# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-25-207638
**Filing Date:** 2025-8
**Character Count:** 931992
**Document Hash:** 8c5d9353edd63d58bd628c9e0355d3ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207638.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207638

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 251261731

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

  - **Telephone number:** 1-888-778-2888

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $3225133290.34

**Total Liabilities:** $61665114.98

**Net Assets:** $3163468175.36

**Delayed Delivery Securities:** $7687286.81

**Cash Not Reported:** $15312960.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 640.17979000 | **1-Year:** 30979.19237000 | **5-Year:** 158579.11007000 | **10-Year:** 44037.79850000 | **30-Year:** 10172.30642000

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

- **3-Month:** 514.18543000 | **1-Year:** 12844.50541000 | **5-Year:** 18142.53191000 | **10-Year:** 1683.05721000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018402 | 0.23%                | 1.82%                | 2.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-180093.04              | $9671719.61                                |
| Month 2  | $1024032.69              | $55083928.38                               |
| Month 3  | $13616574.22             | $63161402.66                               |

**Designated Index Information**

- **Index Name:** Blended Custom Benchmark

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     370000 | PA      | $347445.25    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                   | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       1376 | NS      | $109286.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                         | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       1776 | NS      | $89373.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                       | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $581141.63    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                  | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |      35200 | NS      | $151360.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ICELAND                                            | Iceland Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     300000 | PA      | $330915.90    | 0.01%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       9359 | NS      | $645583.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                                    | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $225984.21    | 0.01%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   19790000 | OU      | $21733.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-22114.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $107.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55961.46     | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2024-5YR10                                                                | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $870999.34    | 0.03%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                      | Olin Corp                                                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      11400 | NS      | $229026.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                         | Krung Thai Bank PCL/Cayman Islands                                              | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $196900.00    | 0.01%             | N/A             | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                                     | Japan Post Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      24600 | NS      | $227850.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                     | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $105729.11    | 0.00%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15457.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                       | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |        619 | NS      | $104928.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services Inc                                          | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        428 | NS      | $105549.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76905.49     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $124485.18    | 0.00%             | 2042-03-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -858000 | NC      | $-521.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HKEX                                                           | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      10100 | NS      | $543244.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3666431.11  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     180000 | PA      | $173559.38    | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     170000 | PA      | $171540.63    | 0.01%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASM International NV                                           | ASM International NV                                                            | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        204 | NS      | $130861.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2909.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                  | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       8500 | NS      | $355014.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd                                         | Singapore Airlines Ltd                                                          | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |      22400 | NS      | $122858.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                           | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      11600 | NS      | $1054440.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-18310.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                    | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6700 | NS      | $704840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                               | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      13653 | NS      | $322679.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35048.25     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                              | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      33200 | NS      | $2303416.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $31103.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow PLC                                             | Barratt Redrow PLC                                                              | CUSIP: 000000000<br>LEI: 2138006R85VEOF5YNK29 | Long             | EC               | CORP              | GB        |      12150 | NS      | $76083.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                   | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         40 | NS      | $148489.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                            | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      67500 | NS      | $444804.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp                                                   | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16743 | NS      | $2397430.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-42314.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $198592.45    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                      | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       2001 | NS      | $652574.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8634.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $87077.88     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                          | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       1900 | NS      | $1880886.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                                       | Wilmar International Ltd                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |      69800 | NS      | $157558.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                    | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     350000 | PA      | $351263.50    | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                        | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1668250.44   | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                          | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       2893 | NS      | $1446442.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| American Express Co                                            | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       5129 | NS      | $1636048.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivabl                                 | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101711.03    | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                              | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      10500 | NS      | $90007.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                            | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       2953 | NS      | $770201.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $17969.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-13831.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                  | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |       2108 | NS      | $65903.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1744713.31  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $18971.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                     | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       1100 | NS      | $142494.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $170.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                          | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |        326 | NS      | $14319.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                                    | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |       4003 | NS      | $266356.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     285000 | PA      | $278070.71    | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                         | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     300000 | PA      | $353678.45    | 0.01%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-6433.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     840000 | PA      | $834028.71    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                         | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $903449.96    | 0.03%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-68984.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                 | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       9591 | NS      | $136504.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO                                            | Grosvenor Place CLO 2022-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |    7500000 | PA      | $8854538.24   | 0.28%             | 2038-05-24      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                       | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     500000 | PA      | $526815.00    | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                          | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     609895 | PA      | $610243.55    | 0.02%             | 2031-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MINEBEA MITSUMI Inc                                            | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |       9600 | NS      | $140387.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                       | Elanco Animal Health Inc                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      56700 | NS      | $809676.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-116817.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   48550000 | PA      | $226496.46    | 0.01%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                     | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       4590 | NS      | $143435.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                               | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      30865 | NS      | $2183698.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                        | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      11400 | NS      | $206461.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                                 | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |       1311 | NS      | $114421.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        885 | NC      | $1779173.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                      | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      70145 | NS      | $2447327.74   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       7177 | NS      | $654829.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technolog                                 | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |        300 | NS      | $66375.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                         | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     170000 | PA      | $171715.66    | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                   | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $235944.14    | 0.01%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                          | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     400000 | PA      | $399880.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -48 | NC      | $2317.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     605000 | PA      | $597118.32    | 0.02%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     720000 | PA      | $662884.12    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                        | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |       9655 | NS      | $344701.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                       | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |      14811 | NS      | $293328.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $145981.33    | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     400000 | PA      | $403300.00    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                   | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      48171 | NS      | $926715.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                                                     | Keppel Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |       4400 | NS      | $25694.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                  | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      10741 | NS      | $720542.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -907000 | NC      | $-2960.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                            | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       1700 | NS      | $168334.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                                       | Ipsen SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |        229 | NS      | $27277.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                  | Volkswagen AG                                                                   | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        960 | NS      | $101484.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                         | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1316433.99   | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     273000 | PA      | $274120.27    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                      | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       7100 | NS      | $484362.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $357750.00    | 0.01%             | 2036-10-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     355000 | PA      | $363257.30    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -751000 | NC      | $-8674.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $47154.60     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dexus                                                          | Dexus                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       5345 | NS      | $23458.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $349160.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        | -386300000 | OU      | $-11.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     195000 | PA      | $195895.55    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4024.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baxter International Inc                                       | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       3000 | NS      | $90840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-76.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                        | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       1700 | NS      | $135592.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-8256.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                               | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32045 | NS      | $7113.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                   | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     102734 | PA      | $102989.17    | 0.00%             | 2033-09-26      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                        | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     925000 | PA      | $873670.79    | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |        635 | NS      | $46053.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199461.22    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2125979.29   | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $9686.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2990.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     255000 | PA      | $236742.00    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    1760000 | OU      | $1.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                         | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $120865.50    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    2205000 | OU      | $1346.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     172228 | NS      | $2083302.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                    | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      12138 | NS      | $149930.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $467022.12    | 0.01%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    1005000 | NC      | $1.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     375000 | PA      | $387960.08    | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                           | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        340 | NS      | $1968341.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3929.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     145000 | PA      | $145543.75    | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-15414.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $954468.15    | 0.03%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                     | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |      25366 | NS      | $229489.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                    | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      23400 | NS      | $680105.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp                                                    | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |       5700 | NS      | $104605.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                          | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |     151172 | NS      | $184350.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | AUD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7904.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                            | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       5112 | NS      | $288930.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                                    | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       4596 | NS      | $207852.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1510000 | PA      | $600986.13    | 0.02%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                         | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $107563.33    | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                       | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |      74511 | NS      | $707161.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $436.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $703.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-94106.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                        | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |      63152 | NS      | $223224.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       9200 | NS      | $408296.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argent Securities Inc.                                         | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10    | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11687 | PA      | $11202.11     | 0.00%             | 2034-10-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1634096 | PA      | $1585417.75   | 0.05%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL NIPPON EXPRESSWY                                       | Central Nippon Expressway Co Ltd                                                | CUSIP: 000000000<br>LEI: 3538005TH2GJERPBFN83 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $594682.68    | 0.02%             | 2025-09-29      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                     | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |        670 | NS      | $328240.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                  | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       3600 | NS      | $495072.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                       | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     300000 | PA      | $380774.10    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    6282000 | PA      | $7495697.79   | 0.24%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     500000 | PA      | $511489.45    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                            | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      19600 | NS      | $191902.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                                 | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |      17031 | NS      | $175095.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                       | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       1195 | NS      | $637807.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174560.70    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                      | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |       7100 | NS      | $114276.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | GBP/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $266.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                  | Vanguard Intermediate-Term Corporate Bond ETF                                   | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |      16222 | NS      | $1345128.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $456239.78    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15025552 | PA      | $549604.63    | 0.02%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                     | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       4713 | NS      | $297625.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                          | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1420000 | PA      | $919582.45    | 0.03%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5804.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | TRS MLBC                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |          1 | NC      | $-153754.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                             | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      84297 | NS      | $595522.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                         | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        400 | NS      | $214536.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QNB FINANCE LTD                                                | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     550000 | PA      | $365187.86    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                         | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |      49923 | NS      | $248731.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                                   | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      21700 | NS      | $875378.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     165000 | PA      | $161545.31    | 0.01%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       5729 | NS      | $1252588.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                     | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       9645 | NS      | $663579.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      30000 | PA      | $29333.61     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220000 | PA      | $225843.20    | 0.01%             | 2041-12-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                 | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   40050000 | PA      | $2007203.28   | 0.06%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                       | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       2900 | NS      | $204073.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $701751.93    | 0.02%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2061.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                  | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       2400 | NS      | $237000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                                        | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       3000 | NS      | $996510.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                                    | Gap Inc/The                                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       4500 | NS      | $98145.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.HY.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -2580000 | OU      | $-941.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      55000 | PA      | $50590.43     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                       | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      10911 | NS      | $159272.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                   | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        400 | NS      | $159931.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                        | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |       4294 | NS      | $396377.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                     | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $398900.99    | 0.01%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     550000 | PA      | $560144.99    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $209750.00    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     282000 | PA      | $283773.78    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $91756.86     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1260000 | PA      | $1311487.76   | 0.04%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $247729.01    | 0.01%             | 2028-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                             | Valero Energy Corp                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       3000 | NS      | $403260.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| One Bryant Park Trust                                          | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195000 | PA      | $177528.29    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                           | Dassault Aviation SA                                                            | CUSIP: 000000000<br>LEI: 969500CVFTUT88V8QN95 | Long             | EC               | CORP              | FR        |        153 | NS      | $54096.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     365000 | PA      | $375220.00    | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                      | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      10439 | NS      | $112349.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36266.43     | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                 | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       1809 | NS      | $510246.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     160000 | PA      | $167684.04    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1274.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $38818.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                       | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     200000 | PA      | $280548.28    | 0.01%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     184000 | PA      | $167842.50    | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                                 | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |      70500 | NS      | $123029.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $234548.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2021-2, Ltd.                                           | TCW CLO 2021-2 Ltd                                                              | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2859000 | PA      | $2862425.36   | 0.09%             | 2034-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                       | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |     464550 | NS      | $488482.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                          | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       5600 | NS      | $129741.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                             | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1678683.89   | 0.05%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-819.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        376 | NC      | $300888.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $824647.92    | 0.03%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1800000 | PA      | $1150555.05   | 0.04%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1394.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                               | Zillow Group Inc                                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       1300 | NS      | $91065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tikehau                                                        | Tikehau CLO XIII DAC                                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-CBDO         | CORP              | IE        |    8000000 | PA      | $9434004.60   | 0.30%             | 2038-10-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                            | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4111.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                      | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       2346 | NS      | $44978.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                       | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $374811.60    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Computershare Ltd                                              | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      12144 | NS      | $318586.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $195500.00    | 0.01%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                                          | CyberArk Software Ltd                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        300 | NS      | $122064.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                          | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        894 | NS      | $160589.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                          | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       3200 | NS      | $95872.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     315000 | PA      | $317480.49    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                                   | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $125216.09    | 0.00%             | 2030-09-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |          1 | NC      | $-3324.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                            | TOPPAN Holdings Inc                                                             | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       3300 | NS      | $89651.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                         | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      18682 | NS      | $309159.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29814.65     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $21113.23     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                                       | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      20600 | NS      | $601006.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                                     | BFLD Trust 2025-EWEST                                                           | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $400250.00    | 0.01%             | 2042-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $192344.00    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     285000 | PA      | $277518.75    | 0.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $18657.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $207810.18    | 0.01%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                  | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |      21496 | NS      | $215306.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                      | Marks & Spencer Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |       7543 | NS      | $36711.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-21375.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                               | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     810109 | PA      | $810108.58    | 0.03%             | 2031-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development                                  | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |       1100 | NS      | $42481.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                 | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $207742.16    | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402010.80    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                    | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       6742 | NS      | $459312.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         14 | NC      | $2362.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                     | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |       7334 | NS      | $170842.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-5878.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                                      | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      10696 | NS      | $296160.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2809730 | PA      | $2457470.35   | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -451000 | NC      | $-151.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                                                 | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       5000 | NS      | $370655.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                      | BPR Trust 2021-TY                                                               | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $298137.09    | 0.01%             | 2038-09-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide Inc                                          | Euronet Worldwide Inc                                                           | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        900 | NS      | $91242.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                 | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $1050000.00   | 0.03%             | 2039-03-15      | Floating      | 7.65%                 | 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      | $241136.97    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                           | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      13094 | NS      | $68171.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-11586.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-20819.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMRIZE LTD                                                     | AMRIZE LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4087 | NS      | $203873.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Rock CLO Ltd                                            | Silver Rock CLO III                                                             | CUSIP: 82811AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6047026.20   | 0.19%             | 2036-01-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      33870 | NS      | $1567842.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                                       | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       6319 | NS      | $190374.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                       | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       2971 | NS      | $507428.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                      | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     135819 | NS      | $748841.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $30540.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         17 | NS      | $31364.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23175 | NS      | $888529.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| American International Group I                                 | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       5400 | NS      | $462186.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriquest Mortgage Securities                                 | Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1                       | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4678 | PA      | $4622.80      | 0.00%             | 2034-02-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                           | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       5006 | NS      | $1335901.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                              | Shionogi & Co Ltd                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |       2100 | NS      | $37804.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      24589 | NS      | $834840.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2853.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $48650.00     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                     | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      11400 | NS      | $316463.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                                    | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       1300 | NS      | $1034111.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                                                       | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |       7739 | NS      | $287846.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $27702.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS CHINA DEVELOPMENT BANK                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-9573.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | SHORT EURO-BTP                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         34 | NC      | $-6408.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                    | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     149382 | NS      | $23600862.18  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6826.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                          | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       1082 | NS      | $186374.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG                                                      | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    2000000 | PA      | $304999.05    | 0.01%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                     | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       1400 | NS      | $342272.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     270000 | PA      | $292311.37    | 0.01%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | eG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $2074190.90   | 0.07%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1376.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                 | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64147 | PA      | $60480.31     | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      11818 | NS      | $306711.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-437779.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                        | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |    3000000 | PA      | $423946.87    | 0.01%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                               | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       5654 | NS      | $295379.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87020.98     | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| CarMax Inc                                                     | CarMax Inc                                                                      | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5400 | NS      | $362934.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21038.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     169000 | PA      | $169211.25    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                         | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       1200 | NS      | $90924.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAT GRID ELECTY EM                                             | National Grid Electricity Distribution East Midlands PLC                        | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $361348.88    | 0.01%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204961.22    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                               | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |       5489 | NS      | $174299.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        231 | NC      | $2515453.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13724.01     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |     901000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                   | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |        773 | NS      | $132365.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                                          | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |      38346 | NS      | $3427748.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1605000 | PA      | $1008164.70   | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-112466.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                    | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121862.46    | 0.00%             | 2030-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                       | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   55489000 | PA      | $1872121.67   | 0.06%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     510000 | PA      | $518078.29    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10845000 | PA      | $4920603.63   | 0.16%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                       | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |    1000000 | PA      | $1054207.88   | 0.03%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                      | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        664 | NS      | $125130.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                 | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       1900 | NS      | $1953352.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $22407.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      40000 | PA      | $48961.51     | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     428000 | NC      | $0.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                        | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      15777 | NS      | $945497.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $44550.00     | 0.00%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-65498.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                                      | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    1320000 | PA      | $184721.50    | 0.01%             | 2025-08-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                 | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283551.20    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                               | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |    1192000 | PA      | $1627363.33   | 0.05%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                               | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      16872 | NS      | $1169129.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-90098.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $204078.00    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-51544.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                              | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       1916 | NS      | $122865.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co Ltd                                   | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       4000 | NS      | $44135.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -38 | NC      | $-90258.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     150000 | PA      | $141546.69    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                   | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       7197 | NS      | $342191.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                    | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      12700 | NS      | $1021334.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -522000 | NC      | $-6101.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co                                                          | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       6879 | NS      | $1047258.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                           | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |       4998 | NS      | $86131.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2718.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                                        | Consolidated Edison Inc                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       1200 | NS      | $120420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                           | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       1600 | NS      | $741024.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     765000 | PA      | $917526.85    | 0.03%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                       | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $228272.57    | 0.01%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                           | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     600000 | PA      | $680099.11    | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Washington H Soul Pattinson &                                  | Washington H Soul Pattinson & Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300G2Q3P6ZVNC1465 | Long             | EC               | CORP              | AU        |       5986 | NS      | $165486.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                     | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1800 | NS      | $432396.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1121227.85   | 0.04%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| DNB Bank ASA                                                   | DNB Bank ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      13648 | NS      | $377429.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $125668.42    | 0.00%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                       | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $219941.30    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                          | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103596.12    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Indigo Credit Management                                       | Indigo Credit Management I DAC                                                  | CUSIP: 000000000<br>LEI: 635400RPIEMF9A3ZKM59 | Long             | ABS-CBDO         | CORP              | IE        |    3550000 | PA      | $4206623.82   | 0.13%             | 2037-10-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                     | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      13694 | NS      | $345309.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     375000 | PA      | $343403.07    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $722381.92    | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6716.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $45640.56     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pro Medicus Ltd                                                | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |        827 | NS      | $154760.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     300000 | PA      | $364887.68    | 0.01%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                              | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4400 | NS      | $742192.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e                                  | Recordati Industria Chimica e Farmaceutica SpA                                  | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |       1014 | NS      | $63734.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sodexo SA                                                      | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       1595 | NS      | $98166.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     180000 | PA      | $183956.13    | 0.01%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     861000 | NC      | $3.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1300000 | PA      | $1533249.17   | 0.05%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $205870.74    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc                                     | Howard Hughes Holdings Inc                                                      | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |       2200 | NS      | $148500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1194.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1215.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                 | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       2664 | NS      | $398481.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO LTD                                      | Anchorage Capital Clo 24 Ltd                                                    | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1004070.80   | 0.03%             | 2037-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $9399.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-609.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $407934.40    | 0.01%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                       | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     130000 | PA      | $165958.43    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28164.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                    | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      11865 | NS      | $299639.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                       | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        854 | NS      | $148877.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6160.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50881.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1157475 | PA      | $1179376.55   | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                                        | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       4700 | NS      | $870440.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1360264.39   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       9149 | NS      | $840152.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-148808.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | E-MINI RUSS 2000                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         66 | NC      | $241579.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     335000 | PA      | $325085.44    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-20667.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       6000 | NS      | $576179.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd                                              | Sekisui House Ltd                                                               | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |       8000 | NS      | $176074.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                           | National Fuel Gas Co                                                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       4000 | NS      | $338840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2965000 | PA      | $2990480.47   | 0.09%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2502886.05   | 0.08%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $40.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     300000 | PA      | $414584.91    | 0.01%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXVIII Ltd                                                 | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7015982.40   | 0.22%             | 2038-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   20500000 | PA      | $997660.48    | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7620.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                  | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        600 | NS      | $80436.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                         | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $399659.59    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kyocera Corp                                                   | Kyocera Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       8200 | NS      | $98484.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     225000 | PA      | $229268.45    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                        | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      15507 | NS      | $288516.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    1750000 | PA      | $2255006.58   | 0.07%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                             | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |       6500 | NS      | $195876.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $175916.54    | 0.01%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                     | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |       7892 | NS      | $97747.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1197.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                       | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      50000 | PA      | $51884.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                              | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      30249 | NS      | $444014.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       5600 | NS      | $234976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     280000 | PA      | $266682.56    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                     | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       1200 | NS      | $404352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    -901000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                    | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      12012 | NS      | $318153.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ST Engineering                                                 | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |      62400 | NS      | $382617.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $28177.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                                   | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |       3454 | NS      | $136568.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $314793.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $106277.52    | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | TENNECO INC                                                                     | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     461713 | PA      | $449477.45    | 0.01%             | 2028-11-17      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                           | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21362 | PA      | $20107.51     | 0.00%             | 2034-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                               | Medibank Pvt Ltd                                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |      23917 | NS      | $79425.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2120.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                          | Kongsberg Gruppen ASA                                                           | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       8760 | NS      | $339729.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                                      | Emera Inc                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $55412.50     | 0.00%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21224.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     420000 | PA      | $393117.14    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                 | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      68238 | NS      | $272515.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                       | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $853489.93    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                     | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      14400 | NS      | $102269.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                        | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       1434 | NS      | $337702.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca CLO                                                      | Avoca CLO XXXII DAC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $294271.67    | 0.01%             | 2039-04-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -19790000 | OU      | $-8040.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                            | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3432000 | PA      | $3435409.35   | 0.11%             | 2034-07-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $290.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $185642.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                        | Inter-American Development Bank                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     300000 | PA      | $314355.60    | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     455000 | PA      | $405575.67    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1617747 | PA      | $1432561.77   | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $118176.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $438134.93    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                          | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       1905 | NS      | $487622.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE                                  | DLLTD PIK-TERM B 1L USD                                                         | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    1200995 | PA      | $1192738.44   | 0.04%             | 2027-05-27      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $26310.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                         | City of Toronto Canada                                                          | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $202254.00    | 0.01%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2346.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                                    | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     230000 | PA      | $233517.75    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      17970 | NS      | $1637246.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Auto Securitization Trust                                 | Ford Auto Securitization Trust                                                  | CUSIP: 345213JP8<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |     500000 | PA      | $366102.44    | 0.01%             | 2029-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                  | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       4600 | NS      | $1418640.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6056.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6920.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                       | Heimstaden Bostad Treasury BV                                                   | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $229309.17    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                             | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     236000 | PA      | $240749.50    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $206969.94    | 0.01%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-39029.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                                     | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     315000 | PA      | $324823.17    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $101370.18    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                      | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        563 | NS      | $114570.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $450274.62    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Orion Oyj                                                      | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |       4396 | NS      | $330726.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEREGA SA                                                      | Terega SA                                                                       | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $626198.22    | 0.02%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103884.06    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                    | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       8610 | NS      | $255143.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     560000 | PA      | $550264.12    | 0.02%             | 2036-10-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       4797 | NS      | $1585792.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1153.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1950850 | PA      | $1635401.14   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | EUR/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1144.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90555 | PA      | $87107.57     | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                     | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       4366 | NS      | $799982.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                                   | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       2000 | NS      | $179840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      49000 | PA      | $50213.32     | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $104649.76    | 0.00%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                             | Teleperformance SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       1323 | NS      | $128499.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $292907.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                                    | PPM CLO 2018-1 Ltd                                                              | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |     618899 | PA      | $619085.65    | 0.02%             | 2031-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                                 | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      18900 | NS      | $224150.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $67800.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-786954.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Management Corp                                           | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       1677 | NS      | $290456.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                               | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      39753 | PA      | $40024.63     | 0.00%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                  | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      16800 | NS      | $433552.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     282000 | PA      | $286126.38    | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2946000 | PA      | $2808826.88   | 0.09%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                                    | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |        600 | NS      | $95076.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                                   | Duolingo Inc                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        200 | NS      | $82004.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Air                                 | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |      84528 | NS      | $398230.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional US Equity Market ETF                               | Dimensional US Equity Market ETF                                                | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |    2337557 | NS      | $156663070.14 | 4.95%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $258.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                     | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       3300 | NS      | $889152.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51149.13     | 0.00%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Novonesis Novozymes B                                          | Novonesis Novozymes B                                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |       2063 | NS      | $148116.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                           | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19867.88     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     795000 | PA      | $810705.82    | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                           | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       1302 | NS      | $909407.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1850.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-41570.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $392483.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                                   | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       5400 | NS      | $1066716.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      48700 | NS      | $1266215.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                    | Swedish Orphan Biovitrum AB                                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |       3945 | NS      | $120066.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Below Inc                                                 | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        700 | NS      | $91826.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $8655.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      32600 | NS      | $820899.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                      | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     160000 | PA      | $139640.09    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                     | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25962.97     | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2024-5YR8                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $834685.04    | 0.03%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                           | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $101221.24    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                            | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $250380.34    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $224678.13    | 0.01%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     360000 | PA      | $363926.55    | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $497378.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                 | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     500000 | PA      | $690983.77    | 0.02%             | 2032-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                           | Ferrovie dello Stato Italiane SpA                                               | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $480979.84    | 0.02%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $44872.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       5200 | NS      | $187069.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                  | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       6600 | NS      | $1382898.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3677.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                              | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        500 | NS      | $59595.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14800.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                         | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     320000 | PA      | $320044.74    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-12533.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AYVENS SA                                                      | Ayvens SA                                                                       | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $484698.15    | 0.02%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                           | Enel Finance International NV                                                   | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $183377.52    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA HOLDCO LTD                                              | ZEGONA HOLDCO LTD                                                               | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |    4075000 | PA      | $4778718.40   | 0.15%             | 2029-07-30      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       2700 | NS      | $267408.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $39215.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     870000 | NC      | $72.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        122 | NC      | $586291.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     336000 | PA      | $429137.08    | 0.01%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                            | PEER HOLDING III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    3125000 | PA      | $3673565.91   | 0.12%             | 2031-07-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                               | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      10800 | NS      | $292930.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                                        | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       2700 | NS      | $832572.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -907000 | NC      | $-489.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                                     | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       6500 | NS      | $176457.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $20109.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15186.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7158.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $32319.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                          | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       2287 | NS      | $614024.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                        | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     110000 | PA      | $96458.28     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        183 | NS      | $146654.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE, INC.                                           | KOREA 10YR BND                                                                  | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |         22 | NC      | $-2141.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1139723 | PA      | $961043.03    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                    | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       1688 | NS      | $292002.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9587.81      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      58000 | PA      | $53062.00     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                          | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       8800 | NS      | $677688.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                              | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |      13200 | NS      | $249637.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                      | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      26500 | NS      | $455020.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                      | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       1500 | NS      | $484140.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                  | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       6100 | NS      | $1119167.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-11241.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $91544.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                                  | Sona Fios CLO II DAC                                                            | CUSIP: 000000000<br>LEI: 6354005FTQMMKJDF3E19 | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2361624.37   | 0.07%             | 2037-02-15      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                               | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |       5685 | NS      | $377743.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $7426.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                            | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      34130 | NS      | $1249280.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                 | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     610000 | PA      | $735334.82    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                       | Alcon AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        836 | NS      | $74138.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group/The                                                  | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      33321 | NS      | $106379.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                             | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       6500 | NS      | $374465.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                       | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      28768 | NS      | $676128.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                       | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | EC               | CORP              | FR        |        517 | NS      | $27095.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-435.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                               | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     238980 | PA      | $239203.50    | 0.01%             | 2031-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                             | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |      14406 | NS      | $272536.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $89789.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       2545 | NS      | $199995.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-50943.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                        | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       9723 | NS      | $1549068.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2025-2 DAC                                           | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $294578.50    | 0.01%             | 2038-07-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | HKD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3204.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                    | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      12500 | NS      | $412419.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                           | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |     227467 | NS      | $22564726.40  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES INC                                              | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      50000 | PA      | $44469.74     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26533.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                     | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17132 | NS      | $235565.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       3287 | NS      | $223844.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                              | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        466 | NS      | $77932.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $489461.78    | 0.02%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                               | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |    2540821 | PA      | $2984682.36   | 0.09%             | 2031-07-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                             | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      13243 | NS      | $202806.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Global Real Estate Fund                                   | PGIM Global Real Estate Fund                                                    | CUSIP: 744336876<br>LEI: RM1TNBCZCD8HWGSSZZ84 | Long             | EC               | RF                | US        |     106330 | NS      | $2174449.69   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5840000 | PA      | $2426119.31   | 0.08%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -13080000 | OU      | $-1005.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -431000 | NC      | $-2200.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                              | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $94299.85     | 0.00%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                         | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $222038.86    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-18805.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                               | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |      62000 | NS      | $441363.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56683.92     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     115000 | PA      | $110004.53    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                                            | Nassau Euro CLO IV DAC                                                          | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |    9000000 | PA      | $10679673.88  | 0.34%             | 2038-07-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | EURO ESTR                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         31 | NC      | $-1199.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                      | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |       3161 | NS      | $409797.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-83.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $372698.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                     | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |       4364 | NS      | $100207.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Oyj                                                       | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       1602 | NS      | $105540.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $25425.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-63255.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                             | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      14815 | NS      | $1028457.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $124639.09    | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                          | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      22500 | NS      | $217824.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                              | Wellfleet CLO 2020-1 Ltd                                                        | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   12250000 | PA      | $12272410.15  | 0.39%             | 2033-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                             | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $232427.92    | 0.01%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10651.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-25974.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                                       | MSCI Inc                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        800 | NS      | $461392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      20000 | PA      | $21438.72     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-35426.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                           | Province of Nova Scotia Canada                                                  | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |     400000 | PA      | $231068.67    | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -861000 | NC      | $-3839.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $86678.84     | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84758.57     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10221.52     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                  | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $665621.85    | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                             | Viking Cruises Ltd                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     700000 | PA      | $697725.00    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| St Pauls CLO                                                   | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |     927885 | PA      | $1090248.19   | 0.03%             | 2030-04-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17404.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                 | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        333 | NS      | $705193.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-87413.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $220000.00    | 0.01%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     545000 | PA      | $479729.43    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                               | Smiths Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       9609 | NS      | $296383.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $206629.12    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                       | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     584000 | PA      | $540728.44    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     420000 | PA      | $417867.19    | 0.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14789.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $360191.20    | 0.01%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp                                             | Rithm Capital Corp                                                              | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      15000 | NS      | $169350.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-65703.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                                  | Ares European CLO XI DAC                                                        | CUSIP: 000000000<br>LEI: 6354007OH9MZ1YTNJL79 | Long             | ABS-CBDO         | CORP              | IE        |    5497955 | PA      | $6463503.36   | 0.20%             | 2032-04-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283656.40    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     394000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5690.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                   | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49050.12     | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81551.19     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   10370000 | NC      | $554.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                           | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $124214.83    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                                | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  296369046 | NS      | $296369045.90 | 9.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-7288.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                       | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     290000 | PA      | $252973.17    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                        | TRS TRSBENCH21 INDEX                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $61565.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IX DAC                                        | Invesco Euro CLO IX DAC                                                         | CUSIP: 000000000<br>LEI: 635400ML4YCTUEI2O180 | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1767278.39   | 0.06%             | 2038-07-20      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93500.26     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $27972.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126872.25    | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                           | Woolworths Group Ltd                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       4025 | NS      | $82447.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                      | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      11303 | NS      | $496813.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                           | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       5395 | NS      | $1004171.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio                             | PSF PGIM High Yield Bond Portfolio                                              | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |     518223 | NS      | $3902221.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                             | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       1300 | NS      | $87737.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                       | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120742.23    | 0.00%             | 2031-03-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                         | MatsukiyoCocokara & Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      11500 | NS      | $236561.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                      | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        700 | NS      | $270816.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     216000 | PA      | $222049.24    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                               | Bellis Finco PLC                                                                | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $3140046.69   | 0.10%             | 2027-02-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-37727.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                  | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1002386.65   | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                         | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |        962 | NS      | $68557.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                     | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       4800 | NS      | $93278.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                    | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $44640.00     | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $84845.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                   | CD 2017-CD5 Mortgage Trust                                                      | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340000 | PA      | $331031.79    | 0.01%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -105 | NC      | $8528.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     206000 | PA      | $199717.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                       | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       5427 | NS      | $294130.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                                 | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        600 | NS      | $131280.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $302319.13    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                       | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $584793.28    | 0.02%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                        | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $707691.35    | 0.02%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   -4410000 | OU      | $-1208.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  169950000 | PA      | $1082559.61   | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     430000 | PA      | $378523.65    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1167324.89   | 0.04%             | 2030-11-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      11216 | NS      | $2488493.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd                                                    | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |      11500 | NS      | $278982.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                              | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      51100 | NS      | $880094.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       7000 | NS      | $205800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                          | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      26100 | NS      | $1122039.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2003.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2420.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-107008.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                     | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       8586 | NS      | $579039.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROATIA                                                        | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    1000000 | PA      | $1097331.10   | 0.03%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-9291.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     115000 | PA      | $108155.13    | 0.00%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23183.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                           | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      18500 | NS      | $1161985.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $258183.08    | 0.01%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                     | US Bancorp                                                                      | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     800000 | PA      | $970668.49    | 0.03%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     790000 | PA      | $798393.75    | 0.03%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-10665.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                                     | AddTech AB                                                                      | CUSIP: 000000000<br>LEI: 549300QZ5U2IDRHPWL60 | Long             | EC               | CORP              | SE        |       2071 | NS      | $70603.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     451000 | NC      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2100000 | PA      | $1425175.29   | 0.05%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                     | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      39600 | NS      | $959904.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23291.61     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                      | Anchorage Capital Clo 11 Ltd                                                    | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6026119.80   | 0.19%             | 2037-07-22      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                 | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |      36000 | NS      | $160473.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF ILE DE FRANCE                                        | Region of Ile de France                                                         | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $236165.50    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                   | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     135000 | PA      | $140689.41    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $259900.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                       | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |      18378 | NS      | $246031.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                                   | TSB Bank PLC                                                                    | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $833901.67    | 0.03%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                                     | Henley CLO IV DAC                                                               | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |    1429000 | PA      | $1679083.00   | 0.05%             | 2034-04-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                 | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       2900 | NS      | $1529141.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                             | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |       2300 | NS      | $269100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-207638.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                        | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6015.09      | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                     | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      10600 | NS      | $244136.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26466.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-364970.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     295000 | PA      | $269517.25    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16903.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $92348.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                                 | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |      11744 | NS      | $257953.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                                         | Zensho Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |       1700 | NS      | $102894.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $654.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                 | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |    7250000 | PA      | $7284710.10   | 0.23%             | 2037-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                        | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $508499.52    | 0.02%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-244195.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                    | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       2500 | NS      | $484525.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                       | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     200000 | PA      | $241680.00    | 0.01%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $98775.01     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Corp                                                | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      49300 | NS      | $985106.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $246626.94    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Chocoladefabriken Lindt & Spru                                 | Chocoladefabriken Lindt & Spruengli AG                                          | CUSIP: 000000000<br>LEI: 529900JYJNNOKKAGK736 | Long             | EC               | CORP              | CH        |          3 | NS      | $50560.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                         | Deutsche Bahn Finance GMBH                                                      | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $319170.26    | 0.01%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       3500 | NS      | $895230.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                    | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        568 | NS      | $170314.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20017.92     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1956.13      | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                              | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     120000 | PA      | $155138.19    | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                            | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      11100 | NS      | $1135641.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $582925.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50057 | PA      | $48064.17     | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                   | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       3800 | NS      | $199900.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                     | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |       1781 | NS      | $238704.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     305000 | PA      | $308002.34    | 0.01%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $206690.95    | 0.01%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                | Contego Clo V DAC                                                               | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |    8100000 | PA      | $9500805.91   | 0.30%             | 2037-10-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                          | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1700000 | PA      | $1065496.81   | 0.03%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     192000 | PA      | $189681.63    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     220000 | PA      | $214320.68    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 9 DAC                                                         | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |    8000000 | PA      | $9446322.18   | 0.30%             | 2037-04-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16330.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                              | Trimaran Cavu 2019-1 Ltd                                                        | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6996287.20   | 0.22%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56387.74     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      16192 | NS      | $988137.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER                                         | Gabon Blue Bond Master Trust Series 2                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |     500000 | PA      | $499010.00    | 0.02%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                          | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       1950 | NS      | $521703.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CNH CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   10370000 | NC      | $33522.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                       | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $325513.53    | 0.01%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      11690 | NS      | $239060.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                   | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       1607 | NS      | $635777.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                          | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       5387 | NS      | $663947.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1710000 | PA      | $1756757.81   | 0.06%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123581.09    | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                       | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     995000 | PA      | $992715.61    | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                             | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |    2900000 | PA      | $2913173.25   | 0.09%             | 2036-01-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                               | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       6200 | NS      | $363506.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BULGARIA                                                       | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     600000 | PA      | $779878.29    | 0.02%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                 | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       2600 | NS      | $1375790.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                            | Emerson Electric Co                                                             | CUSIP: 291011BU7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1294194.12   | 0.04%             | 2031-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-7003.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |       2400 | NS      | $751536.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Micro Devices Inc                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1700 | NS      | $241230.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1845000 | PA      | $714525.53    | 0.02%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                              | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       6506 | NS      | $292162.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42748.38     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  193150000 | OU      | $0.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-337236.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     200000 | PA      | $282738.45    | 0.01%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6965.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20000.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $11783.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                            | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     115000 | PA      | $93797.56     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                      | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |      17500 | NS      | $107759.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $89178.09     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       1600 | NS      | $748512.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                        | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     750000 | PA      | $899603.36    | 0.03%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $73308.91     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                                      | FIRST ABU DHABI BANK PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    2200000 | PA      | $307337.69    | 0.01%             | 2025-07-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-538984.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                 | Bain Capital Credit CLO 2022-4 Ltd                                              | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1500000 | PA      | $1506000.00   | 0.05%             | 2037-10-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     200000 | PA      | $188224.00    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                    | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      10911 | NS      | $282789.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                     | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |       3311 | NS      | $102841.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $258603.68    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                  | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      15527 | NS      | $1353488.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                      | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     429709 | PA      | $440954.30    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |        333 | NS      | $27654.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $443165.74    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     742000 | NC      | $169.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                    | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      52400 | NS      | $826348.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                 | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $367408.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $97081.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP PARIBAS SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $712792.93    | 0.02%             | 2028-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         12 | NC      | $-4392.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $84352.64     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $40.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -435000 | NC      | $-3123.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3090000 | PA      | $3089758.59   | 0.10%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                          | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     600000 | PA      | $721965.56    | 0.02%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                         | AUST 10Y BOND                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        -25 | NC      | $-9384.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                                   | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |       7142 | NS      | $106932.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      65000 | PA      | $60428.43     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-71422.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $5184.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                           | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        444 | NS      | $165332.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1147366.15   | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     255000 | PA      | $265003.65    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $193738.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                       | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $591538.19    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $262380.43    | 0.01%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                         | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $239574.95    | 0.01%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $351617.72    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                  | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     825000 | PA      | $750744.14    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     841632 | PA      | $844065.91    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                          | Fast Retailing Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |        800 | NS      | $274291.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                     | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       1500 | NS      | $313080.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                       | United States International Development Finance Corp                            | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |     305556 | PA      | $297981.76    | 0.01%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34145.04     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                   | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     189000 | PA      | $193558.28    | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $207368.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2157.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -451000 | NC      | $-30.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/RON FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1927.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $409800.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                 | ICG US CLO 2018-1 LTD                                                           | CUSIP: 449258AA0<br>LEI: 63540028G9FPZW4LFZ33 | Long             | ABS-CBDO         | CORP              | KY        |     217455 | PA      | $217609.26    | 0.01%             | 2031-04-21      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                              | NatWest Group PLC                                                               | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199339.62    | 0.01%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                  | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-15878.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1481580.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-203079.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -2430000 | NC      | $-23365.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     700000 | PA      | $668127.25    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -15830000 | OU      | $-5092.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |         91 | NS      | $169232.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40915.65     | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                          | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     886822 | PA      | $887467.58    | 0.03%             | 2030-10-12      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     313000 | PA      | $220840.28    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Schindler Holding AG                                           | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |        144 | NS      | $52313.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Jennison Natural Resource Fund                            | PGIM Jennison Natural Resource Fund                                             | CUSIP: 74441K602<br>LEI: GZH8OOEW70J2A1DFJE03 | Long             | EC               | RF                | US        |      31096 | NS      | $1881904.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351225.16    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36708.01     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     350000 | PA      | $358705.98    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    4150000 | PA      | $24721.21     | 0.00%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Monument CLO                                                   | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |   12000000 | PA      | $14183008.03  | 0.45%             | 2037-05-15      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17689.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                             | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       2328 | NS      | $262935.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                       | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      10100 | NS      | $3586005.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                            | General Electric Co                                                             | CUSIP: 000000000<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $123025.10    | 0.00%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                       | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       4538 | NS      | $662638.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $305163.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $603.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                                    | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       1800 | NS      | $727596.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CYPRUS                                             | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    1500000 | PA      | $1292275.94   | 0.04%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Coupang Inc                                                    | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      14200 | NS      | $425432.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     494937 | PA      | $487141.47    | 0.02%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $972489.16    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                        | Autostrade per l'Italia SpA                                                     | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $120622.08    | 0.00%             | 2036-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Glencore PLC                                                   | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |      85375 | NS      | $332675.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       3170 | NS      | $1014780.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-18641.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                      | Axis Capital Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       1400 | NS      | $145348.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    -742000 | NC      | $-7312.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crane Co                                                       | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       2000 | NS      | $379780.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                 | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      12191 | NS      | $1717224.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings Inc                                             | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      42900 | NS      | $212648.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      80000 | PA      | $80482.80     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15572.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -10370000 | NC      | $-23875.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                         | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1148513.03   | 0.04%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                            | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     888000 | PA      | $887095.61    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -521000 | NC      | $-1690.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                   | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |       8731 | NS      | $494106.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                    | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2100 | NS      | $54771.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                 | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       5774 | NS      | $2061260.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                          | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      18700 | NS      | $1744710.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAM CARTER                                                 | William Carter Co/The                                                           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2568956.69   | 0.08%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3360.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                                   | Mirvac Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     120211 | NS      | $174421.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     465000 | PA      | $466362.73    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                      | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |       8110 | NS      | $221314.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2674.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33464.04     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                       | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        981 | NS      | $214812.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                      | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       4529 | NS      | $354213.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $107905.59    | 0.00%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     250000 | PA      | $234625.36    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Option One Mortgage Loan Trust                                 | Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5                     | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16891 | PA      | $17564.34     | 0.00%             | 2033-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     200000 | PA      | $201968.90    | 0.01%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65851.83     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUNDESSCHATZANWEISUNGEN                                        | Bundesschatzanweisungen                                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    2630000 | PA      | $3104360.97   | 0.10%             | 2026-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -3569000 | NC      | $-61969.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41973.38     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                        | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     425000 | PA      | $415118.68    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                           | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        500 | NS      | $131255.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $135423.70    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                      | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       7900 | NS      | $260873.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     185000 | PA      | $187042.14    | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     220000 | PA      | $113709.50    | 0.00%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33176.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    1550000 | NC      | $204.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                    | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       4200 | NS      | $144323.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                         | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     950000 | PA      | $578221.14    | 0.02%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PSF PGIM Jennison Value                                        | (PI62580) PSF PGIM Jennison Value                                               | CUSIP: 000000000<br>LEI: P7GE1Q1TW25H6LI8ZC55 | Long             | EC               | RF                | US        |     178205 | NS      | $11463931.57  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     338529 | PA      | $56206.07     | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                               | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      15858 | NS      | $969283.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     745000 | NC      | $75.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                               | CVC Cordatus Loan Fund XIV DAC                                                  | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-CBDO         | CORP              | IE        |     879194 | PA      | $1034640.38   | 0.03%             | 2032-05-22      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                               | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       6600 | NS      | $678018.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $939044.34    | 0.03%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                              | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |        800 | NS      | $98872.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                    | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       3000 | NS      | $357900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5994.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-982.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     800000 | PA      | $919394.69    | 0.03%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32507.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     280000 | PA      | $284898.60    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                                    | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      12000 | NS      | $148493.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42844.31     | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                                        | Freeport Terminal Malta PLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     300000 | PA      | $317404.73    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |       1638 | NS      | $51618.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | CHF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1409.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                              | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14326.16     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Inpex Corp                                                     | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       9500 | NS      | $133353.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1747909 | PA      | $1776916.70   | 0.06%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                       | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     500000 | PA      | $305663.67    | 0.01%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                      | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      13700 | NS      | $309163.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                                   | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      14218 | NS      | $1494596.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     650000 | PA      | $639073.28    | 0.02%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group In                                 | Sumitomo Mitsui Trust Group Inc                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       1600 | NS      | $42555.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                                 | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |      52000 | NS      | $166711.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    2714000 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21538.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                  | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      85871 | NS      | $708680.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                            | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       6907 | NS      | $395109.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                      | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      34986 | NS      | $123644.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp                                              | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      11654 | NS      | $1134400.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BULGARIAN ENERGY HLD                                           | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     300000 | PA      | $340684.34    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                 | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     186064 | PA      | $187178.20    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                  | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       2700 | NS      | $945216.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                              | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      81221 | NS      | $570411.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     340000 | PA      | $322525.56    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                       | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     796800 | PA      | $709040.45    | 0.02%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2155000 | PA      | $1954347.95   | 0.06%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-26531.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39623.64     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1698.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                                         | Paylocity Holding Corp                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       1200 | NS      | $217428.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                                   | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $115312.50    | 0.00%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     385000 | PA      | $377855.02    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PGIM Institutional Money Market Fund - D                       | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   26523459 | NS      | $26504892.47  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS REPUBLIC OF ESTONIA                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2613.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                                    | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      11917 | NS      | $626715.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-400.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5827.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                    | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      15638 | NS      | $1898095.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $411811.37    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                     | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        500 | NS      | $84470.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     250000 | PA      | $262510.81    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                                       | Adyen NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        128 | NS      | $235076.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                      | Kesko Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |       6166 | NS      | $152079.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7880.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                              | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       1815 | NS      | $263820.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         14 | NC      | $8750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getlink SE                                                     | Getlink SE                                                                      | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |       1956 | NS      | $37758.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     600000 | PA      | $757869.48    | 0.02%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                               | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81524.86     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                                                        | NGC 2024-I Ltd                                                                  | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5023754.00   | 0.16%             | 2037-07-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     500000 | PA      | $476729.38    | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                   | JELD-WEN Inc                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     750000 | PA      | $698020.37    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $362431.66    | 0.01%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-61885.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $251725.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                               | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    2859000 | PA      | $2864063.29   | 0.09%             | 2034-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                   | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       3000 | NS      | $156653.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                 | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1000 | NS      | $105460.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-9406.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                                 | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       3900 | NS      | $218634.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                       | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     400000 | PA      | $356284.00    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $244707.33    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -78 | NC      | $10314.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocean Trails CLO                                               | Ocean Trails CLO XV Ltd                                                         | CUSIP: 67515BAA0<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |    4000000 | PA      | $4011458.40   | 0.13%             | 2037-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                    | Equifax Inc                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        600 | NS      | $155622.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $181285.72    | 0.01%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $63061.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      25000 | PA      | $25296.78     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      21818 | NS      | $299171.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     476000 | PA      | $461367.50    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                                 | City of Ottawa Ontario                                                          | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |     150000 | PA      | $102159.56    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                         | FUJIFILM Holdings Corp                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       4800 | NS      | $103946.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                   | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      53337 | NS      | $1169023.79   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $292487.25    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109828.10    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     750000 | NC      | $2.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      38004 | NS      | $6697444.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta VIII Funding Ltd                                       | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12547140.00  | 0.40%             | 2037-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1100000 | PA      | $1110673.74   | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2022-2 DAC                                           | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |    7000000 | PA      | $8247460.74   | 0.26%             | 2038-01-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                       | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     700000 | PA      | $676756.80    | 0.02%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS ISRAEL ELECTRIC CORP LTD                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $9473.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                       | Motability Operations Group PLC                                                 | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119426.46    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                        | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       9500 | NS      | $558663.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                                                  | Celanese Corp                                                                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       5000 | NS      | $276650.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                         | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       7700 | NS      | $827057.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL                                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1172099.25   | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4685.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55995.23     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                   | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     118794 | NS      | $193927.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-203982.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $214776.00    | 0.01%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $26261.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-40208.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1144480.83   | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $686.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     340000 | PA      | $348506.97    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                                | MonotaRO Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4100 | NS      | $80712.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     135000 | PA      | $137163.24    | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AST Large-Cap Growth Portfolio                                 | AST Large-Cap Growth Portfolio                                                  | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |    1005343 | NS      | $101328570.94 | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1380000 | PA      | $1333852.80   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7965000 | PA      | $3450645.90   | 0.11%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $149.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                    | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422772 | PA      | $422731.67    | 0.01%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -435000 | NC      | $-1315.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                       | Nova Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |        734 | NS      | $208077.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54154 | PA      | $8209.57      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                         | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |       4359 | NS      | $186760.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                            | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      14040 | NS      | $554722.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                                     | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       6942 | NS      | $1783109.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                       | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $198519.78    | 0.01%             | 2042-10-18      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $494997.31    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| IBM                                                            | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       2840 | NS      | $837175.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $312386.20    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     958000 | PA      | $1359984.81   | 0.04%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amer Sports Inc                                                | Amer Sports Inc                                                                 | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | FI        |      16900 | NS      | $655044.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                              | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       3000 | NS      | $155430.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                            | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       5200 | NS      | $1338428.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     284000 | PA      | $258612.23    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22250.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                    | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $148711.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                       | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $118141.32    | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14618.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14017.29     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     405000 | PA      | $238443.75    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    5579000 | NC      | $737.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                      | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |       6732 | NS      | $57233.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     875000 | PA      | $878517.50    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1263116.14   | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                  | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      89800 | NS      | $813448.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                             | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       6590 | NS      | $2416157.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2827900 | PA      | $19811.70     | 0.00%             | 2026-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16821.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $141914.85    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $178877.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                              | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       3000 | NS      | $307710.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $36631.49     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                    | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1900 | NS      | $423453.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     500000 | PA      | $691339.84    | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                  | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       6500 | NS      | $1454505.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                            | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       2379 | NS      | $525806.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-53100.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | ERIS SOFR 1YR                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -55 | NC      | $-4294.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2158.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     950000 | PA      | $999043.60    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     870000 | NC      | $72.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     180000 | PA      | $148317.34    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                     | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      21475 | NS      | $929223.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC LTD                                              | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     700000 | PA      | $793458.29    | 0.03%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $212928.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2318517.64   | 0.07%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                               | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $675318.74    | 0.02%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                      | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      11853 | NS      | $165230.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2767.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                   | Ares Loan Funding IX Ltd                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4050000 | PA      | $4050315.09   | 0.13%             | 2038-03-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                                                  | H&R Block Inc                                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       2100 | NS      | $115269.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                    | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       6732 | NS      | $179702.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8172.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                     | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |       4274 | NS      | $151527.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       8800 | NS      | $4274776.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Sartorius Stedim Biotech                                       | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |        460 | NS      | $110060.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                             | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      14380 | NS      | $10613734.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1738000 | NC      | $-14104.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $28315.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     544000 | PA      | $380800.00    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1701 | NC      | $2126917.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $736.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3042.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      95000 | PA      | $97453.92     | 0.00%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                               | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |       9000 | NS      | $104693.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $669233.91    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     240000 | PA      | $247567.02    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1638339 | PA      | $1638646.45   | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     110000 | PA      | $115038.68    | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-166.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     840000 | PA      | $782468.06    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      45000 | PA      | $50615.19     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                          | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       5771 | NS      | $1198175.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Empower CLO Ltd.                                               | Empower CLO 2025-1 Ltd                                                          | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001435.00   | 0.03%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-82833.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-24727.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                                   | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       2304 | NS      | $191508.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     655000 | PA      | $628610.37    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         31 | NC      | $193.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |     442500 | OU      | $2917.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                     | Atlas Senior Loan Fund XXIII Ltd                                                | CUSIP: 04942HAE5<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |   10000000 | PA      | $10025321.00  | 0.32%             | 2037-07-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                            | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       1800 | NS      | $144072.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                  | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       7900 | NS      | $672448.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                      | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       4600 | NS      | $546305.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                             | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       1600 | NS      | $164768.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd                                               | Isuzu Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |       5800 | NS      | $73474.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                      | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |       1100 | NS      | $61139.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                              | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      22600 | NS      | $272470.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                      | Repsol SA                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       6082 | NS      | $88957.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                      | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       4400 | NS      | $62313.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       8077 | NS      | $1505714.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master O                                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $401704.32    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Monday.com Ltd                                                 | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |        400 | NS      | $125792.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ESTONIA                                            | Estonia Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |     140000 | PA      | $174860.55    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     610000 | PA      | $605558.24    | 0.02%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5068.63      | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                               | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |       5200 | NS      | $133379.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15133.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                                   | Anchorage Capital Europe CLO 2021-4 DAC                                         | CUSIP: 000000000<br>LEI: 635400DODOOELVF8BK72 | Long             | ABS-CBDO         | CORP              | IE        |    2357000 | PA      | $2777388.80   | 0.09%             | 2034-04-25      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                                      | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |       3726 | NS      | $202959.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vontier Corp                                                   | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       6500 | NS      | $239850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | C$ CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -15 | NC      | $-6421.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-51268.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd                                                    | Genpact Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |       2800 | NS      | $123228.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamazaki Baking Co Ltd                                         | Yamazaki Baking Co Ltd                                                          | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       9500 | NS      | $212658.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                              | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     900000 | PA      | $790911.00    | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                               | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     500000 | PA      | $585662.02    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                     | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |      10300 | NS      | $156352.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc                                                    | Cummins Inc                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        500 | NS      | $163750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA/France                                              | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |       1601 | NS      | $101510.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $359837.03    | 0.01%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                             | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      20500 | NS      | $464350.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $5852.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc                                                      | Canon Inc                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       2000 | NS      | $58007.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp                                     | Nippon Sanso Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |       1400 | NS      | $52978.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                         | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $35719.59     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                        | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     300000 | PA      | $297479.49    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-63010.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   11235000 | PA      | $623733.25    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                     | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      32981 | NS      | $1492390.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                          | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       5024 | NS      | $1097693.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS REPUBLIC OF SOUTH AFRICA                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $10380.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                                        | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     300000 | PA      | $317404.73    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     560000 | PA      | $570180.41    | 0.02%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6017.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508725.05    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                      | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      18268 | NS      | $278188.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $47411.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                   | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      70000 | PA      | $72432.85     | 0.00%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                           | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |       4000 | NS      | $133598.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29608.64     | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                      | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |       4719 | NS      | $987218.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                            | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       6300 | NS      | $1058400.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                        | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1040000 | PA      | $1135491.03   | 0.04%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -428000 | NC      | $-6137.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       2688 | NS      | $2153993.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                     | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       9527 | NS      | $2026964.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                        | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       2892 | NS      | $456822.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                          | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92262.93     | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-304751.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                       | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      53899 | NS      | $33465889.10  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                          | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     494000 | PA      | $566318.00    | 0.02%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                 | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    6110000 | PA      | $299486.87    | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dimensional International Core Equity Market ETF               | Dimensional International Core Equity Market ETF                                | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |     652572 | NS      | $22559414.04  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $36416.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $12039.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5590000 | PA      | $2645184.89   | 0.08%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $23307.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                             | Province of Quebec Canada                                                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2030000 | PA      | $1490089.32   | 0.05%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                                   | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      18700 | NS      | $824202.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69444 | PA      | $69698.77     | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                          | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        800 | NS      | $90152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                          | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     475000 | PA      | $501398.02    | 0.02%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-54962.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3267.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                        | OHA Credit Partners XVII Ltd                                                    | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1504886.10   | 0.05%             | 2038-01-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                             | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        332 | NS      | $250128.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $23810.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307932 | PA      | $300781.08    | 0.01%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                       | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      22217 | NS      | $724940.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FINANCING SA                                            | Altice Financing SA                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     725000 | PA      | $529091.23    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                       | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       2900 | NS      | $215934.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | EUR/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8340.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $81173.69     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                   | Carlsberg AS                                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |        234 | NS      | $33153.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                              | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      13912 | NS      | $471227.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                            | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      12600 | NS      | $840924.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corp                                                | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       5263 | NS      | $1537690.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2186605.47   | 0.07%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                 | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $408611.28    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Dexcom Inc                                                     | Dexcom Inc                                                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       7800 | NS      | $680862.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LA POSTE SA                                                    | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104894.09    | 0.00%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $44027.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                                       | CTS Eventim AG & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |       1250 | NS      | $155438.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                                  | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        800 | NS      | $586224.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       6138 | NS      | $374647.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     585000 | PA      | $261036.99    | 0.01%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                             | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1260000 | PA      | $1477259.73   | 0.05%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-16281.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                         | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       5200 | NS      | $1133444.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                                   | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |       1200 | NS      | $377016.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $34009.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                      | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27221.64     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                       | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         79 | NS      | $214158.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                       | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       4321 | NS      | $637219.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                                     | Geberit AG                                                                      | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        450 | NS      | $354395.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112544.93    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8700000 | PA      | $6697640.63   | 0.21%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-25113.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-8037.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1738000 | NC      | $36.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                        | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |       1238 | NS      | $61230.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                       | Universal Music Group NV                                                        | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |       2960 | NS      | $96024.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9420000 | PA      | $4964634.38   | 0.16%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                                | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      12800 | NS      | $260863.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    2205000 | OU      | $0.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                        | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      10800 | NS      | $842184.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                        | KBR Inc                                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       1900 | NS      | $91086.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1841097.83  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                 | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       4490 | NS      | $3500089.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $201294.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                       | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      71226 | NS      | $943933.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2386.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                         | Province of Manitoba Canada                                                     | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     625000 | PA      | $367102.12    | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux MPC Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     372000 | PA      | $386880.00    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                         | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3100 | NS      | $153695.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                  | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2453748.84   | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                     | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       2937 | NS      | $1493435.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                                | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        500 | NS      | $520120.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     325000 | PA      | $319729.42    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                          | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $127159.70    | 0.00%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-14067.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     745000 | PA      | $716845.54    | 0.02%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $138302.00    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                        | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |      42689 | NS      | $786572.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                           | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        700 | NS      | $92015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                                            | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |      31100 | NS      | $287234.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AST Small-Cap Equity Portfolio                                 | AST Small-Cap Equity Portfolio                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |     300655 | NS      | $23547294.59  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| YARA INTERNATIONAL ASA                                         | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     860000 | PA      | $860507.40    | 0.03%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21232.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $29512.21     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS CDX.EM.43.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-612069.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     123837 | NS      | $713351.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                             | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     385000 | PA      | $387241.36    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     905000 | PA      | $925487.78    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                                 | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |       2708 | NS      | $188226.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                         | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       6371 | NS      | $748434.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -15830000 | OU      | $-35728.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $348423.47    | 0.01%             | 2031-03-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5740000 | PA      | $5753677.34   | 0.18%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                            | Avery Dennison Corp                                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        500 | NS      | $87735.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                                  | Insurance Australia Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |      16684 | NS      | $99186.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                  | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596095.16    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     450000 | PA      | $458450.15    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                             | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      36400 | NS      | $745108.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     550000 | PA      | $566277.45    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-22712.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-9583.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                       | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $259035.76    | 0.01%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                          | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $250785.60    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Stifel Financial Corp                                          | Stifel Financial Corp                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       1200 | NS      | $124536.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8240000 | PA      | $7551187.50   | 0.24%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     600000 | PA      | $605693.76    | 0.02%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101177.22    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       7961 | NS      | $1179660.98   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNPP IP Euro CLO                                               | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |    2854494 | PA      | $3352860.01   | 0.11%             | 2031-04-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                  | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      38700 | NS      | $419895.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $94465.31     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                  | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $123684.75    | 0.00%             | 2029-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                    | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     100000 | PA      | $125746.16    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                                    | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       4600 | NS      | $141670.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     500000 | PA      | $586704.50    | 0.02%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                         | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      13000 | NS      | $317980.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                            | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |         75 | NS      | $33319.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                   | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $148965.75    | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                            | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |       3400 | NS      | $247200.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                             | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    1740000 | PA      | $1672575.00   | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13757.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                    | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      43554 | NS      | $83227.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                   | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       2100 | NS      | $184401.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                      | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      17564 | NS      | $1746324.82   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                            | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       3800 | NS      | $489896.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                   | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      11500 | NS      | $624220.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                                    | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |       1065 | NS      | $187648.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                         | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      30000 | PA      | $21599.33     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                              | Levi Strauss & Co                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182975.53    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                      | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |      21350 | NS      | $199860.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $130874.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REC LTD                                                        | REC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $194300.00    | 0.01%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $398218.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                    | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     375000 | PA      | $335834.73    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                       | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |      21696 | NS      | $131340.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     400000 | PA      | $429480.57    | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                               | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      18750 | NS      | $360151.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40304.33     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $153.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                                       | MarketAxess Holdings Inc                                                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        600 | NS      | $134004.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     860000 | PA      | $859198.23    | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $222.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                             | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      21706 | NS      | $295364.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G64<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $351699.57    | 0.01%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                  | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        425 | NS      | $223125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132267.04    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2149652.79   | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                            | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        600 | NS      | $146112.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                              | Veeva Systems Inc                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       1100 | NS      | $316778.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                    | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       1116 | NS      | $259894.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                    | Moncler SpA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |       2054 | NS      | $117163.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     255000 | PA      | $263401.31    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                         | Vanguard Short-Term Corporate Bond ETF                                          | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |      21524 | NS      | $1711158.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Jennison Emerging Markets                                 | PGIM Jennison Emerging Markets                                                  | CUSIP: 743969628<br>LEI: N/A                  | Long             | EC               | RF                | US        |      39915 | NS      | $763177.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1123953.27   | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                        | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      36843 | NS      | $259411.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                         | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $81881.32     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $396129.80    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS COP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-29185.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                               | CVC Cordatus Loan Fund XV DAC                                                   | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |    8927784 | PA      | $10498987.20  | 0.33%             | 2032-08-26      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                    | Kemper Corp                                                                     | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       1500 | NS      | $96810.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4434.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | eG Global Finance PLC                                                           | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1321500.00   | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                     | Hongkong Land Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |       8600 | NS      | $49650.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-421.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                     | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        625 | NS      | $278250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $121861.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $349132.76    | 0.01%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                         | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $578152.91    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1503475 | PA      | $55864.46     | 0.00%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       9531 | NS      | $1326421.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $28575.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     325000 | PA      | $324492.35    | 0.01%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       2200 | NS      | $892012.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNCF RESEAU                                                    | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $93023.51     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                          | Daikin Industries Ltd                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |        300 | NS      | $35215.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                        | ITT Inc                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       2400 | NS      | $376392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ericsson                                                       | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      39531 | NS      | $337805.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4717.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                       | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $107723.53    | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-667055.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                           | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     795000 | PA      | $790427.23    | 0.02%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                         | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    1500000 | PA      | $1516875.00   | 0.05%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                     | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       2547 | NS      | $1033658.04   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                       | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     600000 | PA      | $543329.44    | 0.02%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                             | THREE MONTH ESTR                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          8 | NC      | $-361.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HOTCHKIS & WILEY LRG CA                                        | AST HOTCHKIS & WILEY LARGE CAP VALUE                                            | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |     695825 | NS      | $38312127.70  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Getinge AB                                                     | Getinge AB                                                                      | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |       5610 | NS      | $112709.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                         | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       1400 | NS      | $760774.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEG ENERGY CORP                                                | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $34965.00     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                           | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |       7024 | NS      | $156540.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                          | Toronto-Dominion Bank/The                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $614801.55    | 0.02%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                     | Progress Residential 2025-SFR3 Trust                                            | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     280000 | PA      | $263192.66    | 0.01%             | 2030-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                         | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      30593 | NS      | $1502270.53   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37176.63     | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     210000 | PA      | $75481.02     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                    | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     425000 | PA      | $394672.74    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      25000 | PA      | $27967.18     | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                     | LANXESS AG                                                                      | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |       5212 | NS      | $155397.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VF Corp                                                        | VF Corp                                                                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       7800 | NS      | $91650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $940.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -435000 | NC      | $-3123.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                              | Hannover Rueck SE                                                               | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |        349 | NS      | $109974.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                              | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       4600 | NS      | $926026.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                                 | Science Applications International Corp                                         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        900 | NS      | $101349.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                              | Suncorp Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |       1670 | NS      | $23800.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                               | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |       8300 | NS      | $289214.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5805.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                        | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                      | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |    7000000 | PA      | $991276.20    | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -363 | NC      | $-1567529.72  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     857000 | NC      | $0.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     575000 | PA      | $594344.74    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                           | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $232982.00    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1290639.76   | 0.04%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     390000 | PA      | $412433.85    | 0.01%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1980000 | PA      | $1983403.13   | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -902000 | NC      | $-0.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                                   | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |     400000 | PA      | $465667.19    | 0.01%             | 2026-07-24      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Fund                             | AST PGIM Fixed Income Central Fund                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |   83612109 | NS      | $962375373.18 | 30.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                            | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       2100 | NS      | $94059.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $378035.58    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47655.61     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Obic Co Ltd                                                    | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4700 | NS      | $182759.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                      | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       3800 | NS      | $383572.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-7308.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                                            | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        800 | NS      | $390840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D'ieteren Group                                                | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |        421 | NS      | $90662.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49240.72     | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                            | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       2600 | NS      | $346658.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                                 | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       7700 | NS      | $1236466.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $120993.13    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85208.34     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |       6900 | NS      | $109572.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp                                                     | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |       8700 | NS      | $111293.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                          | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     900000 | PA      | $886554.62    | 0.03%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                            | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |        678 | NS      | $186173.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                 | CFCRE Commercial Mortgage Trust 2016-C6                                         | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356243 | PA      | $350746.86    | 0.01%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     270000 | PA      | $282299.07    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                 | Park Avenue Institutional Advisers CLO Ltd 2019-2                               | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7508040.75   | 0.24%             | 2034-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3581.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -31 | NC      | $-13175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                      | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        885 | NS      | $619255.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $59823.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34407.44     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     500000 | PA      | $499070.00    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                       | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     400000 | PA      | $177888.80    | 0.01%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40606.84     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                                     | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |       2228 | NS      | $307572.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $225718.30    | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-766842.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                       | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       1678 | NS      | $119205.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                        | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     516000 | PA      | $522004.43    | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      16000 | NS      | $528960.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        651 | NC      | $1506272.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1231526 | PA      | $1115360.93   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd                                            | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      13507 | NS      | $205826.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                 | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      14113 | NS      | $1265960.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd                                            | Meridian Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 254900IFKXIGNCY3A092 | Long             | EC               | CORP              | NZ        |      15200 | NS      | $54706.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO 8 Ltd.                                            | Generate CLO 8 Ltd                                                              | CUSIP: 37148EAS3<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |    6750000 | PA      | $6759132.75   | 0.21%             | 2038-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6413.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $122723.54    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                | Cairn Homes PLC                                                                 | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |      77911 | NS      | $197058.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $29679.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                   | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |       6659 | NS      | $343379.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                                               | Ryder System Inc                                                                | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       1700 | NS      | $270300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $219162.40    | 0.01%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                              | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      23100 | NS      | $1136751.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71723.85     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vanguard Dividend Appreciation ETF                             | Vanguard Dividend Appreciation ETF                                              | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |     145502 | NS      | $29779894.34  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Solvay SA                                                      | Solvay SA                                                                       | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | EC               | CORP              | BE        |       1437 | NS      | $49773.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-60463.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                   | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $296916.30    | 0.01%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                     | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      13718 | NS      | $2546335.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                             | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      95268 | NS      | $788902.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -394000 | NC      | $-16.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                                   | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       2287 | NS      | $160318.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     521000 | NC      | $33.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                 | Flowserve Corp                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       8000 | NS      | $418800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $152.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -22 | NC      | $15197.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries L                                 | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      12300 | NS      | $263753.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                               | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       5101 | NS      | $1665067.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio | Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio                  | CUSIP: 74437G730<br>LEI: SI6E3LOL5OUL8Q7NIF17 | Long             | EC               | RF                | US        |     278807 | NS      | $36665920.93  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        692 | NC      | $2530412.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | SWOP IRS JPY                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  193150000 | OU      | $133.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $15731.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                             | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     450000 | PA      | $415125.00    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                               | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210934 | PA      | $184893.07    | 0.01%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                            | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      19122 | NS      | $1399539.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                             | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       7374 | NS      | $1696609.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF                                 | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |     113959 | NS      | $22134256.57  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                              | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     121000 | PA      | $144993.48    | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                      | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |       3562 | NS      | $288720.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 2 DAC                                                         | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |    4550000 | PA      | $5358835.86   | 0.17%             | 2034-07-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                              | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    1840000 | PA      | $1922354.32   | 0.06%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -1005000 | NC      | $-423.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52357.04     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                      | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      37400 | NS      | $654874.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-799244.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $80081.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp                                                       | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       9400 | NS      | $109722.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $35028.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $209715.68    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                        | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      26400 | NS      | $282462.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                       | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      10502 | NS      | $448141.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                              | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |        260 | NS      | $115812.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -901000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                         | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     700000 | PA      | $823578.57    | 0.03%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                    | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |       3042 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Columbia Banking System Inc                                    | Columbia Banking System Inc                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11600 | NS      | $271208.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                 | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       1572 | NS      | $822753.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                         | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       1900 | NS      | $154491.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                             | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      44000 | NS      | $424285.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                               | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      32448 | NS      | $3497894.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     475000 | PA      | $340255.71    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     140000 | PA      | $138456.07    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $21918.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                 | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      55615 | NS      | $12201374.85  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                       | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $340125.99    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $79794.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                      | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      12785 | NS      | $1237763.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $112411.77    | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       2142 | NS      | $1516000.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                                     | Merck KGaA                                                                      | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |        317 | NS      | $41101.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1351.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                                 | Laurel Road Prime Student Loan Trust 2019-A                                     | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1986 | PA      | $1978.05      | 0.00%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                                  | Ares European CLO XX DAC                                                        | CUSIP: 000000000<br>LEI: 635400DWARZHDJWRDS16 | Long             | ABS-CBDO         | CORP              | IE        |    8750000 | PA      | $10327031.40  | 0.33%             | 2038-10-15      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -745000 | NC      | $-7372.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                 | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |       2000 | NS      | $406180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1443176 | PA      | $1477161.63   | 0.05%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                 | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      50177 | NS      | $24958541.57  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15007.21     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20052.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                  | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     100387 | NS      | $235780.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-35570.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd                                             | Elmwood CLO 25 Ltd                                                              | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $13046802.60  | 0.41%             | 2037-04-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                           | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1674133.65   | 0.05%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                         | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        396 | NS      | $77916.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                                         | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |     300000 | PA      | $293829.03    | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                       | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       5522 | NS      | $155375.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-35843.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   12500000 | PA      | $2221745.53   | 0.07%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     880000 | PA      | $742865.85    | 0.02%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                                 | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       1857 | NS      | $156322.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion CLO LTD                                              | Battalion Clo XXI Ltd                                                           | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000000.00   | 0.03%             | 2034-07-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                           | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     190000 | PA      | $187343.08    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                   | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       9200 | NS      | $928740.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                       | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $541922.22    | 0.02%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Teradata Corp                                                  | Teradata Corp                                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       5000 | NS      | $111550.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $10945.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $814.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1390000 | PA      | $1305842.87   | 0.04%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                                 | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      16325 | NS      | $2973272.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33024.73     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-12557.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     280000 | PA      | $276960.97    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    2430000 | NC      | $32.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                               | Deutsche Post AG                                                                | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |       8050 | NS      | $372874.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                  | JDE Peet's NV                                                                   | CUSIP: 000000000<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       8305 | NS      | $237228.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-83.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                   | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      32581 | NS      | $8980952.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $357471.71    | 0.01%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                       | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      10300 | NS      | $230252.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                    | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       3031 | NS      | $400213.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                                | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       1800 | NS      | $95139.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp                                              | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       2700 | NS      | $426874.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                              | Ralph Lauren Corp                                                               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        500 | NS      | $137140.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     135000 | PA      | $159225.11    | 0.01%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                                  | Capcom Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |       2500 | NS      | $85378.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25213.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                                        | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10667.14     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     700000 | PA      | $715973.91    | 0.02%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -6 | NC      | $13852.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                                     | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       2100 | NS      | $688800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $220549.13    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-184416.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $720900.30    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                            | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      12400 | NS      | $3594884.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                              | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       5900 | NS      | $173810.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $417528.41    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     665000 | PA      | $815501.26    | 0.03%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-42261.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                                   | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4573693 | PA      | $5375062.61   | 0.17%             | 2032-01-17      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      55000 | PA      | $36440.81     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     685000 | PA      | $683638.85    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                                 | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      13200 | NS      | $1029996.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $670.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     316000 | PA      | $314920.53    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                      | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       2824 | NS      | $231069.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales SA                                                      | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       1184 | NS      | $349605.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                          | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       1000 | NS      | $767340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                                 | Wynn Macau Ltd                                                                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     625000 | PA      | $623554.69    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                  | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      10200 | NS      | $205614.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                       | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |        300 | NS      | $107508.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                                       | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |     600000 | PA      | $704458.86    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                     | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |      13229 | NS      | $1104356.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $210354.05    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                             | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     300000 | PA      | $298624.46    | 0.01%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                    | MCAFEE CORP                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    1748146 | PA      | $1686960.75   | 0.05%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                 | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                         | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11036 | PA      | $10759.57     | 0.00%             | 2035-01-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     830000 | PA      | $858568.68    | 0.03%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     210000 | PA      | $216002.96    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nutanix Inc                                                    | Nutanix Inc                                                                     | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       2700 | NS      | $206388.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                             | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |       2808 | NS      | $82773.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1239000 | PA      | $1498827.19   | 0.05%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $419488.95    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $46854.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                              | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       5938 | NS      | $694038.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                         | Penn Entertainment Inc                                                          | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $299078.85    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      26667 | PA      | $26666.67     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $150911.39    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     185000 | PA      | $183420.88    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                          | Freedom Mortgage Corp                                                           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     175000 | PA      | $188183.27    | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                                 | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12735.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                        | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |       6322 | NS      | $102126.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                             | iShares Gold Trust                                                              | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |     211950 | NS      | $13217202.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   42540000 | PA      | $2159469.78   | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                             | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |      68605 | NS      | $334668.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                      | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |      15385 | NS      | $359100.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                       | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $481310.37    | 0.02%             | 2029-03-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                     | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      29300 | NS      | $222756.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                 | Bear Stearns Asset Backed Securities Trust 2003-2                               | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9887 | PA      | $9903.00      | 0.00%             | 2043-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $207754.42    | 0.01%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      12000 | PA      | $9230.85      | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200389 | PA      | $200689.11    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                               | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1168530.22   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-549.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14618.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57428.24     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                        | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116958.66    | 0.00%             | 2027-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                               | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |       8709 | NS      | $237807.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                              | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      19900 | NS      | $633019.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1558.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                            | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       3800 | NS      | $229786.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                 | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       8800 | NS      | $913088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                       | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      11500 | NS      | $142271.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sea Ltd                                                        | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |       3500 | NS      | $559790.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                        | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |     400000 | PA      | $406562.37    | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                    | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      15533 | NS      | $3395979.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                       | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $608876.17    | 0.02%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                                 | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      12800 | NS      | $164138.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $151913.22    | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                         | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      11339 | NS      | $660611.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                       | United Overseas Bank Ltd                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |       3800 | NS      | $107554.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                          | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302750.20    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                               | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        623 | NS      | $62145.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                            | CRH SMW Finance DAC                                                             | CUSIP: 000000000<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $122247.65    | 0.00%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     100000 | PA      | $108519.82    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                                  | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       7850 | NS      | $639068.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     825000 | PA      | $289205.71    | 0.01%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                      | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      93730 | NS      | $19230584.10  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       3851 | NS      | $266797.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $202238.00    | 0.01%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                    | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     115000 | PA      | $103873.40    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                  | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |       1337 | NS      | $211725.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                                                 | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |      33199 | NS      | $415527.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                            | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     400000 | PA      | $480141.14    | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $345.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                   | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      50343 | NS      | $1796741.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                             | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      22107 | NS      | $2741489.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-57175.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                            | CBAM 2019-11R Ltd                                                               | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1780000 | PA      | $1783037.57   | 0.06%             | 2035-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                             | J M Smucker Co/The                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       1400 | NS      | $137480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                                 | Marriott Vacations Worldwide Corp                                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       1300 | NS      | $94003.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                              | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       6500 | NS      | $196625.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTA RICA GOVERNMENT                                          | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     350000 | PA      | $360150.00    | 0.01%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                        | Honeywell International Inc                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     400000 | PA      | $482639.10    | 0.02%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vanguard Total Bond Market ETF                                 | Vanguard Total Bond Market ETF                                                  | CUSIP: 921937835<br>LEI: N/A                  | Long             | EC               | RF                | US        |      60833 | NS      | $4479133.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117552.66    | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                               | Santander UK PLC                                                                | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     470000 | PA      | $562782.57    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                  | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       1400 | NS      | $418446.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                     | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      23500 | NS      | $599258.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                             | Houlihan Lokey Inc                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        700 | NS      | $125965.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10158.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                         | Mondelez International Inc                                                      | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     650000 | PA      | $494662.48    | 0.02%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-40517.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     522000 | NC      | $10.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $29490.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings                                 | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       4000 | NS      | $89422.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $200212.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $39677.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     220000 | PA      | $112061.17    | 0.00%             | 2039-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                      | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       3872 | NS      | $59810.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                               | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1100000 | PA      | $1077904.35   | 0.03%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $490211.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                       | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     705000 | PA      | $715465.24    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Growth ETF                                | iShares Russell 1000 Growth ETF                                                 | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Long             | EC               | RF                | US        |      44505 | NS      | $18895932.90  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                             | Mattamy Group Corp                                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $19908.40     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                            | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      13500 | NS      | $1003320.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                      | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        619 | NS      | $342667.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2566.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7771.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     275000 | PA      | $304650.74    | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-55249.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                            | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       9300 | NS      | $1031091.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53621.14     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                               | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      37629 | NS      | $3014835.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                       | HUDSON RIVER TRADING LLC                                                        | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |     342058 | PA      | $342628.25    | 0.01%             | 2030-03-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2025-5YR15                                                                | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2160821.67   | 0.07%             | 2030-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                  | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       1400 | NS      | $55996.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                       | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |       4400 | NS      | $82487.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         14 | NC      | $2537.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                  | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        186 | NS      | $195160.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                                           | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |       2225 | NS      | $63113.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3764.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                 | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325514 | PA      | $320048.93    | 0.01%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                            | Global Payments Inc                                                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     300000 | PA      | $370292.74    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                            | Fortive Corp                                                                    | CUSIP: 000000000<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     400000 | PA      | $482959.50    | 0.02%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2025-5C34                                                  | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $823928.84    | 0.03%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                  | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       4400 | NS      | $582824.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -14 | NC      | $-262.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd                                        | Sembcorp Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |      21200 | NS      | $114206.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201478.00    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd                                           | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |      13951 | NS      | $246251.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTOM SA                                                      | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123917.98    | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $406960.72    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HENDERSON LAND                                                 | Henderson Land Development Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900SYQB7IVR9QGN76 | Long             | EC               | CORP              | HK        |      11000 | NS      | $38631.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3924.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -15 | NC      | $-6562.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      90019 | NS      | $779997.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                 | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301485 | PA      | $296638.26    | 0.01%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                     | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |      85000 | NS      | $370025.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     294000 | PA      | $285033.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                       | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     900000 | PA      | $911963.72    | 0.03%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     555000 | PA      | $571055.22    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39934.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $206.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     110000 | PA      | $112615.80    | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25814.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $139605.37    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                             | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       4700 | NS      | $344275.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                               | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        891 | NS      | $24183.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3706.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                                   | ICG Euro CLO 2023-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |    3750000 | PA      | $4415239.01   | 0.14%             | 2038-10-19      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                     | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       2500 | NS      | $310900.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $979521.87    | 0.03%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                   | AGL Core CLO 8 LTD                                                              | CUSIP: 00851KAK1<br>LEI: 254900IPV3KA57E31I16 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1253125.00   | 0.04%             | 2038-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                 | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       3200 | NS      | $938944.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                          | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       5030 | NS      | $1467049.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                        | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      35003 | NS      | $667383.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      24000 | PA      | $18321.74     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                      | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         63 | NS      | $82424.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3368.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $224555.83    | 0.01%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                    | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       3200 | NS      | $175904.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                        | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       1260 | NS      | $302216.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5777.26      | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                           | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      55932 | NS      | $2646702.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                         | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |       8130 | NS      | $287005.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-128668.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                         | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |      20600 | NS      | $241210.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-14945.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-311959.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                                   | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       6400 | NS      | $372864.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan Pacific International Hold                                 | Pan Pacific International Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |       3000 | NS      | $103185.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     200000 | PA      | $256953.30    | 0.01%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     907000 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                             | Kraft Heinz Co/The                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       4500 | NS      | $116190.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $210000.00    | 0.01%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $134865.07    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                       | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $421982.77    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brambles Ltd                                                   | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      19902 | NS      | $307362.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     665000 | PA      | $663656.70    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Seagate Technology Holdings PL                                 | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |       2286 | NS      | $329938.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $211780.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     650000 | PA      | $548082.49    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1505835.60   | 0.05%             | 2037-10-16      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     858000 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4383.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                             | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         -1 | NC      | $-2569.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $85036.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                         | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $559113.97    | 0.02%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                 | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB                 | CUSIP: 46593EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $400000.00    | 0.01%             | 2039-03-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     625000 | PA      | $580660.78    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $56259.71     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                              | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     900000 | PA      | $858935.22    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-17927.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                       | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     500000 | PA      | $371557.04    | 0.01%             | 2041-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                            | Elmwood CLO II Ltd                                                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1504875.00   | 0.05%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6888400 | PA      | $7077292.84   | 0.22%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                      | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       9400 | NS      | $1281408.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1020000 | PA      | $380225.28    | 0.01%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                 | CWABS Asset-Backed Certificates Trust 2004-BC4                                  | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        288 | PA      | $338.16       | 0.00%             | 2034-11-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265000 | PA      | $260969.03    | 0.01%             | 2051-08-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -750000 | NC      | $-2454.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                         | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |       2100 | NS      | $56099.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91795.87     | 0.00%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                                 | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68848 | PA      | $68616.52     | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      75000 | PA      | $81789.44     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $188.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                                  | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |      26163 | NS      | $69060.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp                                 | Mitsubishi Chemical Group Corp                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |      24000 | NS      | $126144.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                      | BPR Trust 2021-TY                                                               | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $596274.00    | 0.02%             | 2038-09-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                        | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        900 | NS      | $149499.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $417.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                  | UniCredit SpA                                                                   | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     850000 | PA      | $845394.02    | 0.03%             | 2026-09-22      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                                             | Hang Seng Bank Ltd                                                              | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |       4200 | NS      | $63025.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                               | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2255000 | PA      | $2991494.13   | 0.09%             | 2035-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                               | Marathon CLO 2021-16 Ltd                                                        | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000000.00   | 0.06%             | 2034-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     700877 | PA      | $718364.68    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS CLP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     901000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15574.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $139000.00    | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       3000 | NS      | $528000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                     | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       4300 | NS      | $977433.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   -3520000 | OU      | $-11068.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         14 | NC      | $5950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123312.52    | 0.00%             | 2028-07-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Munich Re                                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       1562 | NS      | $1014260.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2024-5C5 Mortgage Trust                                                     | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $391038.04    | 0.01%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     605000 | PA      | $541569.53    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                        | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |       2491 | NS      | $139280.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                          | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2016600 | PA      | $1998228.77   | 0.06%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     212010 | PA      | $2438.88      | 0.00%             | 2027-12-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                      | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |       4776 | NS      | $230105.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp/The                                                   | AES Corp/The                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      10400 | NS      | $109408.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                  | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       1597 | NS      | $436316.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1016239.66  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     451000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8040.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unum Group                                                     | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       1200 | NS      | $96912.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                                       | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      16500 | NS      | $220557.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     965000 | PA      | $966993.47    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                               | City of Montreal Canada                                                         | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |     450000 | PA      | $321024.37    | 0.01%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                  | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       6100 | NS      | $437553.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                        | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |       4000 | NS      | $134038.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     820000 | PA      | $772553.10    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $209214.37    | 0.01%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     700000 | PA      | $705727.38    | 0.02%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $872.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3831.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                   | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |     369000 | NS      | $355639.29    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1137.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd                                                        | ASX Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300VSBVYUCBIQKT71 | Long             | EC               | CORP              | AU        |       1167 | NS      | $53583.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI Inc                                                        | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       5900 | NS      | $509406.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                        | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      61896 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                          | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  350900000 | PA      | $2157518.54   | 0.07%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $103049.63    | 0.00%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                                    | Pentair PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |       7200 | NS      | $739152.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1428000 | PA      | $1426438.13   | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                           | Glencore Capital Finance DAC                                                    | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $108802.53    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                         | CAN 10YR BOND                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |          9 | NC      | $7270.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1153.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     220000 | PA      | $259936.81    | 0.01%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                            | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     450000 | PA      | $453384.19    | 0.01%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                            | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1578816 | PA      | $1877542.28   | 0.06%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     480000 | PA      | $496291.68    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                        | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      50603 | NS      | $779242.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     950000 | PA      | $951250.61    | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CHF/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1706.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1920.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                     | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      11300 | NS      | $1010446.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK Corp                                                      | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |      13600 | NS      | $409736.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                             | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |     225296 | NS      | $241168.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     300000 | PA      | $356212.08    | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25677.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                           | Dassault Systemes SE                                                            | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       2402 | NS      | $87052.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                          | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       5600 | NS      | $524328.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                 | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       2900 | NS      | $597983.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                   | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        600 | NS      | $147906.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     220000 | PA      | $213943.75    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     223130 | NS      | $1031032.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                    | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       2109 | NS      | $399092.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                   | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |       5010 | NS      | $234830.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2161.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                          | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-184882.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $63876.86     | 0.00%             | 2042-03-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $303856.49    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Takeda Pharmaceutical Co Ltd                                   | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      17300 | NS      | $534102.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48122.39     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                              | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      12548 | NS      | $1500866.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                       | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |      13100 | NS      | $281767.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |       7390 | NS      | $301835.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS TWD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3867.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      25000 | PA      | $24444.67     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $226149.54    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     325000 | PA      | $294373.06    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                       | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      51400 | NS      | $1487516.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                                       | OZLM XVIII Ltd                                                                  | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |     310428 | PA      | $310686.04    | 0.01%             | 2031-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-259.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18589.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Ltd                                                      | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      16798 | NS      | $215694.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1510593.75   | 0.05%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303139.97    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                   | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     375000 | PA      | $387740.90    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                       | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $463612.85    | 0.01%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                      | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |       6300 | NS      | $267000.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                      | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |       1322 | NS      | $119884.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA                                                           | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      41934 | NS      | $645710.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                    | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      27614 | NS      | $2700096.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $128803.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2200000 | PA      | $2284962.02   | 0.07%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     815000 | PA      | $819039.73    | 0.03%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |      16411 | NS      | $486511.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     435000 | PA      | $428779.50    | 0.01%             | 2051-08-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-46634.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                                 | Coca-Cola Europacific Partners PLC                                              | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |       3654 | NS      | $338798.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                          | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       2300 | NS      | $282049.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                      | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       5366 | NS      | $1554637.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                      | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       1332 | NS      | $310928.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $164835.00    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     431000 | NC      | $254.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                            | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       2649 | NS      | $223795.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                               | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       7000 | NS      | $232834.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                     | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       3322 | NS      | $2616506.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                            | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51794.72     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     902000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                  | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       3500 | NS      | $278005.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                          | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     300000 | PA      | $333680.25    | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                     | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     585000 | PA      | $661106.81    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $98958.77     | 0.00%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGC Inc                                                        | AGC Inc                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |       4300 | NS      | $126143.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2635.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-152010.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                              | Iberdrola International BV                                                      | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1049118.79   | 0.03%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256287.16    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Inc                                            | Clearway Energy Inc                                                             | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       4100 | NS      | $131200.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                       | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $128986.28    | 0.00%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                   | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       4958 | NS      | $69938.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc                                                     | MasTec Inc                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       2100 | NS      | $357903.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RRE Loan Management                                            | RRE 24 Loan Management DAC                                                      | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $294338.64    | 0.01%             | 2040-04-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     100700 | NS      | $1372902.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings                                  | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       8300 | NS      | $788417.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $24825.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-36870.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                               | DSM-Firmenich AG                                                                | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |        838 | NS      | $89150.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                    | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       6300 | NS      | $966231.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Telstra Group Ltd                                              | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     160694 | NS      | $512392.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61550.03     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                    | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      11200 | NS      | $586488.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                           | BlueMountain CLO XXXI Ltd                                                       | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1252461.00   | 0.04%             | 2034-04-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                          | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      12600 | NS      | $864234.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                                             | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32577.94     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                    | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |    1214902 | PA      | $1669665.24   | 0.05%             | 2031-08-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2600000 | PA      | $2056843.75   | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14450000 | PA      | $10507859.38  | 0.33%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                 | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      10990 | NS      | $1337573.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $211347.79    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                               | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       5900 | NS      | $113937.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                            | Century Communities Inc                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      81000 | PA      | $81201.30     | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                          | Julius Baer Group Ltd                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |       1786 | NS      | $121153.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Inc                                                        | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10900 | NS      | $92323.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                    | Prologis LP                                                                     | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     300000 | PA      | $222069.24    | 0.01%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    -885000 | OU      | $-2873.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1216511.33   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-5610.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                         | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |       5664 | NS      | $236688.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $66863.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                      | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       5242 | NS      | $389266.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-491158.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                             | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       4783 | NS      | $82137.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $155.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1248134.66   | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340330 | PA      | $337602.72    | 0.01%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                    | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      61088 | NS      | $219722.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                      | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |       2000 | NS      | $938360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc                                      | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       1800 | NS      | $64510.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                           | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |       1800 | NS      | $82893.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $343.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     220000 | PA      | $115611.71    | 0.00%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                        | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $140770.11    | 0.00%             | 2036-03-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                                     | Haleon PLC                                                                      | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      18480 | NS      | $94980.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BTP                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         37 | NC      | $16373.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-OAT                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -19 | NC      | $14547.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $90559.92     | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $64794.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                     | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |       2420 | NS      | $79853.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8945000 | PA      | $8959675.39   | 0.28%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                           | Alta Equipment Group Inc                                                        | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     710000 | PA      | $662175.56    | 0.02%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                     | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25216.28     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2961.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     320000 | PA      | $188913.56    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     350000 | PA      | $339702.19    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |        184 | NC      | $186631.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                         | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      24352 | NS      | $466993.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                        | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $269503.36    | 0.01%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                          | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |       8170 | NS      | $250508.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        500 | NS      | $194105.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                         | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       6524 | NS      | $1994905.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-31910.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                        | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |       1255 | NS      | $69670.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                                   | Shizuoka Financial Group Inc                                                    | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |       2800 | NS      | $32578.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $38606.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2079.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                      | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |       5290 | NS      | $303937.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                   | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $485126.93    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     145000 | PA      | $128453.70    | 0.00%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                        | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      10000 | NS      | $918000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4745000 | PA      | $1940988.88   | 0.06%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-509577.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -2714000 | NC      | $-282049.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14817.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                    | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       2600 | NS      | $3481738.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa Laval AB                                                  | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |       2114 | NS      | $89038.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                               | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     830000 | PA      | $1055788.85   | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-8156.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                            | Sound Point CLO II Ltd                                                          | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |     281437 | PA      | $281676.20    | 0.01%             | 2031-01-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18465.90     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   15830000 | OU      | $14682.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $7648.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12100000 | PA      | $11987987.15  | 0.38%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                 | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |        800 | NS      | $44645.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $964.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynatrace Inc                                                  | Dynatrace Inc                                                                   | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |       3900 | NS      | $215319.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5448567 | PA      | $7857.38      | 0.00%             | 2025-11-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     215000 | PA      | $100364.36    | 0.00%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $297.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-40276.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $316158.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7130000 | PA      | $7197400.78   | 0.23%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $19251.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                            | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     410000 | PA      | $406467.75    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                  | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      37986 | NS      | $913851.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     996351 | PA      | $998390.67    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $471650.24    | 0.01%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2333687.21  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     210000 | PA      | $214202.10    | 0.01%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                  | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       5800 | NS      | $786596.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-32400.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                     | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       6864 | NS      | $385413.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1701.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $360.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-205742.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     565000 | PA      | $483385.01    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-41212.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     365000 | PA      | $382153.84    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34014.86     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4708.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2780000 | PA      | $1763128.13   | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                                             | Helvetia Europe SA                                                              | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $437631.98    | 0.01%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $58704.66     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     425000 | PA      | $440341.28    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -37 | NC      | $-30323.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                   | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       7900 | NS      | $1258154.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1077538 | PA      | $1058726.93   | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                  | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       2284 | NS      | $161684.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119972.29    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                            | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      55000 | PA      | $66724.76     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                          | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       5100 | NS      | $183957.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148363.28    | 0.00%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                   | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       3100 | NS      | $959667.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      15900 | NS      | $537420.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                                 | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        671 | NS      | $111352.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                         | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237921.02    | 0.01%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $7754.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                              | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |        724 | NS      | $26319.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4636.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $8985.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-35180.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                     | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |       2111 | NS      | $296623.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                 | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      26171 | NS      | $2071696.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                 | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       7547 | NS      | $4240961.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     220000 | PA      | $196337.57    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                                 | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      20600 | NS      | $515502.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                                       | Wise PLC                                                                        | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |       9735 | NS      | $139068.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                           | Parker-Hannifin Corp                                                            | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     500000 | PA      | $584332.05    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26041.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $412.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                       | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     400000 | PA      | $441778.37    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |       2300 | NS      | $126047.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                                  | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       4568 | NS      | $102983.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd                                                       | Xero Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |       1269 | NS      | $150159.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                       | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $175394.84    | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                             | LONG GILT                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         18 | NC      | $31269.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198720.63    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -45 | NC      | $-28125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                    | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | EC               | CORP              | NL        |       1810 | NS      | $310129.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                         | Webster Financial Corp                                                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       2500 | NS      | $136500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGESS                                                         | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |     700000 | PA      | $824626.68    | 0.03%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      10000 | PA      | $9329.59      | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |    1760000 | OU      | $16649.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                                      | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      22100 | NS      | $858364.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     230000 | PA      | $232563.69    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     727524 | PA      | $715345.31    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                              | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      10110 | NS      | $1544302.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp                                                   | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       6800 | NS      | $80772.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     751000 | NC      | $499.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                             | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     100000 | PA      | $111669.66    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2906.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     535000 | PA      | $633489.01    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                 | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     300000 | PA      | $311399.91    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                            | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    4938903 | PA      | $4671945.52   | 0.15%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $531118.05    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-45933.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81058 | PA      | $794.63       | 0.00%             | 2026-07-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                     | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |      20970 | NS      | $329286.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     575000 | PA      | $577502.15    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     825000 | PA      | $834930.09    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4079.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11424.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                          | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     875000 | PA      | $803255.55    | 0.03%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                               | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     300000 | PA      | $395812.21    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                  | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        300 | NS      | $164688.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNDESOBLIGATION                                               | Bundesobligation                                                                | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    5665000 | PA      | $6744943.88   | 0.21%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                 | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     394000 | PA      | $431270.09    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $665060.24    | 0.02%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112928.89    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Disco Corp                                                     | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        600 | NS      | $177746.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                         | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38212.72     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-315767.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                    | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      13940 | NS      | $217076.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $17696.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                               | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62048.90     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $138209.70    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                             | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5140.85      | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                 | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      10703 | NS      | $960487.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Givaudan SA                                                    | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         20 | NS      | $96990.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                                | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |     314127 | PA      | $347749.99    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2768.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF              | iShares J.P. Morgan USD Emerging Markets Bond ETF                               | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      35096 | NS      | $3250591.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1313.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-147248.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                            | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      17355 | NS      | $2360453.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     400000 | PA      | $414483.72    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $1058368.06   | 0.03%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PGIM Jennison International Op                                 | PGIM Jennison International Op                                                  | CUSIP: 743969586<br>LEI: WRQUT6HDPYGSBE373O92 | Long             | EC               | RF                | US        |     549570 | NS      | $19388844.98  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     375000 | PA      | $369267.89    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                              | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $463052.95    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                  | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     639901 | PA      | $628952.40    | 0.02%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-35767.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $11030.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                    | American Water Works Co Inc                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       3200 | NS      | $445152.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     400000 | PA      | $316900.00    | 0.01%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $231113.79    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                     | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       2300 | NS      | $288857.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $218000.00    | 0.01%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Yara International ASA                                         | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |       4620 | NS      | $170490.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1035000 | PA      | $395601.51    | 0.01%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                     | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       1078 | NS      | $461765.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-63.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     300000 | PA      | $396047.76    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     400000 | PA      | $474465.02    | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                        | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  430520000 | PA      | $1263820.43   | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1409716.63   | 0.04%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $419827.42    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                           | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35000 | NS      | $483000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                                    | Freddie Mac Coupon Strips                                                       | CUSIP: 3134A4NV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     139000 | PA      | $101309.32    | 0.00%             | 2032-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149259.66    | 0.00%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     907000 | NC      | $2.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2017-BNK6                                                                  | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107677 | PA      | $105301.68    | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     500000 | PA      | $507781.90    | 0.02%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325433 | PA      | $306149.60    | 0.01%             | 2052-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-3807.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                         | Netherlands Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |    4930000 | PA      | $5675108.47   | 0.18%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                         | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     300000 | PA      | $345296.02    | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                 | Structured Asset Investment Loan Trust 2004-BNC1                                | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40104 | PA      | $41761.42     | 0.00%             | 2034-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-353199.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Prime Site AG                                            | Swiss Prime Site AG                                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |        568 | NS      | $85270.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       4800 | NS      | $1143648.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE VALENCIA                                        | Autonomous Community of Valencia Spain                                          | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |     400000 | PA      | $500487.40    | 0.02%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     794000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -435000 | NC      | $-1315.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                                       | Lifco AB                                                                        | CUSIP: 000000000<br>LEI: 549300RTLL4VDQRCTW41 | Long             | EC               | CORP              | SE        |       1638 | NS      | $66382.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | KRW CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    2430000 | NC      | $36425.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1068.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $103057.95    | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                          | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41836.91     | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                      | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      14164 | NS      | $4499336.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDER FINLAND OYJ                                             | Balder Finland Oyj                                                              | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |     700000 | PA      | $759663.49    | 0.02%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                         | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     550000 | PA      | $561659.93    | 0.02%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -794000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1540000 | PA      | $1588125.00   | 0.05%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                       | Korea Housing Finance Corp                                                      | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |     500000 | PA      | $600177.30    | 0.02%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                         | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     113607 | PA      | $101962.07    | 0.00%             | 2028-01-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                           | Deckers Outdoor Corp                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        900 | NS      | $92763.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER SECTOR ASSETS & LI                                       | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |     450000 | PA      | $508819.50    | 0.02%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                             | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       5900 | NS      | $229805.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                       | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     210000 | PA      | $211837.50    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                                     | Grand Canyon Education Inc                                                      | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        500 | NS      | $94500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | CDS CMBX.NA.AAA.18                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $547.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                          | Province of Ontario Canada                                                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    2080000 | PA      | $1536181.92   | 0.05%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1307.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     794000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                               | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |        700 | NS      | $76242.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2025-1 DAC                                           | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |    8000000 | PA      | $9409464.60   | 0.30%             | 2039-10-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $114665.19    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $127229.20    | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50088.51     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                  | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      25805 | NS      | $259397.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32419.52     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $911611.18    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $34354.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                             | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       8079 | NS      | $1922963.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                   | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-568.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     260000 | PA      | $265817.99    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90943.04     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1260185.65   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                            | OMERS Finance Trust                                                             | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $179456.95    | 0.01%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     500000 | PA      | $604806.65    | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47934.26     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36515.78     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                              | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $218269.42    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                             | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     200000 | PA      | $203376.00    | 0.01%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                 | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       7900 | NS      | $2154251.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $32617.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deco                                                           | Deco 2019-RAM DAC                                                               | CUSIP: 000000000<br>LEI: 549300BXZQDWLENUZL17 | Long             | ABS-MBS          | CORP              | IE        |     422386 | PA      | $579876.83    | 0.02%             | 2030-08-07      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |     430000 | PA      | $433473.07    | 0.01%             | 2041-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72649 | PA      | $14939.63     | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -794000 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $234104.43    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                          | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       3000 | NS      | $549210.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                       | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     827000 | PA      | $830241.33    | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                    | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       9900 | NS      | $976635.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -26 | NC      | $-13580.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8000000 | PA      | $8000000.00   | 0.25%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -9 | NC      | $-28687.05    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-24278.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4809.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                      | Sofina SA                                                                       | CUSIP: 000000000<br>LEI: 5493000GMVR38VUO5D39 | Long             | EC               | CORP              | BE        |        200 | NS      | $66149.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                      | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |      76373 | NS      | $396271.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                       | Banco Santander Totta SA                                                        | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |     400000 | PA      | $483922.92    | 0.02%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                   | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       2544 | NS      | $143549.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-76799.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                         | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    5000000 | PA      | $768105.74    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      23500 | NS      | $1018725.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $85.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp                                                        | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      10400 | NS      | $38299.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2835000 | PA      | $2846738.67   | 0.09%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4444.00      | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      34950 | NS      | $518578.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1666.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -212 | NC      | $-849866.83   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                                    | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    1280000 | PA      | $1462425.70   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                      | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       5000 | NS      | $1396050.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -857000 | NC      | $-425.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                         | Marvell Technology Inc                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5500 | NS      | $425700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39471.34     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                             | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |      10326 | NS      | $221863.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-121516.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5798600 | PA      | $5833029.19   | 0.18%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -19790000 | OU      | $-30960.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $232.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     315000 | PA      | $321693.75    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      11004 | NS      | $1358883.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      86000 | PA      | $80252.68     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -74 | NC      | $-89405.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                 | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        656 | NS      | $469147.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | Barclays Bank PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $120664.02    | 0.00%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                  | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        532 | NS      | $146629.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     675000 | PA      | $211849.20    | 0.01%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                         | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       2445 | NS      | $1069467.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                                  | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       8847 | NS      | $514931.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Financial Corp                                  | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       1500 | NS      | $92085.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                      | Keysight Technologies Inc                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        700 | NS      | $114702.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parallel Ltd                                                   | Parallel 2020-1 Ltd                                                             | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     806000 | PA      | $811717.76    | 0.03%             | 2034-07-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2153.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                     | Genmab A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       1301 | NS      | $270176.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2714.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                 | Transocean Inc                                                                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     265000 | PA      | $244253.15    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITY OF VANCOUVER                                              | City of Vancouver                                                               | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |     250000 | PA      | $156062.51    | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16574.24     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                      | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      14133 | NS      | $792953.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                               | Carlyle Euro CLO 2021-2 DAC                                                     | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |   12235000 | PA      | $14383608.55  | 0.45%             | 2035-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834VM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2545000 | PA      | $742941.66    | 0.02%             | 2050-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                                 | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1250000 | PA      | $1250000.00   | 0.04%             | 2038-07-21      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                             | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       2800 | NS      | $536226.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202325.20    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                             | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |        400 | NS      | $130675.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                                      | Lear Corp                                                                       | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       1600 | NS      | $151968.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     113000 | PA      | $112926.55    | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      27300 | NS      | $4842747.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-82918.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                    | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       1400 | NS      | $456526.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                         | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       4215 | NS      | $1314953.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     682441 | PA      | $708996.30    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     319205 | PA      | $312647.75    | 0.01%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                              | Pension Insurance Corp PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $817413.07    | 0.03%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7529.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4763.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     800000 | PA      | $1060962.70   | 0.03%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3066278 | PA      | $3104007.87   | 0.10%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer