33729.14     | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $335.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                  | Apollo Global Management Inc                                                                                                               | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |        941 | NS      | $61851.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | 99D12OYB USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -504000 | OU      | $-25850.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                       | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     497959 | PA      | $473907.75    | 0.08%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                        | CUSIP: 83371Q620<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |       2100 | NS      | $2175072.13   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $607.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                        | Banca Transilvania SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     800000 | PA      | $960295.69    | 0.17%             | 2030-11-27      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                    | Sumisho Air Lease Corp                                                                                                                     | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     356000 | PA      | $351286.35    | 0.06%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -4270000 | PA      | $-3574856.13  | -0.63%            | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     445000 | PA      | $464259.60    | 0.08%             | 2042-01-25      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                                                                                        | CUSIP: 83371Q638<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | FR        |      15900 | NS      | $1782096.49   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                | PACCAR Inc                                                                                                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       3357 | NS      | $398811.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      13963 | NS      | $2154909.79   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                               | Corning Inc                                                                                                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       2696 | NS      | $442791.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ATLAS BUYER INC                                        | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     142868 | PA      | $105733.72    | 0.02%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Canon Marketing Japan Inc                                 | Canon Marketing Japan Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 529900WMTZBIIROD5K97 | Long             | EC               | CORP              | JP        |      27050 | NS      | $615636.99    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                              | Semtech Corp                                                                                                                               | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     380000 | PA      | $507300.00    | 0.09%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                     | Muangthai Capital PCL                                                                                                                      | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     835000 | PA      | $846984.71    | 0.15%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                               | JetBlue Airways Corporation 2024 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     320125 | PA      | $283845.23    | 0.05%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $-3214.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                                                                                  | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       1926 | NS      | $194987.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      38513 | PA      | $38665.35     | 0.01%             | 2028-06-30      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $-784.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                             | TransDigm Inc 2023 Term Loan J                                                                                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     292894 | PA      | $293271.71    | 0.05%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $1363.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     689475 | PA      | $512432.40    | 0.09%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $839121.16    | 0.15%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                    | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |          1 | NC      | $-18.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7400000 | PA      | $7416476.54   | 1.30%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | RO        |          1 | NC      | $-253.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         57 | NC      | $-20127.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1981400 | PA      | $1437288.97   | 0.25%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       7620 | NS      | $550164.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                     | Mizuho Markets Cayman LP                                                                                                                   | CUSIP: 60701E576<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |      15700 | NS      | $1910993.67   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2019-6                                                                                                            | CUSIP: 03464VAA2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       4341 | PA      | $4311.84      | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |          1 | NC      | $-178.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     478699 | PA      | $478138.46    | 0.08%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-448.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $27.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     813000 | PA      | $781948.01    | 0.14%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $377484.57    | 0.07%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $-1186.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1415000 | PA      | $1424943.53   | 0.25%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $504.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6131.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1002000 | PA      | $33063.56     | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     280000 | PA      | $186900.00    | 0.03%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-1                                                                                                 | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217724 | PA      | $217914.59    | 0.04%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $35.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                                                                                       | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20250.40     | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $227.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                       | CUSIP: 78017W395<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |      13410 | NS      | $4872575.97   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                    | Marvell Technology Inc                                                                                                                     | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |       1131 | NS      | $186784.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                               | Datadog Inc                                                                                                                                | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     650000 | PA      | $653575.00    | 0.11%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -825000 | PA      | $-794771.48   | -0.14%            | 2055-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                     | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     230000 | PA      | $235605.33    | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                    | Athenahealth Group Inc 2022 Term Loan B                                                                                                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     566346 | PA      | $563819.75    | 0.10%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1394900 | PA      | $1104096.05   | 0.19%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF                                        | BNP Paribas Cardif SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116458.91    | 0.02%             | 2035-11-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D136FY0 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D136FY0 CDS USD P F  5.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   16844603 | OU      | $-1296199.66  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc                                           | KE Holdings Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |      33102 | NS      | $183803.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citic Pacific Special Steel Group Co Ltd                  | Citic Pacific Special Steel Group Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 836800ETMJJWP4GAL167 | Long             | EC               | CORP              | CN        |     434300 | NS      | $971844.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     123000 | PA      | $120771.87    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     770000 | PA      | $891891.54    | 0.16%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                    | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     835000 | PA      | $823817.60    | 0.14%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                               | Murata Manufacturing Co Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |       5624 | NS      | $186515.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                      | Century De Buyer LLC 2025 Term Loan B                                                                                                      | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |     271575 | PA      | $266906.15    | 0.05%             | 2030-10-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $3283.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2018-1                                                                                                           | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |       1855 | PA      | $1848.45      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                     | Zorlu Enerji Elektrik Uretim AS                                                                                                            | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     230000 | PA      | $203343.55    | 0.04%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                                        | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      11950 | NS      | $314285.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    1005000 | PA      | $1081208.73   | 0.19%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                        | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     844000 | PA      | $829192.49    | 0.15%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                             | LUXCO3 SHARES                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       3621 | NS      | $73733.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4111.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOHL CAPITAL HOLDINGS                                     | Gohl Capital Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549009G9UNIMCATM603 | Long             | DBT              | CORP              | IM        |     315000 | PA      | $311867.40    | 0.05%             | 2036-04-29      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2346.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                                                                                         | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      39221 | NS      | $467774.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                 | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                                       | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     168300 | PA      | $167212.78    | 0.03%             | 2032-01-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | 99D139LW USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     477000 | OU      | $1491.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                    | GLP China Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     440000 | PA      | $353799.19    | 0.06%             | 2029-04-30      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                   | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      90000 | PA      | $74103.46     | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                           | CUSIP: 06370D845<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DE               |  | CA        |      28300 | NS      | $2197958.92   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                             | Alpha Bank SA                                                                                                                              | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |     250000 | PA      | $327570.60    | 0.06%             | 2028-02-08      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-320.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $3003.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $53.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                    | AI Aqua Merger Sub Inc 2026 Term Loan B                                                                                                    | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     594011 | PA      | $595395.30    | 0.10%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: 99D134GW8 CDS EUR R V 03MEVENT 2 CORPORATE / Short: 99D134GW8 CDS EUR P F  1.00000 1 CORPORATE                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     525000 | OU      | $-2587.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $321963.44    | 0.06%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  485700000 | PA      | $83237.34     | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     122436 | PA      | $104975.32    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -145 | NC      | $272444.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard High Dividend Yield ETF                          | Vanguard High Dividend Yield ETF                                                                                                           | CUSIP: 921946406<br>LEI: TR5F4U3Y3DQVBW8TQD97 | Long             | EC               | RF                | US        |       7084 | NS      | $1113533.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                                 | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      59000 | PA      | $50201.78     | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| VOLTAGRID LLC                                             | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     115000 | PA      | $119361.03    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                     | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     225000 | PA      | $222711.65    | 0.04%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |      22187 | NS      | $150743.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D12QCX2 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D12QCX2 CDS EUR P F  1.00000 1 CCPCORPORATE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     425000 | OU      | $2371.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1200000 | PA      | $894000.00    | 0.16%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                             | JSW Steel Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     415000 | PA      | $411533.51    | 0.07%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                    | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1125677.25   | 0.20%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                           | Nebius Group NV                                                                                                                            | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      83000 | PA      | $91656.90     | 0.02%             | 2033-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $1236.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     215000 | PA      | $216540.98    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                   | UKG Inc 2024 Term Loan B                                                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     393276 | PA      | $379168.83    | 0.07%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25444.19     | 0.00%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                                                                            | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     268720 | PA      | $284947.46    | 0.05%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $257.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                        | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $238397.11    | 0.04%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3680019 | PA      | $2847153.24   | 0.50%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                             | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |    1175000 | PA      | $1439723.15   | 0.25%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         96 | NC      | $-100941.77   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                                    | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     179000 | PA      | $186981.43    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56259.06     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Bridgecrest Lending Auto Securitization Trust             | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                                       | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     695035 | PA      | $695676.14    | 0.12%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2135000 | PA      | $-1786844.27  | -0.31%            | 2056-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     186027 | NS      | $994787.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                  | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     116000 | PA      | $121070.82    | 0.02%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $636200.00    | 0.11%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                           | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     165000 | PA      | $192800.02    | 0.03%             | 2033-05-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70080.54     | 0.01%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     225000 | PA      | $268478.53    | 0.05%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Trust 2024-PMDW                                                                                                                        | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $192797.40    | 0.03%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $3538.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |          1 | NC      | $171.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                                       | Immunocore Holdings PLC                                                                                                                    | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |     385000 | PA      | $342650.00    | 0.06%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-13350.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                                      | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $249016.48    | 0.04%             | 2034-01-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                 | HIH Trust 2024-61P                                                                                                                         | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     627035 | PA      | $628210.56    | 0.11%             | 2041-10-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     525000 | PA      | $541490.38    | 0.09%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1131700000 | PA      | $299804.13    | 0.05%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Venga Finance Sarl                                        | Venga Finance Sarl 2025 USD Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |     245615 | PA      | $244542.09    | 0.04%             | 2029-06-28      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       3640 | NS      | $95113.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                             | Schroders PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      14444 | NS      | $113731.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    1375000 | PA      | $1421613.46   | 0.25%             | 2041-11-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                           | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 31423XPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     387370 | PA      | $36565.44     | 0.01%             | 2041-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                                    | Nomura America Finance LLC                                                                                                                 | CUSIP: 65543G838<br>LEI: 549300U646RSSKIVOJ29 | N/A              | DE               |  | US        |      40700 | NS      | $2807550.92   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1400000 | PA      | $1428764.96   | 0.25%             | 2041-10-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        925 | NS      | $386122.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                         | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $198558.21    | 0.03%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-148.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                 | Amgen Inc                                                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        683 | NS      | $236488.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                    | Medco Cypress Tree Pte Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     384000 | PA      | $401109.69    | 0.07%             | 2030-05-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D11RX18 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D11RX18 CDS EUR P F  5.00000 1 CCPITRAXX                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-24355.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                           | Golub Capital Partners CLO 72 B Ltd                                                                                                        | CUSIP: 381956AJ0<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |     540000 | PA      | $540112.86    | 0.09%             | 2039-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                     | Termocandelaria Power SA                                                                                                                   | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     325000 | PA      | $334165.00    | 0.06%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     271700 | PA      | $13104.93     | 0.00%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      41360 | NS      | $793922.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                      | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     680000 | PA      | $702746.00    | 0.12%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                        | Lewey Park CLO Ltd                                                                                                                         | CUSIP: 527582AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     835000 | PA      | $474549.71    | 0.08%             | 2037-10-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | Newfold Digital Holdings Group Inc 2025 Tranche B Term Loan                                                                                | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     108886 | PA      | $32053.72     | 0.01%             | 2029-04-30      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                  | TDK Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      15633 | NS      | $285840.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-9586.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                                              | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      35000 | PA      | $131315.63    | 0.02%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                              | DC Trust 2024-HLTN                                                                                                                         | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     520000 | PA      | $513034.18    | 0.09%             | 2040-04-13      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                       | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     491250 | PA      | $408720.00    | 0.07%             | 2031-06-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                      | Federal Realty OP LP                                                                                                                       | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     430000 | PA      | $448060.00    | 0.08%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                                                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       7758 | NS      | $439568.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                                                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        105 | NS      | $128390.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                         | Japan Tobacco Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       2799 | NS      | $104275.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                  | Alexandrite Lake Lux Holdings Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |     605000 | PA      | $697592.95    | 0.12%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     117000 | PA      | $28406.45     | 0.00%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      20964 | NS      | $177801.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-179.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $90.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $3021.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1017.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $522.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | 99D12OYT USD CALL ZAR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     252000 | OU      | $12560.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                                                                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        998 | NS      | $328142.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                  | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    1830000 | PA      | $1637676.52   | 0.29%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COMPASS INCORP                                            | Compass Inc                                                                                                                                | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     121000 | PA      | $106238.00    | 0.02%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                  | Brighthouse Financial Inc                                                                                                                  | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |       4799 | NS      | $63490.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2016-C5 Commercial Mortgage Trust                                                                                                    | CUSIP: 12636LAG5<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |     495000 | PA      | $465300.00    | 0.08%             | 2048-11-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                | Intel Corp                                                                                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       1000 | NS      | $94480.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                   | Veolia Environnement SA                                                                                                                    | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      14931 | NS      | $631419.51    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                   | Flagstar Mortgage Trust 2018-3                                                                                                             | CUSIP: 33851JAC3<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      54315 | PA      | $50609.18     | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                      | Cotiviti Corporation 2024 Term Loan                                                                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     270196 | PA      | $247634.73    | 0.04%             | 2031-05-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust 2026-P1                                                                                              | CUSIP: 96043AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     770000 | PA      | $760372.61    | 0.13%             | 2031-03-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     340694 | NS      | $971786.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |        -52 | NC      | $28204.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -775000 | PA      | $-722612.28   | -0.13%            | 2056-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryan, LLC                                                 | Ryan LLC 2025 Term Loan                                                                                                                    | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     347355 | PA      | $341495.28    | 0.06%             | 2032-11-05      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         92 | NC      | $-44826.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       9576 | NS      | $964652.70    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | CAN 10YR BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         97 | NC      | $-88991.29    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                               | Bouygues SA                                                                                                                                | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      27858 | NS      | $1647515.16   | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| Honda Motor Co Ltd                                        | Honda Motor Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      43390 | NS      | $352085.29    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $459.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                   | CF Hippolyta Issuer LLC                                                                                                                    | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      94245 | PA      | $56365.34     | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $383.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                        | Freddie Mac Mscr Trust Mn8                                                                                                                 | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $623902.80    | 0.11%             | 2044-05-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                       | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     283000 | PA      | $238569.00    | 0.04%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-427.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                   | Farm Credit Bank of Texas                                                                                                                  | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |     324000 | PA      | $336613.69    | 0.06%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                         | Iron Mountain Inc                                                                                                                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |       2182 | NS      | $274910.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $1016.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     760000 | PA      | $754033.45    | 0.13%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                            | Var Energi ASA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |      68606 | NS      | $348617.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $326.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $228394.52    | 0.04%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                  | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                                  | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     299740 | PA      | $259838.84    | 0.05%             | 2028-10-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     600000 | PA      | $603593.78    | 0.11%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  798000000 | PA      | $44269.87     | 0.01%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                | JD.com Inc                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       7106 | NS      | $107656.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                      | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     122000 | PA      | $122635.39    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                               | Extended Stay America Trust 2025-ESH                                                                                                       | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96313 | PA      | $96794.91     | 0.02%             | 2042-10-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                                                                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     111000 | PA      | $111156.62    | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                               | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     287000 | PA      | $288672.35    | 0.05%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                       | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     129000 | PA      | $112873.03    | 0.02%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                            | NCR Atleos LLC 2025 Term Loan B                                                                                                            | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     104747 | PA      | $104386.58    | 0.02%             | 2029-04-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                               | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    1090000 | PA      | $498505.18    | 0.09%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                     | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       5000 | PA      | $4615.46      | 0.00%             | 2049-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    1450000 | PA      | $1400425.66   | 0.25%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       6423 | NS      | $270151.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Electronic International Co Ltd                       | BYD Electronic International Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | HK        |      24500 | NS      | $83725.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137F7CM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240638 | PA      | $37262.90     | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1095000 | PA      | $62078.79     | 0.01%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $-86.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                      | Lorca Telecom Bondco SA                                                                                                                    | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $966800.89    | 0.17%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $186538.02    | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2710000 | PA      | $84387.71     | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-LC19 Mortgage Trust                                                                                                              | CUSIP: 200474AG9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $105797.70    | 0.02%             | 2048-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                  | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     495000 | PA      | $457256.25    | 0.08%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $374.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                     | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     450000 | PA      | $548100.00    | 0.10%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       5612 | NS      | $124586.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Jinmao Holdings Group Ltd                           | China Jinmao Holdings Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 3003000CW9WBO3PJ7R66 | Long             | EC               | CORP              | HK        |    1331354 | NS      | $284068.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                             | TEMPUS AI INC                                                                                                                              | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      71000 | PA      | $74053.00     | 0.01%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAG4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     417000 | PA      | $366465.86    | 0.06%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-126.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                                    | Nomura America Finance LLC                                                                                                                 | CUSIP: 65543G846<br>LEI: 549300U646RSSKIVOJ29 | N/A              | DE               |  | US        |      25100 | NS      | $2008838.14   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                | Sogecap SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118663.61    | 0.02%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                | MMAF Equipment Finance LLC 2023-A                                                                                                          | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1420120 | PA      | $1437662.92   | 0.25%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                     | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     200000 | PA      | $205250.00    | 0.04%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                     | Integer Holdings Corp                                                                                                                      | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     435000 | PA      | $420862.50    | 0.07%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                   | BASF SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       6862 | NS      | $440105.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      60852 | NS      | $774545.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1283000 | PA      | $74080.79     | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -4230000 | PA      | $-3702487.36  | -0.65%            | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D13C114 IRS ZAR R F  7.88000 99D13C114 CCPVANILLA / Short: S9D13C114 IRS ZAR P V 03MJIBAR 99D13C106 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3136000 | OU      | $-4172.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056XA4 TRS USD R V 12MOBFR DFZ056XA9 EQUITYTRS / Short: DDZ056XA4 TRS USD P E DDZ056XA4 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     436773 | OU      | $-18529.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $713.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-20515.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  263300000 | PA      | $57722.09     | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL3 LLC                                                                                                                         | CUSIP: 69383QAB0<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $267102.50    | 0.05%             | 2056-02-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                              | HUT 8 DC LLC                                                                                                                               | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131075.95    | 0.02%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D12PTX6 IRS CZK R F  3.58750 99D12PTX6 CCPVANILLA / Short: S9D12PTX6 IRS CZK P V 06MPRIBO 99D12PTW8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4347000 | OU      | $-7732.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     433000 | PA      | $73746.10     | 0.01%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $631.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Ltd                                            | CMOC Group Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     129317 | NS      | $295682.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      65000 | PA      | $93827.50     | 0.02%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2026-NQM2 Trust                                                                                                                       | CUSIP: 36173JAJ2<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     238000 | PA      | $231824.64    | 0.04%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    5290000 | PA      | $211216.41    | 0.04%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                    | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                                           | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     296261 | PA      | $295707.24    | 0.05%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                               | Nutanix Inc                                                                                                                                | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     710000 | PA      | $657318.00    | 0.12%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1283000 | PA      | $72603.26     | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1070048.12   | 0.19%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                      | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     420000 | PA      | $436800.00    | 0.08%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1004.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1808.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     838295 | PA      | $772069.70    | 0.14%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    8890000 | PA      | $90847.88     | 0.02%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                             | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     492021 | PA      | $483410.90    | 0.08%             | 2030-11-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D131O21 CDS EUR R F  5.00000 1 CCPITRAXX / Short: S9D131O21 CDS EUR P V 03MEVENT 2 CCPITRAXX                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3675000 | OU      | $410468.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                         | Sekisui House Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |      39361 | NS      | $857045.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                              | Somnigroup International Inc Term Loan B                                                                                                   | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     152378 | PA      | $152759.18    | 0.03%             | 2031-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                | Point Securitization Trust 2026-1                                                                                                          | CUSIP: 73072JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $122559.88    | 0.02%             | 2056-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       7683 | NS      | $131003.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-500.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $5029.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                                                                                       | CUSIP: 78017W403<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DE               |  | CA        |      24200 | NS      | $4813728.82   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAB5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $364697.19    | 0.06%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $99.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                  | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     110000 | PA      | $93727.59     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                        | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |          1 | NC      | $352.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -3715000 | PA      | $-2971604.43  | -0.52%            | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                             | TransDigm Inc 2024 Term Loan L                                                                                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     270875 | PA      | $271235.26    | 0.05%             | 2032-01-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $5926.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                      | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     490776 | PA      | $453147.88    | 0.08%             | 2031-02-07      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     860000 | PA      | $41042.62     | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                 | SLG Office Trust 2026-OMA                                                                                                                  | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1075000 | PA      | $1080439.07   | 0.19%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2134.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                  | Ziggo BV                                                                                                                                   | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $188135.32    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                   | Metro Bank Holdings PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     225000 | PA      | $342506.53    | 0.06%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                       | Sword Purchaser LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     325000 | PA      | $385005.80    | 0.07%             | 2033-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      36483 | NS      | $1055370.19   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $2256.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     155000 | PA      | $161665.00    | 0.03%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-107.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      16601 | NS      | $305518.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      12927 | NS      | $456440.10    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc 2024 Term Loan B1                                                                                                | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     491228 | PA      | $474958.62    | 0.08%             | 2031-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                        | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                                 | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     248128 | PA      | $247693.90    | 0.04%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |          1 | NC      | $8313.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                   | Beach Acquisition Bidco LLC                                                                                                                | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     210809 | PA      | $231891.80    | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                 | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     491024 | PA      | $213904.59    | 0.04%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      13189 | NS      | $1084094.89   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                       | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                                    | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    1280000 | PA      | $1329585.54   | 0.23%             | 2042-01-25      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: S9D136ZL6 IRS BRL R F 13.86530 99D136ZL6 CCPNDFPREDISWAP / Short: S9D136ZL6 IRS BRL P V 00MBRCDI 99D136ZK8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     364145 | OU      | $1137.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43410.34     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | 99D13D1Y USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -397000 | OU      | $-10997.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                     | Delta Electronics Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      11704 | NS      | $820748.22    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                   | Biocon Biologics Global PLC                                                                                                                | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     710000 | PA      | $713403.29    | 0.12%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |          1 | NC      | $172.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                  | TricorBraun Holdings Inc 2021 Term Loan                                                                                                    | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     343697 | PA      | $328230.85    | 0.06%             | 2031-03-03      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-60.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056XE6 TRS USD R E DDZ056XE6 EQUITYTRS / Short: DDZ056XE6 TRS USD P V 12MOBFR DFZ056XE1 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     432456 | OU      | $-2124.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                               | Komatsu Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       2200 | NS      | $94199.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                                    | International Paper Co                                                                                                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       4829 | NS      | $146898.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                                        | CUSIP: 46642NBK1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $108675.00    | 0.02%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       5294 | NS      | $409132.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                    | IMA Industria Macchine Automatiche SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     450000 | PA      | $524527.68    | 0.09%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                             | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $208830.36    | 0.04%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                       | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     228000 | PA      | $221274.00    | 0.04%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                               | Swiss Re AG                                                                                                                                | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       1326 | NS      | $213603.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                             | Ballyrock Clo 29 Ltd                                                                                                                       | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |     470000 | PA      | $295774.29    | 0.05%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        894 | NS      | $623314.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                       | Toyota Auto Receivables 2026-A Owner Trust                                                                                                 | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2030000 | PA      | $2027238.19   | 0.35%             | 2028-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                                                                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1306 | NS      | $525351.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     215000 | PA      | $200244.22    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                             | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       8750 | NS      | $223650.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Citibank NA                                               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1142.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6520000 | OU      | $43607.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     650000 | PA      | $663221.09    | 0.12%             | 2028-11-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     315000 | PA      | $293165.96    | 0.05%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $10.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1678000 | PA      | $297764.27    | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | 99D12OYN USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     252000 | OU      | $2567.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $-160.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                         | Eversource Energy                                                                                                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       6946 | NS      | $491082.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158626.38    | 0.03%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                            | CFMT 2021-AL1 LLC                                                                                                                          | CUSIP: 12529UAF7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |      83812 | PA      | $83615.78     | 0.01%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| King Slide Works Co Ltd                                   | King Slide Works Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       1760 | NS      | $223288.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       3821 | NS      | $495010.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       3422 | NS      | $1562938.09   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Zacapa SARL                                               | Zacapa SARL 2024 Term Loan                                                                                                                 | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |     245491 | PA      | $246104.52    | 0.04%             | 2029-03-22      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | DAX INDEX FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -1 | NC      | $-12091.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      51045 | NS      | $1362901.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                                                                                    | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      45984 | NS      | $1019476.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF LLC                                        | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1407590.94   | 0.25%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                                                                                       | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     581000 | PA      | $543235.00    | 0.10%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -41 | NC      | $12877.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $455785.11    | 0.08%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: S9D12NI47 IRS BRL R F 12.86930 99D12NI47 CCPNDFPREDISWAP / Short: S9D12NI47 IRS BRL P V 00MBRCDI 99D12NI39 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     872876 | OU      | $-4897.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                                                                                         | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     272966 | PA      | $48734.78     | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2014-150E                                                                                                   | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1222466.44   | 0.21%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $29670.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -2540000 | PA      | $-2449115.63  | -0.43%            | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |          1 | NC      | $-1670.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BU5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     640713 | PA      | $648497.39    | 0.11%             | 2055-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      30001 | NS      | $1440948.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                              | Parsons Corp                                                                                                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     570000 | PA      | $559740.00    | 0.10%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |          1 | NC      | $-832.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $1543.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |          1 | NC      | $2864.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BCFW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     211012 | PA      | $37997.93     | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        620 | NS      | $100061.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $4335.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -356 | NC      | $38972.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                                | Fluor Corp                                                                                                                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     450000 | PA      | $603000.00    | 0.11%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       2612 | NS      | $459894.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SA                                        | Cellnex Telecom SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2102712.26   | 0.37%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $697.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |          1 | NC      | $-143.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL13 LLC                                                                                                                        | CUSIP: 74143UAB2<br>LEI: 254900YK6WRDXT44WO59 | Long             | ABS-O            | CORP              | US        |     246000 | PA      | $244115.15    | 0.04%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                  | Solaris Energy Infrastructure Inc                                                                                                          | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     188000 | PA      | $287170.00    | 0.05%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     121000 | PA      | $33221.56     | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                   | Eni SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       4567 | NS      | $129138.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-396.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   18722000 | PA      | $422630.20    | 0.07%             | 2027-06-16      | Floating      | 40.86%                | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                             | LFS Topco LLC                                                                                                                              | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1087057.01   | 0.19%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                          | Hyundai Motor Co                                                                                                                           | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |        548 | NS      | $92638.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Circuit Electronics Ltd                              | Gold Circuit Electronics Ltd                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       6568 | NS      | $297306.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3295.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                     | Ontario Gaming GTA LP Term Loan B                                                                                                          | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     294724 | PA      | $279029.58    | 0.05%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                   | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     688054 | PA      | $682701.32    | 0.12%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                      | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    1650000 | PA      | $1612263.66   | 0.28%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                | Eiffage SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       6585 | NS      | $1061688.49   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                                  | China Hongqiao Group Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |      45164 | NS      | $191181.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $594.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      89850 | PA      | $90521.43     | 0.02%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $233.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                        | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     140000 | PA      | $164019.98    | 0.03%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062655<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -3415000 | PA      | $-3542958.17  | -0.62%            | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | 99D12ECM USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -325000 | OU      | $-1219.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2026-2 LLC                                                                                                                            | CUSIP: 74390XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312000 | PA      | $311164.78    | 0.05%             | 2031-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                             | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     345000 | PA      | $399558.36    | 0.07%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                                                                              | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     119000 | PA      | $123750.24    | 0.02%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      95000 | PA      | $97179.30     | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                             | MTN Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |      87582 | NS      | $1098882.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                                | FTSE/MIB IDX FUT JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |         -3 | NC      | $-58296.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                                                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       1397 | NS      | $175435.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                           | Gen Digital Inc                                                                                                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      14164 | NS      | $273223.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                    | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   38154000 | PA      | $48301.41     | 0.01%             | 2038-12-20      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1436.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                       | Meritage Homes Corp                                                                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     707000 | PA      | $693213.50    | 0.12%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.              | MSCI SING IX ETS MAY26                                                                                                                     | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          4 | NC      | $717.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     210000 | PA      | $205449.30    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                          | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      50000 | PA      | $63812.50     | 0.01%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $-10313.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26040000 | PA      | $26169532.07  | 4.58%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $2330.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                                | IBEX 35 INDX FUTR MAY26                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |         -1 | NC      | $3520.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $456789.04    | 0.08%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Wiwynn Corp                                               | Wiwynn Corp                                                                                                                                | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |        914 | NS      | $137228.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                        | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     205000 | PA      | $200889.87    | 0.04%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -2415000 | PA      | $-2393847.28  | -0.42%            | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     248000 | PA      | $243726.61    | 0.04%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2021-3                                                                                                | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1221502.77   | 0.21%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $524.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $951.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                          | Plano HoldCo Inc Term Loan B                                                                                                               | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |      99000 | PA      | $79695.00     | 0.01%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: S9D131MH0 CDS EUR R F  1.00000 1 CCPITRAXX / Short: S9D131MH0 CDS EUR P V 03MEVENT 2 CCPITRAXX                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    5540000 | OU      | $133429.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     428000 | PA      | $107965.19    | 0.02%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     370000 | PA      | $407380.77    | 0.07%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                                                                                               | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       8580 | NS      | $640068.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $12.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $429.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     285000 | PA      | $284145.00    | 0.05%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       4441 | NS      | $415573.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                          | Altria Group Inc                                                                                                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      18805 | NS      | $1366183.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-NPL11 LLC                                                                                                                        | CUSIP: 69383AAB5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     255000 | PA      | $253134.68    | 0.04%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                                                                               | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        802 | NS      | $97536.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-9452.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                          | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $241728.89    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                           | B&G Foods Inc 2024 Term Loan B                                                                                                             | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |     492500 | PA      | $473725.90    | 0.08%             | 2029-10-10      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                             | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    1040000 | PA      | $1014454.90   | 0.18%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D12OT76 IRS THB R F  1.86500 99D12OT76 CCPNDFOIS / Short: S9D12OT76 IRS THB P V 03MTHOR 99D12OT50 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8996000 | OU      | $-6415.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                                                                                                           | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |      10194 | NS      | $234462.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL1 LLC                                                                                                                         | CUSIP: 69383TAB4<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |     195000 | PA      | $194045.28    | 0.03%             | 2056-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $432.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                   | Metro Bank Holdings PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $942910.79    | 0.17%             | 2030-03-26      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2278000000 | PA      | $135548.24    | 0.02%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  185800000 | PA      | $36776.09     | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $959.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     860000 | PA      | $881570.26    | 0.15%             | 2041-11-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $369.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $234736.39    | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                    | Accton Technology Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       2700 | NS      | $197738.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-170.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $239.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -1990000 | PA      | $-1856492.39  | -0.32%            | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                            | Starbucks Corp                                                                                                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       1083 | NS      | $114072.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F032658<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -425000 | PA      | $-386807.95   | -0.07%            | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                       | TE Connectivity PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       4098 | NS      | $867382.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      15460 | NS      | $1125681.16   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1873400 | PA      | $89368.96     | 0.02%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1668309 | PA      | $1384547.59   | 0.24%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                            | Barings Clo Ltd 2019-IV                                                                                                                    | CUSIP: 06761YAE1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1490850.00   | 0.26%             | 2037-07-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      10784 | NS      | $1630780.61   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-5850.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-225.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                        | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1527192.92   | 0.27%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1790.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                  | Simon Property Group Inc                                                                                                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       3889 | NS      | $792228.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -70 | NC      | $17.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |          1 | NC      | $-10.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                       | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $915222.30    | 0.16%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                           | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     450000 | PA      | $465570.00    | 0.08%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         90 | NC      | $1815449.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753YAL6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1266000 | PA      | $1351898.10   | 0.24%             | 2042-03-25      | Floating      | 13.15%                | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                                                                                  | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     272000 | PA      | $276242.26    | 0.05%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $151.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                                                                                                       | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    3591000 | PA      | $3593356.41   | 0.63%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     850000 | PA      | $828674.69    | 0.15%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |          1 | NC      | $2423.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                        | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     490000 | PA      | $453862.50    | 0.08%             | 2036-02-11      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $325.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-5 LLC                                                                                                                            | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99578.00     | 0.02%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                                     | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     311801 | PA      | $307257.45    | 0.05%             | 2033-03-21      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                           | PPL Corp                                                                                                                                   | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |       1200 | NS      | $60528.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 888 ACQUISITIONS LTD                                      | 888 Acquisitions Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     475000 | PA      | $547612.70    | 0.10%             | 2028-07-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                             | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     445000 | PA      | $447610.37    | 0.08%             | 2036-04-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                                        | Liberty Energy Inc                                                                                                                         | CUSIP: 53115LAC8<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |     230000 | PA      | $258865.00    | 0.05%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                      | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     169000 | PA      | $179408.71    | 0.03%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                             | Sumitomo Corp                                                                                                                              | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |       2939 | NS      | $109278.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-707.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1056270 | PA      | $993820.55    | 0.17%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1394.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     180000 | PA      | $182601.42    | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                                                                                            | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     120183 | NS      | $1326401.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D12OUW9 IRS ZAR R F  6.84500 99D12OUW9 CCPVANILLA / Short: S9D12OUW9 IRS ZAR P V 03MJIBAR 99D12OUU3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5142000 | OU      | $-17448.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D12XUU3 IRS USD R F  3.44000 99D12XUU3 CCPOIS / Short: S9D12XUU3 IRS USD P V 12MSOFR 99D12XUT6 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     363000 | OU      | $-692.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                   | GDZ Elektrik Dagitim AS                                                                                                                    | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    1639000 | PA      | $1586556.93   | 0.28%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                                                                                   | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      91000 | PA      | $83931.26     | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                            | PEAC Solutions Receivables 2025-1 LLC                                                                                                      | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1295000 | PA      | $1308841.87   | 0.23%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                          | Pegasus BidCo BV 2025 USD Repriced Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     491291 | PA      | $492518.84    | 0.09%             | 2029-07-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $994.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                               | AltaGas Ltd                                                                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     286000 | PA      | $297135.98    | 0.05%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                    | Pingan Real Estate Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |    1130000 | PA      | $1113889.10   | 0.19%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REP SOUTH AFRICA FLOATER                                  | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2000000 | PA      | $120726.52    | 0.02%             | 2030-09-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                             | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       6063 | NS      | $267722.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $42.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                      | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      73000 | PA      | $72445.20     | 0.01%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                       | White Cap Buyer LLC 2024 Term Loan B                                                                                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     202438 | PA      | $201154.05    | 0.04%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $856.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc                                                   | USI Inc 2024 Term Loan D                                                                                                                   | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     465775 | PA      | $466189.62    | 0.08%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd                            | CK Infrastructure Holdings Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 5299005U11RQ1C27MR12 | Long             | EC               | CORP              | BM        |     130026 | NS      | $1094634.75   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $8.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                        | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     260000 | PA      | $198436.82    | 0.03%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $3237.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                    | Ormat Technologies Inc                                                                                                                     | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     125000 | PA      | $132287.50    | 0.02%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D12ORW3 IRS PLN R F  3.94750 99D12ORW3 CCPVANILLA / Short: S9D12ORW3 IRS PLN P V 06MWIBOR 99D12ORU7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     220000 | OU      | $-2506.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                              | Semtech Corp                                                                                                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |       4000 | PA      | $11344.00     | 0.00%             | 2027-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1699.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1160.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                      | Africell Holding Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     402000 | PA      | $404525.03    | 0.07%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-189.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRC INTERNATIONAL BOND                                    | DRC International Bond                                                                                                                     | CUSIP: 24811WAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |    1030000 | PA      | $1049928.15   | 0.18%             | 2032-04-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      99000 | PA      | $86247.01     | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                           | Caterpillar Inc                                                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        575 | NS      | $511813.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Transportation Authority                     | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     100000 | PA      | $110517.99    | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                              | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     740653 | PA      | $736024.04    | 0.13%             | 2031-06-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                          | NJ 2025-WBRK                                                                                                                               | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820000 | PA      | $777369.84    | 0.14%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: B9D12YPC7 IRS MXN R V 01MTIEF 99D12YPD5 CCPOIS / Short: B9D12YPC7 IRS MXN P F  7.84500 99D12YPC7 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1040000 | OU      | $621.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      61908 | NS      | $1068073.90   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                    | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     306000 | PA      | $324819.00    | 0.06%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                              | QUALCOMM Inc                                                                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       8169 | NS      | $1466989.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     415000 | PA      | $432676.10    | 0.08%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                         | World Omni Auto Receivables Trust 2026-A                                                                                                   | CUSIP: 98190AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2050000 | PA      | $2031464.11   | 0.36%             | 2032-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050452<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -375000 | PA      | $-377716.64   | -0.07%            | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1336.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PL        |          1 | NC      | $-62.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-DELC                                                                                                                         | CUSIP: 05594MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705000 | PA      | $703745.95    | 0.12%             | 2042-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                                                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       3663 | NS      | $1088500.97   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $233.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                        | Nouryon Finance BV 2024 USD Term Loan B1                                                                                                   | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     336159 | PA      | $334057.53    | 0.06%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-64.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D12F092 IRS USD R V 12MSOFR 99D12F0A9 CCPOIS / Short: B9D12F092 IRS USD P F  3.59536 99D12F092 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1325000 | OU      | $14512.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      46823 | NS      | $1243689.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D100ZM0 IRS USD R V 12MSOFR 99D100ZN8 CCPOIS / Short: B9D100ZM0 IRS USD P F  3.87700 99D100ZM0 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     950000 | OU      | $-4151.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                         | Swire Pacific Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     102609 | NS      | $1116076.49   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                              | SK hynix Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        170 | NS      | $151600.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |          1 | NC      | $17052.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                           | Trans Union LLC 2024 Term Loan B9                                                                                                          | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     172132 | PA      | $172014.83    | 0.03%             | 2031-06-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      13970 | NS      | $679919.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                     | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     740000 | PA      | $714174.00    | 0.13%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                    | Massachusetts Institute of Technology                                                                                                      | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33866.85     | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     370000 | PA      | $364432.11    | 0.06%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     863129 | PA      | $848918.62    | 0.15%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                  | Adani Electricity Mumbai Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     400000 | PA      | $376579.46    | 0.07%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-400.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-122.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                                                  | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |        887 | NS      | $530578.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $1251.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                       | Limak Yenilenebilir Enerji AS                                                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    1395000 | PA      | $1394091.77   | 0.24%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                       | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     315000 | PA      | $316280.48    | 0.06%             | 2028-01-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                                                                                           | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      20330 | NS      | $1203824.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |          1 | NC      | $6965.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                          | Transurban Group                                                                                                                           | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      31608 | NS      | $320339.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT JUN26                                                                                                                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        109 | NC      | $630006.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $-839.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1225.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $148.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     301000 | PA      | $315024.79    | 0.06%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $392099.48    | 0.07%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $202144.29    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $413.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $595.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                   | American National Group Inc                                                                                                                | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     127000 | PA      | $124108.06    | 0.02%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                                    | Brother Industries Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |       5361 | NS      | $101806.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                                 | Emera Inc                                                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     334000 | PA      | $334201.07    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2538000 | PA      | $75416.72     | 0.01%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                           | Knorr-Bremse AG                                                                                                                            | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       9173 | NS      | $1069873.84   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                     | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     400000 | PA      | $394195.49    | 0.07%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |          1 | NC      | $3053.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                   | Securitized Term Auto Receivables Trust                                                                                                    | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     194752 | PA      | $198352.28    | 0.03%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                                                                                 | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     152000 | PA      | $157738.15    | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       8596 | NS      | $369651.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3631.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90674.14     | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                  | Crown Subsea Communications HoldingInc 2026 Term Loan B                                                                                    | CUSIP: 22860EAL6<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     495000 | PA      | $497885.85    | 0.09%             | 2031-01-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $-114.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                           | UPM-Kymmene Oyj                                                                                                                            | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      11251 | NS      | $337111.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| CCF HOLDING SAS                                           | CCF Holding SAS                                                                                                                            | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $257366.12    | 0.05%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO XXXIV                                                                                                                           | CUSIP: 03768XAL7<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004162.00   | 0.18%             | 2039-01-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $40.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2025-RPL4 LLC                                                                                                                         | CUSIP: 74448NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $262152.17    | 0.05%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     445000 | PA      | $427843.16    | 0.07%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     176000 | PA      | $175692.09    | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                  | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   13400000 | PA      | $137405.68    | 0.02%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       3443 | NS      | $934258.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-421.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2398.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                       | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24876.28     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MY        |          1 | NC      | $-54.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     310000 | PA      | $308450.00    | 0.05%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     481000 | PA      | $474395.54    | 0.08%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                                                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     587000 | PA      | $596685.50    | 0.10%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                                                        | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1387002.75   | 0.24%             | 2047-09-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                                      | CUSIP: 80290CCV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     725000 | PA      | $722512.67    | 0.13%             | 2034-01-16      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                       | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     115000 | PA      | $120103.13    | 0.02%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                    | Amur Equipment Finance Receivables XV LLC                                                                                                  | CUSIP: 03237FAF2<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $407264.20    | 0.07%             | 2034-01-20      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1593.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                                   | BNP Paribas Issuance BV                                                                                                                    | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | N/A              | DE               |  | NL        |      11750 | NS      | $2789417.53   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Westrock PLC                                      | Smurfit Westrock PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       5845 | NS      | $224389.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VB-S1 Issuer LLC                                          | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAE4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |      65000 | PA      | $65233.17     | 0.01%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $-2586.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1145000 | PA      | $1176934.05   | 0.21%             | 2041-12-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | Newfold Digital Holdings Group Inc 2025 Tranche A Term Loan                                                                                | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      40057 | PA      | $27259.01     | 0.00%             | 2029-04-30      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                     | Nova Ljubljanska Banka dd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     800000 | PA      | $942596.76    | 0.16%             | 2030-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                          | Hyundai Motor Co                                                                                                                           | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EP               | CORP              | KR        |       1134 | NS      | $191172.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3875000 | OU      | $403041.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        146 | NC      | $-589596.06   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                                             | Credicorp Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       3055 | NS      | $990339.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $1223.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                     | SS&C Technologies Inc 2024 Term Loan B8                                                                                                    | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     192847 | PA      | $192839.22    | 0.03%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                   | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180322.81    | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $68.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $757.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                                                                                 | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     865000 | PA      | $834049.22    | 0.15%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE                                   | China Pacific Insurance Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | DBT              | CORP              | CN        |    2000000 | PA      | $266709.22    | 0.05%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1598.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                                              | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3047030 | PA      | $156247.95    | 0.03%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTVS SA                                                  | TOTVS SA                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      14390 | NS      | $92585.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                               | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-117.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                        | CHG PPC Parent LLC 2021 Term Loan                                                                                                          | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     196372 | PA      | $196432.92    | 0.03%             | 2028-12-08      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $353.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                                                                                          | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     442000 | PA      | $436600.62    | 0.08%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040453<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     585000 | PA      | $569914.02    | 0.10%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $3410.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                         | Dragon Buyer Inc Term Loan B                                                                                                               | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     143188 | PA      | $136672.47    | 0.02%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                        | Seagate HDD Cayman                                                                                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      35000 | PA      | $285057.50    | 0.05%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2025-RPL5 Trust                                                                                                                       | CUSIP: 69393AAG2<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     266000 | PA      | $243505.44    | 0.04%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS                                   | ADM Elektrik Dagitim AS                                                                                                                    | CUSIP: 00710QAA1<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |     510000 | PA      | $500721.35    | 0.09%             | 2031-02-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                                                                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       7370 | NS      | $723070.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: B9D10Q017 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10Q017 CDS USD P F  1.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     125000 | OU      | $483.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $1606.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                   | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     396536 | PA      | $424974.20    | 0.07%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        223 | NC      | $-1057691.76  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                                                                                     | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       6108 | NS      | $212666.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1317.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                  | Digital Realty Trust Inc                                                                                                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        853 | NS      | $171401.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                    | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |          1 | NC      | $758.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                             | CrediaBank SA                                                                                                                              | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |     100000 | PA      | $124187.69    | 0.02%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1093700000 | PA      | $283821.72    | 0.05%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                            | Third Coast Infrastructure LLC 2026 Term Loan B                                                                                            | CUSIP: 88412KAE2<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |     271316 | PA      | $272107.87    | 0.05%             | 2030-09-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     538595 | PA      | $541657.01    | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                                                     | CUSIP: 44644NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800254 | PA      | $797439.64    | 0.14%             | 2034-02-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $0.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                         | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    1875000 | PA      | $1579956.45   | 0.28%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $707.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     790000 | PA      | $589825.43    | 0.10%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                    | Guidewire Software Inc                                                                                                                     | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     432000 | PA      | $424710.00    | 0.07%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     260000 | PA      | $233020.47    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Magnetite CLO Ltd                                         | Magnetite Xlv Ltd                                                                                                                          | CUSIP: 55956DAE9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $189000.00    | 0.03%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                          | TTF Holdings LLC 2024 Term Loan                                                                                                            | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |     239685 | PA      | $179564.87    | 0.03%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| HANWHA TOTALENERGIES                                      | Hanwha Totalenergies Petrochemical Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |     288000 | PA      | $277430.11    | 0.05%             | 2029-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $-322.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                       | Kimberly-Clark Corp                                                                                                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       3062 | NS      | $301392.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                           | CUSIP: 06370F501<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DE               |  | CA        |      17700 | NS      | $2815770.45   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1166.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1673000 | PA      | $50477.20     | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                    | Verisure Midholding AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     700000 | PA      | $822474.39    | 0.14%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                         | National Grid PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      62406 | NS      | $1117103.32   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                   | Invesco Senior Loan ETF                                                                                                                    | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     450000 | NS      | $9261000.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $248.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                     | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |          1 | NC      | $-26538.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: S9D1310A9 IRS BRL R F 13.46700 99D1310A9 CCPNDF / Short: S9D1310A9 IRS BRL P V 00MBRCDI 99D131092 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3388431 | OU      | $-3183.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                                     | Mizuho Markets Cayman LP                                                                                                                   | CUSIP: 60701E584<br>LEI: 549300KHUXLS6Q30KT26 | N/A              | DE               |  | KY        |       4010 | NS      | $4245610.62   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170171.53    | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                        | Kraft Heinz Co/The                                                                                                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      30653 | NS      | $694596.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IPD 3 BV                                                  | IPD 3 BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112249.60    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |       6649 | NS      | $95138.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1567800 | PA      | $90378.37     | 0.02%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                      | Deephaven Residential Mortgage Trust 2026-INV2                                                                                             | CUSIP: 24380UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303000 | PA      | $287983.26    | 0.05%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                                         | FTAI Aviation Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        417 | NS      | $104112.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     181559 | NS      | $1143685.54   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $342.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056X63 TRS USD R V 12MOBFR DFZ056X68 EQUITYTRS / Short: DDZ056X63 TRS USD P E DDZ056X63 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     691386 | OU      | $-8401.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                                                                                | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       1965 | NS      | $179306.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                         | Hon Hai Precision Industry Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      22095 | NS      | $156101.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | 99D12OYH USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -504000 | OU      | $-2414.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3631.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-754.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                           | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      79000 | PA      | $90257.50     | 0.02%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                              | MH Sub I LLC 2024 Term Loan B4                                                                                                             | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     317569 | PA      | $248497.58    | 0.04%             | 2031-12-31      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $467137.07    | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                 | ADMI Corp 2021 Term Loan B2                                                                                                                | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     196382 | PA      | $187545.19    | 0.03%             | 2027-12-23      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                    | AthenaHealth Group Inc                                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     905000 | PA      | $862598.32    | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |          1 | NC      | $4409.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                       | KKR Apple Bidco LLC 2025 Term Loan                                                                                                         | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     245609 | PA      | $245763.72    | 0.04%             | 2031-09-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-15016.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                        | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102264.96    | 0.02%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                  | Trade & Development Bank of Mongolia LLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |    1315000 | PA      | $1313934.61   | 0.23%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | Long: DDZ056X48 TRS USD R V 12MOBFR DFZ056X43 EQUITYTRS / Short: DDZ056X48 TRS USD P E DDZ056X48 EQUITYTRS                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | GB        |     873351 | OU      | $-138071.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     130000 | PA      | $129649.61    | 0.02%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                                      | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      78000 | PA      | $64194.00     | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                              | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68573.20     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                    | Jazz Investments I Ltd                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     505000 | PA      | $754470.00    | 0.13%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                   | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      85000 | PA      | $18948.88     | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                    | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     134662 | PA      | $133624.24    | 0.02%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                   | Bank of Cyprus Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $266948.11    | 0.05%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                                   | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     105000 | PA      | $69942.18     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                                    | T Rowe Price Group Inc                                                                                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       9501 | NS      | $977462.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -35 | NC      | $891.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                  | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     400000 | PA      | $396800.00    | 0.07%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3175000 | PA      | $107784.81    | 0.02%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                         | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $394594.22    | 0.07%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                 | SFS Auto Receivables Securitization Trust 2024-1                                                                                           | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85000 | PA      | $86394.77     | 0.02%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                        | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                                         | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     447409 | PA      | $446522.73    | 0.08%             | 2031-09-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                | Tronox Inc                                                                                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1665361.55   | 0.29%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   39660000 | PA      | $399233.52    | 0.07%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       9343 | NS      | $1020068.74   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                               | CAC40 10 EURO FUT MAY26                                                                                                                    | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |         -1 | NC      | $1336.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION MTN LTD                                          | Champion MTN Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     401000 | PA      | $355150.13    | 0.06%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     393000 | PA      | $490267.50    | 0.09%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                      | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $652542.59    | 0.11%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                                    | Nomura America Finance LLC                                                                                                                 | CUSIP: 65543G887<br>LEI: 549300U646RSSKIVOJ29 | N/A              | DE               |  | US        |       4230 | NS      | $2150798.19   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                            | Wheels Fleet Lease Funding 1 LLC                                                                                                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    2408093 | PA      | $2422364.84   | 0.42%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | 99D1398W USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     468000 | OU      | $1619.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                 | Healthpeak Properties Inc                                                                                                                  | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |      22367 | NS      | $361674.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-553.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     585000 | PA      | $589237.96    | 0.10%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $290.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-396.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $503.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-17951.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $1978.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1177600000 | PA      | $240760.55    | 0.04%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                          | IRB Holding Corp 2025 Term Loan B                                                                                                          | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     437798 | PA      | $438822.79    | 0.08%             | 2030-12-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Standard Bank Group Ltd                                   | Standard Bank Group Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |      11087 | NS      | $213661.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                             | Snowflake Inc                                                                                                                              | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     289000 | PA      | $338650.20    | 0.06%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                         | Standard Life PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      45856 | NS      | $471770.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-5072.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                   | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                                      | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287507 | PA      | $290091.59    | 0.05%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      21735 | NS      | $995392.81    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1285000 | PA      | $327694.71    | 0.06%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                | Point Securitization Trust 2025-2                                                                                                          | CUSIP: 73071PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     285000 | PA      | $282196.74    | 0.05%             | 2055-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-3971.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAF6<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     403000 | PA      | $365219.56    | 0.06%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                   | First Student Bidco Inc 2026 Term Loan C                                                                                                   | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      92431 | PA      | $92430.87     | 0.02%             | 2030-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       6652 | NS      | $2083605.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                 | Gjensidige Forsikring ASA                                                                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX6FAO47 | Long             | EC               | CORP              | NO        |      16192 | NS      | $454850.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                     | Schneider Electric SE                                                                                                                      | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       1045 | NS      | $332528.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H3Y89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     199127 | PA      | $33378.69     | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                    | HP Inc                                                                                                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      37550 | NS      | $783293.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                                                                                | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $232382.64    | 0.04%             | 2033-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CGN Power Co Ltd                                          | CGN Power Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 529900D2UINCGWQYBK45 | Long             | EC               | CORP              | CN        |    2503575 | NS      | $1115491.37   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7600000 | PA      | $7509750.00   | 1.31%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                     | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     475000 | PA      | $472941.00    | 0.08%             | 2031-04-22      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                        | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       5000 | NS      | $262600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                                     | Anglogold Ashanti Plc                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |       2184 | NS      | $202957.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOHL CAPITAL HOLDINGS                                     | Gohl Capital Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549009G9UNIMCATM603 | Long             | DBT              | CORP              | IM        |     370000 | PA      | $367057.51    | 0.06%             | 2031-10-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                  | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                              | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     296250 | PA      | $296842.50    | 0.05%             | 2031-09-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |      18271 | NS      | $1063681.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                       | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                                        | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     175000 | PA      | $175043.75    | 0.03%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                       | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XCF5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     725000 | PA      | $720369.64    | 0.13%             | 2046-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     167000 | PA      | $167896.62    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Telenor ASA                                               | Telenor ASA                                                                                                                                | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      12119 | NS      | $199482.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FS LUXEMBOURG SARL                                        | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $195986.56    | 0.03%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |          1 | NC      | $758.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       1797 | NS      | $732277.21    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $8574.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                           | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      55000 | PA      | $52954.44     | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59393.02     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                          | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1325000 | PA      | $1395397.25   | 0.24%             | 2042-04-25      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                     | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $631047.68    | 0.11%             | 2030-10-09      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                    | Motorola Solutions Inc                                                                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        376 | NS      | $165075.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL5 LLC                                                                                                                         | CUSIP: 69384KAB2<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     215000 | PA      | $214997.85    | 0.04%             | 2056-04-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                | EZCORP Inc                                                                                                                                 | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     220000 | PA      | $232575.20    | 0.04%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                                   | CUSIP: 38378MAD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     196506 | PA      | $31476.81     | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $3482.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                          | Bank of Montreal                                                                                                                           | CUSIP: 06370D837<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DE               |  | CA        |      20600 | NS      | $2273535.91   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |          1 | NC      | $-5229.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUT EPAR RET PREV CARAC                                   | Mutuelle Epargne Retraite Prevoyance Carac                                                                                                 | CUSIP: 000000000<br>LEI: 969500VRQXGW3RZA3N78 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114833.65    | 0.02%             | 2046-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $249008.56    | 0.04%             | 2029-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                 | ONEOK Inc                                                                                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      13035 | NS      | $1205216.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Long: S9D12OQK0 IRS HUF R F  6.09750 99D12OQK0 CCPVANILLA / Short: S9D12OQK0 IRS HUF P V 06MBUBOR 99D12OQI5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   38018000 | OU      | $3776.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Inc                                              | US Foods Inc 2024 Term Loan B                                                                                                              | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     150036 | PA      | $150997.77    | 0.03%             | 2028-11-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $158.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-153.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |      22239 | NS      | $2400341.45   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1391.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                        | Canary Wharf Group Investment Holdings PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     577000 | PA      | $741100.30    | 0.13%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-12670.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      13210 | NS      | $800393.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-294.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-3BP                                                                                                     | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     865000 | PA      | $864694.66    | 0.15%             | 2042-02-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                              | Impala Platinum Holdings Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      13254 | NS      | $185781.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                              | METLIFE SECURITIZATION TRUST                                                                                                               | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46080 | PA      | $44166.03     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                                      | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     192000 | PA      | $191126.80    | 0.03%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $39.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                                                                            | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46621.17     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $810.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                    | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     382000 | PA      | $385621.36    | 0.07%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     795000 | PA      | $723560.27    | 0.13%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      15868 | NS      | $197467.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                      | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $343617.42    | 0.06%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                      | Velocity Commercial Capital LLC                                                                                                            | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1049563.80   | 0.18%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6606.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                        | Unity Software Inc                                                                                                                         | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     328000 | PA      | $357930.00    | 0.06%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                              | Filtration Group Corporation 2025 USD Term Loan                                                                                            | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     558973 | PA      | $559570.98    | 0.10%             | 2028-10-21      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |       1558 | NS      | $90815.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                               | Epicor Software Corporation 2024 Term Loan F                                                                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     270875 | PA      | $266982.53    | 0.05%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                         | EMRLD Borrower LP 2024 Term Loan B                                                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     344770 | PA      | $345031.70    | 0.06%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                        | Industrial F&B Investments III Inc                                                                                                         | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     174000 | PA      | $175828.07    | 0.03%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                                     | CUSIP: 67091TAL9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     704000 | PA      | $699607.92    | 0.12%             | 2036-04-22      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                  | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     352000 | PA      | $522720.00    | 0.09%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                             | Annaly Capital Management Inc                                                                                                              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |      44772 | NS      | $1025278.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Land Ltd                                  | China Resources Land Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | KY        |      26167 | NS      | $109941.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                            | Chase Auto Credit Linked Notes Series 2025-1                                                                                               | CUSIP: 46591HCV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     585343 | PA      | $585937.92    | 0.10%             | 2033-02-25      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     280000 | PA      | $342300.00    | 0.06%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2135000 | PA      | $1787428.06   | 0.31%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $134.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $6641.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                                                                                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      39143 | NS      | $864371.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $26619.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                       | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     152000 | PA      | $39040.31     | 0.01%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        855 | NS      | $370223.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       3599 | NS      | $470893.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                                  | RD Michigan Property Owner I LLC                                                                                                           | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1260000.00   | 0.22%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3463500 | PA      | $182435.26    | 0.03%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $819.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA               | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                                | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |      33596 | NS      | $880067.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                               | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     244000 | PA      | $233227.30    | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $2792.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     123000 | PA      | $124797.89    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052458<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1985000 | PA      | $2027522.03   | 0.35%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                   | Golomt Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     200000 | PA      | $206996.89    | 0.04%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer