# EDGAR Filing Document

**Accession Number:** 0001447346
**File Stem:** 0001099263-25-001835
**Filing Date:** 2025-10
**Character Count:** 230761
**Document Hash:** ea51b421c08215ecddf1730d1d856842
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-001835.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001099263-25-001835

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22243
- **FILM NUMBER:** 251424318

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2103768009.70

**Total Liabilities:** $69238914.06

**Net Assets:** $2034529095.64

**Cash Not Reported:** $3640038.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -943.330442 | **1-Year:** -71510.389029 | **5-Year:** -196057.733554 | **10-Year:** -31579.713384 | **30-Year:** -22744.998947

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

- **3-Month:** -780.106771 | **1-Year:** -21035.482765 | **5-Year:** -37191.757754 | **10-Year:** -18193.887647 | **30-Year:** -1095.342024

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072749 | 0.49%                | 0.79%                | 0.43%                |
| Class ID C000072750 | 0.46%                | 0.76%                | 0.41%                |
| Class ID C000169957 | 0.50%                | 0.80%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1345794.50              | $30328873.00                               |
| Month 2  | $11240505.51             | $-46228202.36                              |
| Month 3  | $-2809528.62             | $24355211.50                               |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 280 Park Avenue 2017-280P Mortgage Trust                                        | 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                        | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       995000 | PA      | $985050.00    | 0.05%             | 2034-09-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -768 | NC      | $-293116.58   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1157 | NC      | $-441583.17   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| 522 Funding CLO 2019-5 Ltd                                                      | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAE9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      2805000 | PA      | $2806134.31   | 0.14%             | 2035-04-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| 522 Funding CLO 2019-5 Ltd                                                      | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      3895000 | PA      | $3896953.42   | 0.19%             | 2035-04-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PARTS INC                                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      1690000 | PA      | $1732116.49   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PARTS INC                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       935000 | PA      | $958646.15    | 0.05%             | 2030-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3745000 | PA      | $3605906.96   | 0.18%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                                                    | AES ANDES SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      4730000 | PA      | $4902195.65   | 0.24%             | 2032-03-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Africell Holding Ltd                                                            | AFRICELL HOLDING LTD                                                            | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      3665000 | PA      | $3605976.31   | 0.18%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| AGL CLO 13 Ltd                                                                  | AGL CLO 13 LTD                                                                  | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |      1535000 | PA      | $1541897.14   | 0.08%             | 2034-10-20      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| AGL CLO 7 Ltd                                                                   | AGL CLO 7 LTD                                                                   | CUSIP: 008511AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2244110 | PA      | $2250607.98   | 0.11%             | 2034-07-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Albania Government International Bond                                           | ALBANIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BJ9488302<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      1635000 | PA      | $1926044.85   | 0.09%             | 2027-06-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Albania Government International Bond                                           | ALBANIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      4140000 | PA      | $5147688.00   | 0.25%             | 2028-06-09      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Albania Government International Bond                                           | ALBANIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       800000 | PA      | $994722.32    | 0.05%             | 2028-06-09      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                           | ALDAR PROPERTIES PJSC                                                           | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      4550000 | PA      | $4752519.86   | 0.23%             | 2055-04-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $5971024.25   | 0.29%             | 2029-05-15      | Variable      | 5.74%                 | No            | 2                  | On Loan: —       |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1780000 | PA      | $1809453.66   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| American Medical Systems Europe BV                                              | AMERICAN MEDICAL SYSTEMS EUROPE BV                                              | CUSIP: YR6801272<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      6773000 | PA      | $7883480.14   | 0.39%             | 2031-03-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1215000 | PA      | $1238581.21   | 0.06%             | 2028-12-18      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                      | AMNEAL PHARMACEUTICALS LLC                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      1010000 | PA      | $1015050.00   | 0.05%             | 2032-08-02      | Floating      | 7.82%                 | No            | 3                  | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                                                                   | CUSIP: YN2396235<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      4097000 | PA      | $4758665.98   | 0.23%             | 2032-06-16      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830000 | PA      | $1314607.77   | 0.06%             | 2066-04-25      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Anthelion CLO 2025-1 Ltd                                                        | ANTHELION CLO 2025-1 LTD                                                        | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2870000 | PA      | $2872531.14   | 0.14%             | 2036-07-20      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      3445000 | PA      | $3732989.86   | 0.18%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1161383.13   | 0.06%             | 2027-03-22      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| APRR SA                                                                         | APRR SA                                                                         | CUSIP: BW7606211<br>LEI: 9695002SV2VP9CU42826 | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4459130.01   | 0.22%             | 2029-01-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ARES LX CLO LTD                                                                 | ARES LX CLO LTD                                                                 | CUSIP: 04018FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500896.94    | 0.02%             | 2034-07-18      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5370000 | PA      | $5401538.01   | 0.27%             | 2026-02-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | AUD/USD FWD 20251024 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $37801.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | AUD/USD FWD 20251024 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-68550.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SFE 10 YEAR AUSTRALIAN BOND FUTURE                                              | AUST 10Y BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          244 | NC      | $48306.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Autostrade per l Italia SpA                                                     | AUTOSTRADE PER L'ITALIA SPA                                                     | CUSIP: BM8534356<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      3175000 | PA      | $3620160.20   | 0.18%             | 2028-12-04      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       490000 | PA      | $494681.90    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| Axian Telecom Holding & Management PLC                                          | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      2200000 | PA      | $2208185.32   | 0.11%             | 2030-07-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| Bacardi Ltd / Bacardi-Martini BV                                                | BACARDI LTD / BACARDI-MARTINI BV                                                | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3736000 | PA      | $3818597.47   | 0.19%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bacardi-Martini BV                                                              | BACARDI-MARTINI BV                                                              | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |      2788000 | PA      | $2890001.74   | 0.14%             | 2030-02-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO 2022-3 Ltd                                              | BAIN CAPITAL CREDIT CLO 2022-3 LTD                                              | CUSIP: 05684NAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2720000 | PA      | $2719809.22   | 0.13%             | 2035-07-17      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 15 Ltd                                                            | BALLYROCK CLO 15 LTD                                                            | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      4890000 | PA      | $4916777.59   | 0.24%             | 2038-01-15      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                            | BANCO DE SABADELL SA                                                            | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4310683.73   | 0.21%             | 2028-11-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                      | BANGKOK BANK PCL/HONG KONG                                                      | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      4835000 | PA      | $4579899.94   | 0.23%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                                            | BANK NEGARA INDONESIA PERSERO TBK PT                                            | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      3225000 | PA      | $3199915.98   | 0.16%             | 2026-03-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3920000 | PA      | $4099394.88   | 0.20%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Bank of the Philippine Islands                                                  | BANK OF THE PHILIPPINE ISLANDS                                                  | CUSIP: ZD8226254<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |      3050000 | PA      | $3157090.81   | 0.16%             | 2029-03-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1757375.00   | 0.09%             | N/A             | Variable      | 7.62%                 | No            | 2                  | On Loan: —       |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10120000 | PA      | $10204582.96  | 0.50%             | 2028-09-10      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| Barings Clo Ltd 2021-III                                                        | BARINGS CLO LTD 2021-III                                                        | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |      3970000 | PA      | $3971964.20   | 0.20%             | 2035-01-18      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2190000 | PA      | $2190098.27   | 0.11%             | 2031-05-17      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO XII LTD                                                           | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2375000 | PA      | $2376109.29   | 0.12%             | 2031-05-17      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      1490000 | PA      | $1490619.11   | 0.07%             | 2033-01-17      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| Battalion Clo XXI Ltd                                                           | BATTALION CLO XXI LTD                                                           | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |      8125000 | PA      | $8124638.60   | 0.40%             | 2034-07-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1871234 | PA      | $1880496.72   | 0.09%             | 2029-11-01      | Variable      | 7.07%                 | Yes           | 3                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       122079 | PA      | $122534.38    | 0.01%             | 2031-12-26      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       471227 | PA      | $473237.46    | 0.02%             | 2031-12-26      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust 2015-SRCH                                                           | BBCMS TRUST 2015-SRCH                                                           | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3832000 | PA      | $3602024.44   | 0.18%             | 2035-08-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      4745000 | PA      | $4642685.94   | 0.23%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      3235000 | PA      | $3224828.84   | 0.16%             | 2034-09-13      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Bellemeade Re 2022-1 Ltd                                                        | BELLEMEADE RE 2022-1 LTD                                                        | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       823532 | PA      | $825149.48    | 0.04%             | 2032-01-26      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Bimbo Bakeries USA Inc                                                          | BIMBO BAKERIES USA INC                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $3123080.63   | 0.15%             | 2029-01-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      4850000 | PA      | $5251187.40   | 0.26%             | 2030-04-20      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      7505000 | PA      | $7649418.72   | 0.38%             | 2029-01-13      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4395000 | PA      | $4347151.64   | 0.21%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2623462.90   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $1250833.13   | 0.06%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNGS III PP                                                | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $757251.00    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Boots Group Finco LP                                                            | BOOTS GROUP FINCO LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      1345000 | PA      | $1347797.60   | 0.07%             | 2032-07-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      8123000 | PA      | $7921005.36   | 0.39%             | 2029-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Boston Gas Co                                                                   | BOSTON GAS CO                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       675000 | PA      | $705111.08    | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Brambles Finance PLC                                                            | BRAMBLES FINANCE PLC                                                            | CUSIP: AP1380405<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      3930000 | PA      | $4508971.25   | 0.22%             | 2027-10-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                        | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    160060000 | PA      | $25731502.55  | 1.26%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL IRS 01/03/2033 REC FIX GSIL_C                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-323706.20   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | BRL/USD FWD 20250903 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $44032.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | BRL/USD FWD 20250903 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-419614.34   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | BRL/USD FWD 20250903 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-16771.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4085000 | PA      | $4126797.72   | 0.20%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YV4281171<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      3920000 | PA      | $3868559.84   | 0.19%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                        | CUSIP: ZF6607153<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      6316000 | PA      | $6266833.65   | 0.31%             | 2054-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                          | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1384607 | PA      | $1388501.02   | 0.07%             | 2039-12-15      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| CA Magnum Holdings                                                              | CA MAGNUM HOLDINGS                                                              | CUSIP: BS0713898<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      4600000 | PA      | $4582689.28   | 0.23%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | CAD/USD FWD 20251024 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $87147.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | CAD/USD FWD 20251024 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-10997.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | CAD/USD FWD 20251024 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-640.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cadence Design Systems Inc                                                      | CADENCE DESIGN SYSTEMS INC                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2329287.30   | 0.11%             | 2027-09-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3397000 | PA      | $3416621.07   | 0.17%             | 2029-07-03      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1203000 | PA      | $1253717.28   | 0.06%             | 2029-01-18      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: ZN2140038<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $4345593.55   | 0.21%             | 2030-11-14      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| MONTREAL EXCHANGE 10 YEAR CANADIAN BOND FUTURE                                  | CAN 10YR BOND FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           -5 | NC      | $-1827.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMMERCE                                              | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     11745000 | PA      | $11766000.06  | 0.58%             | 2027-09-11      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       384000 | PA      | $427430.92    | 0.02%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1936920.61   | 0.10%             | 2030-05-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       720000 | PA      | $728475.19    | 0.04%             | 2030-05-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE CO SA                                                           | CUSIP: BP7729000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $4187516.66   | 0.21%             | 2028-06-08      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Celsius Holdings Inc                                                            | CELSIUS HOLDINGS INC                                                            | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2415000 | PA      | $2433112.50   | 0.12%             | 2032-04-01      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: YO4695905<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1269000 | PA      | $1489962.52   | 0.07%             | 2028-05-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: YO4695913<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1945000 | PA      | $2294250.76   | 0.11%             | 2032-05-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Central Plaza Development Ltd                                                   | CENTRAL PLAZA DEVELOPMENT LTD                                                   | CUSIP: YQ3831571<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |      4900000 | PA      | $5036521.06   | 0.25%             | 2028-03-21      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| Ceska sporitelna AS                                                             | CESKA SPORITELNA AS                                                             | CUSIP: ZI6402112<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |      6200000 | PA      | $7571211.87   | 0.37%             | 2028-03-08      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4471608.70   | 0.22%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4765000 | PA      | $4834540.41   | 0.24%             | 2029-03-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | CHF/USD FWD 20251024 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-35721.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | CHF/USD FWD 20251024 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-15818.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | CHF/USD FWD 20251024 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-55818.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                               | CHILE ELECTRICITY LUX MPC II SARL                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3655869 | PA      | $3698276.78   | 0.18%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2013-IV Ltd                                                        | CIFC FUNDING 2013-IV LTD                                                        | CUSIP: 12549FCA5<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |      2515000 | PA      | $2517318.20   | 0.12%             | 2031-04-27      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2020-I Ltd                                                         | CIFC FUNDING 2020-I LTD                                                         | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3930000 | PA      | $3939653.49   | 0.19%             | 2036-07-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | CLP/USD FWD 20251107 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $171708.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 10/15/29 REC FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $185302.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1920047.76   | 0.09%             | 2029-09-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Cogentrix Finance Holdco I LLC                                                  | COGENTRIX FINANCE HOLDCO                                                        | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |      1855350 | PA      | $1859598.75   | 0.09%             | 2032-02-26      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | COLOGIX CANADIAN ISSUER LP                                                      | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      3940000 | PA      | $2816855.43   | 0.14%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  27341800000 | PA      | $4689904.50   | 0.23%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  95437000000 | PA      | $25384674.53  | 1.25%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                            | COLORADO HEALTH FACILITIES AUTHORITY                                            | CUSIP: 19648FRY2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      3955000 | PA      | $3714494.47   | 0.18%             | 2030-12-01      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1562000 | PA      | $1507842.02   | 0.07%             | 2065-04-27      | Variable      | 3.36%                 | No            | 2                  | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                   | COMM 2014-CR14 MORTGAGE TRUST                                                   | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       771882 | PA      | $744874.21    | 0.04%             | 2047-02-10      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                                  | COMMERZBANK AG                                                                  | CUSIP: ZM3822735<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3496831.10   | 0.17%             | 2030-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     16254440 | PA      | $10199661.32  | 0.50%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHILLIPS CO                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      4241000 | PA      | $3977901.08   | 0.20%             | 2055-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | COP/USD FWD 20250905 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-45784.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | COP/USD FWD 20250905 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $14640.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | COP/USD FWD 20250905 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-19385.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | COP/USD FWD 20250905 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-136348.48   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | COP/USD FWD 20251205 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-66755.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA DE FOMENTO                                                          | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |      4810000 | PA      | $4937748.79   | 0.24%             | N/A             | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | COUNTRY GARDEN HOLDINGS CO LTD                                                  | CUSIP: AQ6874822<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      2400000 | PA      | $216000.00    | 0.01%             | 2025-01-17      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CPM Holdings Inc                                                                | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |      4947443 | PA      | $4827863.34   | 0.24%             | 2028-09-28      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| CRC Insurance Group LLC                                                         | CRC INSURANCE GROUP LLC                                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4505363 | PA      | $4505362.90   | 0.22%             | 2031-05-06      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3610000 | PA      | $3690571.59   | 0.18%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Crown Point CLO 7 Ltd                                                           | CROWN POINT CLO 7 LTD                                                           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1177464 | PA      | $1177561.13   | 0.06%             | 2031-10-20      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| CSN Resources SA                                                                | CSN RESOURCES SA                                                                | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      2350000 | PA      | $2361392.80   | 0.12%             | 2030-12-05      | Fixed         | 8.88%                 | No            | 2                  | On Loan: —       |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7522000 | PA      | $7703889.48   | 0.38%             | 2030-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1940000 | PA      | $2011729.56   | 0.10%             | 2055-03-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4655000 | PA      | $4703193.22   | 0.23%             | 2054-12-10      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Cyprus Government International Bond                                            | CYPRUS GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       917000 | PA      | $1045828.15   | 0.05%             | 2034-02-26      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Cyprus Government International Bond                                            | CYPRUS GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: ZP4820376<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       120000 | PA      | $101186.05    | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    997680000 | PA      | $32242921.22  | 1.58%             | 2040-04-24      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: BR1344414<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    352060000 | PA      | $13024594.56  | 0.64%             | 2037-07-30      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: YW5764355<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    232270000 | PA      | $10399436.52  | 0.51%             | 2036-06-03      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    142880000 | PA      | $6439296.61   | 0.32%             | 2035-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Czechoslovak Group AS                                                           | CZECHOSLOVAK GROUP AS                                                           | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      1430000 | PA      | $1469745.79   | 0.07%             | 2031-01-10      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | CZK/USD FWD 20251017 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $37303.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | CZK/USD FWD 20251017 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-115041.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      3900000 | PA      | $3932046.30   | 0.19%             | 2030-10-02      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      5475000 | PA      | $5472914.03   | 0.27%             | 2028-04-01      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Delhi International Airport Ltd                                                 | DELHI INTERNATIONAL AIRPORT LTD                                                 | CUSIP: QZ9443701<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |      5250000 | PA      | $5323017.11   | 0.26%             | 2026-10-31      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                             | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       385000 | PA      | $392371.52    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond                                   | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                   | CUSIP: BN8684431<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     27368988 | PA      | $30445886.35  | 1.50%             | 2033-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      6414000 | PA      | $5969336.62   | 0.29%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1770366 | PA      | $1732543.96   | 0.09%             | 2050-07-20      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| Dryden 86 CLO Ltd                                                               | DRYDEN 86 CLO LTD                                                               | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |      3975000 | PA      | $3982926.71   | 0.20%             | 2034-07-17      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      3715000 | PA      | $3765806.34   | 0.19%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1980000 | PA      | $2148175.26   | 0.11%             | 2029-01-19      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | EGP/USD FWD 20250924 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $1297809.06   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | EGP/USD FWD 20251112 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $86914.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | EGP/USD FWD 20260312 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $1713641.25   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Egypt Treasury Bills                                                            | EGYPT TREASURY BILLS                                                            | CUSIP: YU0793601<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    508000000 | PA      | $10257397.00  | 0.50%             | 2025-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2021-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2021-A LLC                                           | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       616512 | PA      | $585435.01    | 0.03%             | 2035-08-27      | Fixed         | 1.36%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 20 Ltd                                                              | ELMWOOD CLO 20 LTD                                                              | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2295000 | PA      | $2301655.50   | 0.11%             | 2037-01-17      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Engie SA                                                                        | ENGIE SA                                                                        | CUSIP: BZ1684068<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4564362.51   | 0.22%             | 2029-09-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOLDINGS INC                                               | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      1973729 | PA      | $1973729.47   | 0.10%             | 2029-05-21      | Floating      | 10.56%                | No            | 2                  | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      2545000 | PA      | $2548575.73   | 0.13%             | 2025-12-02      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP BANK AG                                                             | CUSIP: BM5824776<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      2800000 | PA      | $3259341.40   | 0.16%             | N/A             | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | EUR/USD FWD 20251121 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8522.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20251121 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $14494.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | EUR/USD FWD 20251121 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-670304.23   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                   | EURO-BOBL FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          183 | NC      | $-152239.87   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EURO-BTP ITALIAN BOND FUTURES                                                   | EURO-BTP FUTURE   SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -138 | NC      | $38873.61     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          834 | NC      | $350859.43    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          238 | NC      | $100125.35    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 30 YEAR EURO BUXL FUTURE                                                  | EURO-BUXL 30Y BND SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -35 | NC      | $-32807.04    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       265000 | PA      | $270108.33    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                     | FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      3640000 | PA      | $3660191.08   | 0.18%             | 2030-08-26      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                      | FERRARI NV                                                                      | CUSIP: YX0724154<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3610182.71   | 0.18%             | 2030-05-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      2395000 | PA      | $2437434.61   | 0.12%             | 2030-09-06      | Variable      | 4.89%                 | No            | 2                  | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FIRSTKEY HOMES 2020-SFR2 TRUST                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3455000 | PA      | $3428527.10   | 0.17%             | 2037-10-19      | Fixed         | 1.97%                 | No            | 2                  | On Loan: No      |
| Fiserv Funding ULC                                                              | FISERV FUNDING ULC                                                              | CUSIP: YP9846773<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      2466000 | PA      | $2896715.24   | 0.14%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Fortinet Inc                                                                    | FORTINET INC                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |      3627000 | PA      | $3223202.46   | 0.16%             | 2031-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Fortress Credit BSL XV Ltd                                                      | FORTRESS CREDIT BSL XV LTD                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |      3965000 | PA      | $3967614.64   | 0.20%             | 2033-10-18      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Fortress Credit BSL XXIV Ltd                                                    | FORTRESS CREDIT BSL XXIV LTD                                                    | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4420000 | PA      | $4428875.89   | 0.22%             | 2038-04-20      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                                 | FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE                                 | CUSIP: BO7983782<br>LEI: 5299001ERX0K10IZUL40 | Long             | DBT              | CORP              | DE        |      1789000 | PA      | $2052578.07   | 0.10%             | 2028-03-31      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                         | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      2031860 | PA      | $2033742.33   | 0.10%             | 2045-02-25      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2950000 | PA      | $3086910.68   | 0.15%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4125000 | PA      | $4646909.03   | 0.23%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| FS Luxembourg Sarl                                                              | FS LUXEMBOURG SARL                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      2180000 | PA      | $2289102.46   | 0.11%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | FXO EUR PUT/USD CALL 1.1466 10/3/25 BARC                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $44311.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | FXO EUR PUT/USD CALL 1.155 10/3/25 BARC                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $73357.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | FXO USD CALL/JPY PUT 150.46 10/17/2025 SCBL                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $151892.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | FXO USD CALL/SGD PUT AT 1.301 9/18/25 MRMD                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11578.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy XX CLO Ltd                                                               | GALAXY XX CLO LTD                                                               | CUSIP: 36320MAS7<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |      2245000 | PA      | $2248020.78   | 0.11%             | 2031-04-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        55777 | PA      | $50995.15     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | GBP/USD FWD 20251121 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $57624.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GMR Hyderabad International Airport Ltd                                         | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                         | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      8250000 | PA      | $8130492.40   | 0.40%             | 2027-10-27      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 60B Ltd                                              | GOLUB CAPITAL PARTNERS CLO 60B LTD                                              | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2865000 | PA      | $2869582.88   | 0.14%             | 2034-10-25      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | GREECE CDS 12/20/2029                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $55375.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | GREECE CDS 12/20/2029                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |            1 | NC      | $55375.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                  | GREENSAIF PIPELINES BIDCO SARL                                                  | CUSIP: ZM9730031<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      4340000 | PA      | $4631578.21   | 0.23%             | 2042-02-23      | Fixed         | 6.51%                 | No            | 2                  | On Loan: —       |
| Haleon Netherlands Capital BV                                                   | HALEON NETHERLANDS CAPITAL BV                                                   | CUSIP: BV4437596<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      6550000 | PA      | $7299932.66   | 0.36%             | 2030-03-29      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Hanwha Totalenergies Petrochemical Co Ltd                                       | HANWHA TOTALENERGIES PETROCHEMICAL CO LTD                                       | CUSIP: ZF2317203<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |      5050000 | PA      | $5093968.38   | 0.25%             | 2029-07-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4475018 | PA      | $4298589.78   | 0.21%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8147000 | PA      | $7764734.61   | 0.38%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FUNDING LTD                                                            | CUSIP: EK7343776<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      4777000 | PA      | $5196068.17   | 0.26%             | 2030-02-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      6795000 | PA      | $6782789.39   | 0.33%             | 2026-09-25      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Highland Holdings Sarl                                                          | HIGHLAND HOLDINGS SARL                                                          | CUSIP: YT2004885<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      3450000 | PA      | $4059322.53   | 0.20%             | 2027-11-19      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1540000 | PA      | $1542406.25   | 0.08%             | 2037-05-15      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| HPS Loan Management 11-2017 Ltd                                                 | HPS LOAN MANAGEMENT 11-2017 LTD                                                 | CUSIP: 40436VAJ0<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |      7190000 | PA      | $7211228.04   | 0.35%             | 2030-05-06      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1432391.80   | 0.07%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: —       |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3415000 | PA      | $3462758.78   | 0.17%             | 2029-03-03      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| HTA Group Ltd/Mauritius                                                         | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: YX2222371<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      3950000 | PA      | $4104225.89   | 0.20%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HTA Group Ltd/Mauritius                                                         | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      1350000 | PA      | $1402710.12   | 0.07%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: —       |
| BANK OF AMERICA                                                                 | HUF/USD FWD 20251017 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-7045.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       728933 | PA      | $739588.66    | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1840599 | PA      | $1854624.46   | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2484350 | PA      | $2497530.53   | 0.12%             | 2033-03-21      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3805000 | PA      | $3884490.26   | 0.19%             | 2030-03-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5780000 | PA      | $5854238.32   | 0.29%             | 2028-06-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_BEAZER HOMES USA INC CDS 12/20/2029 MSLN                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-352127.45   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $1828562.52   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_MURPHY OIL CORP CDS 12/20/2027                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-6587.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_VIETNAM CDS 06/20/2028 GSIL                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $170728.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | IDR/USD FWD 20251010 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-3857.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ilpt Commercial Mortgage Trust 2022-Lpfx                                        | ILPT COMMERCIAL MORTGAGE TRUST 2022-LPFX                                        | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4315000 | PA      | $3828469.08   | 0.19%             | 2032-03-15      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| IMCD NV                                                                         | IMCD NV                                                                         | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      3837000 | PA      | $4527241.56   | 0.22%             | 2030-04-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YM7647550<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      3620000 | PA      | $2377400.88   | 0.12%             | 2030-08-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YM7647568<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1740000 | PA      | $1158614.07   | 0.06%             | 2035-08-14      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND                                                         | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 500185000000 | PA      | $31980597.40  | 1.57%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND                                                         | CUSIP: BZ9444168<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 257711000000 | PA      | $16560315.07  | 0.81%             | 2030-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND                                                         | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  67047000000 | PA      | $4238273.03   | 0.21%             | 2040-08-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5255000 | PA      | $5615866.11   | 0.28%             | 2034-09-11      | Variable      | 6.11%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: AR7170426<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      5550000 | PA      | $6367631.16   | 0.31%             | 2028-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Invesco US CLO 2023-1 Ltd                                                       | INVESCO US CLO 2023-1 LTD                                                       | CUSIP: 46146GAQ5<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |      1410000 | PA      | $1411792.10   | 0.07%             | 2037-04-22      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Ipoteka-Bank ATIB                                                               | IPOTEKA-BANK ATIB                                                               | CUSIP: BM4478681<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      4520000 | PA      | $4517145.44   | 0.22%             | 2025-11-19      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | IVORY COAST CDS 6/20/2027                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-48927.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | IVORY COAST CDS 6/20/2027                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-133169.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS BV                                                                 | CUSIP: ZK8531194<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $4259437.43   | 0.21%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Jamestown CLO XV Ltd                                                            | JAMESTOWN CLO XV LTD                                                            | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3260000 | PA      | $3260002.09   | 0.16%             | 2035-07-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                             | JANE STREET GROUP / JSG FINANCE INC                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2673337.50   | 0.13%             | 2032-11-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Japan Government Forty Year Bond                                                | JAPAN GOVERNMENT FORTY YEAR BOND                                                | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4338700000 | PA      | $16903968.46  | 0.83%             | 2063-03-20      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVERNMENT THIRTY YEAR BOND                                               | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    419700000 | PA      | $2359778.99   | 0.12%             | 2054-06-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVERNMENT THIRTY YEAR BOND                                               | CUSIP: YP2851598<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2576250000 | PA      | $15133178.78  | 0.74%             | 2055-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Japanese Government CPI Linked Bond                                             | JAPANESE GOVERNMENT CPI LINKED BOND                                             | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5743787140 | PA      | $39376141.79  | 1.94%             | 2034-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Japanese Government CPI Linked Bond                                             | JAPANESE GOVERNMENT CPI LINKED BOND                                             | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6047699000 | PA      | $41168222.73  | 2.02%             | 2035-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Jerrold Finco PLC                                                               | JERROLD FINCO PLC                                                               | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      1765000 | PA      | $2452346.22   | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Jersey Mike s Funding                                                           | JERSEY MIKE'S FUNDING                                                           | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        49375 | PA      | $48095.07     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Jordan Government International Bond                                            | JORDAN GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      2045000 | PA      | $2136987.90   | 0.11%             | 2029-01-13      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Jordan Government International Bond                                            | JORDAN GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: QJ6143706<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      4017000 | PA      | $4026688.08   | 0.20%             | 2026-01-29      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| TSE JAPANESE 10 YEAR BOND FUTURES                                               | JPN 10Y BOND(OSE) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -74 | NC      | $528480.05    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                     | JPY/USD FWD 20251024 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $14270.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | JPY/USD FWD 20251024 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $158465.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | JPY/USD FWD 20251024 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $54186.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | JPY/USD FWD 20251024 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $83471.95     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: AX9574382<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      5000000 | PA      | $221250.00    | 0.01%             | 2022-04-09      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Kaspi.KZ JSC                                                                    | KASPI.KZ JSC                                                                    | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      3360000 | PA      | $3442943.75   | 0.17%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Kaspi.KZ JSC                                                                    | KASPI.KZ JSC                                                                    | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      2500000 | PA      | $2561714.10   | 0.13%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     11420000 | PA      | $11598881.74  | 0.57%             | 2032-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kernel Holding SA                                                               | KERNEL HOLDING SA                                                               | CUSIP: BM0392811<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      2080000 | PA      | $1888692.00   | 0.09%             | 2027-10-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bond                                              | KINGDOM OF BELGIUM GOVERNMENT BOND                                              | CUSIP: ZL0747895<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     16931000 | PA      | $16715614.15  | 0.82%             | 2054-06-22      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Kings Park CLO Ltd                                                              | KINGS PARK CLO LTD                                                              | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3180000 | PA      | $3186350.40   | 0.16%             | 2035-01-21      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| KKR CLO 40 Ltd                                                                  | KKR CLO 40 LTD                                                                  | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1345000 | PA      | $1346632.87   | 0.07%             | 2034-10-20      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| KKR CLO 43 Ltd                                                                  | KKR CLO 43 LTD                                                                  | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      1175000 | PA      | $1179185.12   | 0.06%             | 2036-01-15      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| KKR CLO 43 Ltd                                                                  | KKR CLO 43 LTD                                                                  | CUSIP: 48255UAN4<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      3670000 | PA      | $3682755.20   | 0.18%             | 2036-01-15      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| Klabin Austria GmbH                                                             | KLABIN AUSTRIA GMBH                                                             | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      6506000 | PA      | $6608022.15   | 0.32%             | 2029-04-03      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KFE 3 YEAR TREASURY BOND FUTURE                                                 | KOREA 3YR BND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         2021 | NC      | $145355.75    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Korea National Oil Corp                                                         | KOREA NATIONAL OIL CORP                                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |      3360000 | PA      | $3416415.44   | 0.17%             | 2028-04-03      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                                                               | KOSMOS ENERGY LTD                                                               | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      3860000 | PA      | $2891207.55   | 0.14%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| Krakatau Posco PT                                                               | KRAKATAU POSCO PT                                                               | CUSIP: YX1814418<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |      3950000 | PA      | $4019217.79   | 0.20%             | 2027-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Krakatau Posco PT                                                               | KRAKATAU POSCO PT                                                               | CUSIP: YX1814475<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |      3950000 | PA      | $4059835.87   | 0.20%             | 2029-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | KRW/USD FWD 20251010 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-513381.08   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Kyrgyz Republic International Bond                                              | KYRGYZ REPUBLIC INTERNATIONAL BOND                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     16010000 | PA      | $16138134.59  | 0.79%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CAD IRS 1/20/27 REC FIX BOFM_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $411005.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CAD IRS 1/20/27 REC FIX ROYC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $409206.34    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 4/10/30 REC FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-315056.48   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 1/22/30 PAY FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2370982.01  | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 12/13/39 PAY FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $534099.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 12/13/39 PAY FIX NBIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $259325.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 12/16/39 PAY FIX MSLN_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $244921.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - JPY IRS 2/10/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $293374.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - JPY IRS 2/10/55 REC FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-523977.31   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - PLN IRS 6/10/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-36842.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/10/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $762675.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/10/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $714685.29    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/29/28 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $686413.82    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-CAD IRS 8/1/27 REC FIX BNPA_C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $145114.58    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-CNY IRS 7/2/30 REC FIX BNPA_C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-56494.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-EUR IRS 8/25/35 PAY FIX CITG_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-49326.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-HUF IRS 8/25/35 REC FIX CITI_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-239894.22   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-25201.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-15457.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-105044.57   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-100868.66   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH-PLN IRS 7/21/30 PAY FIX GSIL_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-43372.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LG Energy Solution Ltd                                                          | LG ENERGY SOLUTION LTD                                                          | CUSIP: YQ2512396<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      7800000 | PA      | $7921821.49   | 0.39%             | 2028-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH INC                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $4235000.00   | 0.21%             | 2030-10-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| LONG GILT FUTURE                                                                | LONG GILT FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          230 | NC      | $-72619.24    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      3850900 | PA      | $3862144.63   | 0.19%             | 2029-07-29      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                   | MADISON PARK FUNDING XXIV LTD                                                   | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2340000 | PA      | $2341334.10   | 0.12%             | 2029-10-20      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                 | MADISON PARK FUNDING XXXIII LTD                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3114766 | PA      | $3115872.53   | 0.15%             | 2032-10-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| MAF Global Securities Ltd                                                       | MAF GLOBAL SECURITIES LTD                                                       | CUSIP: BX3077506<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |      4200000 | PA      | $4354014.00   | 0.21%             | N/A             | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTERNATIONAL INC                                                         | CUSIP: YO3820157<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      2310000 | PA      | $2723683.38   | 0.13%             | 2031-05-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IMPORT BANK ZRT                                                   | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       980000 | PA      | $1243517.96   | 0.06%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IMPORT BANK ZRT                                                   | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      2730000 | PA      | $2821966.82   | 0.14%             | 2027-12-04      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    157809000 | PA      | $40785132.08  | 2.00%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: EJ7152766<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15960000 | PA      | $3847879.35   | 0.19%             | 2028-06-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: EI2160261<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    222380000 | PA      | $55703756.19  | 2.74%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Medco Bell Pte Ltd                                                              | MEDCO BELL PTE LTD                                                              | CUSIP: ZP5617490<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |      5154000 | PA      | $5174162.45   | 0.25%             | 2027-01-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Medco Laurel Tree Pte Ltd                                                       | MEDCO LAUREL TREE PTE LTD                                                       | CUSIP: BS2398870<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |       276000 | PA      | $278234.63    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| MEGlobal BV                                                                     | MEGLOBAL BV                                                                     | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2855112.00   | 0.14%             | 2028-04-28      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS FINANCE LTD                                                       | CUSIP: BK5234384<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      6100000 | PA      | $6052454.16   | 0.30%             | 2028-07-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | MERCURY DATA CTR BIDCO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2488874.67   | 0.12%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Mermaid Bidco Inc                                                               | MERMAID BIDCO INC                                                               | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |       927657 | PA      | $928297.51    | 0.05%             | 2031-07-03      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                                                                   | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     88164000 | PA      | $4405060.26   | 0.22%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd                                                          | MGM CHINA HOLDINGS LTD                                                          | CUSIP: YX8092257<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      4450000 | PA      | $4645141.40   | 0.23%             | 2031-06-26      | Fixed         | 7.12%                 | No            | 2                  | On Loan: —       |
| Minejesa Capital BV                                                             | MINEJESA CAPITAL BV                                                             | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      7242344 | PA      | $7206783.37   | 0.35%             | 2030-08-10      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Montenegro Government International Bond                                        | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      3110000 | PA      | $3291864.56   | 0.16%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      7000000 | PA      | $8341957.64   | 0.41%             | 2029-04-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | MRIYA RECOVERY CERTIFICATES                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       127586 | NS      | $432.86       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       160791 | PA      | $159013.86    | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2275984 | PA      | $2334779.91   | 0.11%             | 2040-11-20      | Fixed         | 6.18%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | MXN/USD FWD 20251017 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $121074.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | MYR/USD FWD 20250904 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-525771.43   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| National Bank of Canada                                                         | NATIONAL BANK OF CANADA                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      5095000 | PA      | $5126527.86   | 0.25%             | 2029-10-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Loan Trust 2017-A                                     | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                                     | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       335899 | PA      | $333742.99    | 0.02%             | 2058-12-16      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-B                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B                                | CUSIP: 63941GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2365000 | PA      | $2051729.26   | 0.10%             | 2069-01-15      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2005000 | PA      | $1776163.13   | 0.09%             | 2069-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Navoiyuran State Enterprise                                                     | NAVOIYURAN STATE ENTERPRISE                                                     | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |      2390000 | PA      | $2399644.32   | 0.12%             | 2030-07-02      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                                                                      | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $4186188.00   | 0.21%             | 2028-10-06      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: AV1834432<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      4705000 | PA      | $5861448.60   | 0.29%             | 2029-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      3730000 | PA      | $4448994.23   | 0.22%             | 2027-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |      1090000 | PA      | $1086592.80   | 0.05%             | 2036-07-17      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | NGN/USD FWD 20251002 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $143635.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Niagara Mohawk Power Corp                                                       | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      4340000 | PA      | $4362798.02   | 0.21%             | 2030-10-03      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bond                                           | NIGERIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: AV6717780<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      7170000 | PA      | $7168404.60   | 0.35%             | 2025-11-21      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Nigeria OMO Bill                                                                | NIGERIA OMO BILL                                                                | CUSIP: YO7102768<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   3649631000 | PA      | $2245202.04   | 0.11%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nigeria OMO Bill                                                                | NIGERIA OMO BILL                                                                | CUSIP: YU2548375<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   4537291000 | PA      | $2897081.35   | 0.14%             | 2025-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| North Macedonia Government International Bond                                   | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                   | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      1580000 | PA      | $1938029.02   | 0.10%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                                    | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |      3998668 | PA      | $4004666.20   | 0.20%             | 2031-11-13      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2830000 | PA      | $3113000.00   | 0.15%             | N/A             | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE CORP                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      1105000 | PA      | $1117095.33   | 0.05%             | 2028-07-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE CORP                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      1800000 | PA      | $1838638.80   | 0.09%             | 2032-07-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | NZD/USD FWD 20251024 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-456.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OBX 2021-NQM1 Trust                                                             | OBX 2021-NQM1 TRUST                                                             | CUSIP: 67114BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1095000 | PA      | $822716.10    | 0.04%             | 2066-02-25      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6204000 | PA      | $7134600.00   | 0.35%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 49 Ltd                                              | OCTAGON INVESTMENT PARTNERS 49 LTD                                              | CUSIP: 67578FAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1205000 | PA      | $1212062.77   | 0.06%             | 2037-04-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3340000 | PA      | $3392741.27   | 0.17%             | 2029-09-20      | Fixed         | 6.37%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                                                         | ONEDIGITAL BORROWER LLC                                                         | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      3443545 | PA      | $3440721.44   | 0.17%             | 2031-07-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      6915000 | PA      | $6919964.97   | 0.34%             | 2027-09-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Orion Clo 2023-1 Ltd                                                            | ORION CLO 2023-1 LTD                                                            | CUSIP: 68626CAA2<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |      2200000 | PA      | $2201222.72   | 0.11%             | 2036-10-25      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING II LTD                                                             | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4761477.95   | 0.23%             | 2037-07-30      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO 2020-3 Ltd                                                    | PALMER SQUARE CLO 2020-3 LTD                                                    | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |      2955000 | PA      | $2961696.47   | 0.15%             | 2036-11-15      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO 2021-1 Ltd                                                    | PALMER SQUARE CLO 2021-1 LTD                                                    | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4545000 | PA      | $4544091.00   | 0.22%             | 2038-04-20      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Pandora A/S                                                                     | PANDORA A/S                                                                     | CUSIP: ZL3457666<br>LEI: 5299007OWYZ6I1E46843 | Long             | DBT              | CORP              | DK        |      4330000 | PA      | $5273410.00   | 0.26%             | 2028-04-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | PEN/USD FWD 20251010 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $219493.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | PEN/USD FWD 20251010 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-30329.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | PEN/USD FWD 20251010 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-99886.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | PEN/USD FWD 20251010 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $144235.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     14297000 | PA      | $15181950.85  | 0.75%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS                                                             | CUSIP: AM5152690<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4250000 | PA      | $4945816.33   | 0.24%             | 2028-02-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAPITAL LTD                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      5885000 | PA      | $6021790.94   | 0.30%             | 2055-04-03      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                                                       | PG&E CORP                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      2697000 | PA      | $2683515.00   | 0.13%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | PLN/USD FWD 20251114 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $-8634.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2427578.20   | 0.12%             | 2036-01-29      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                                            | PORT OF BEAUMONT NAVIGATION DISTRICT                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      3610000 | PA      | $3631298.64   | 0.18%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      1450000 | PA      | $1456897.72   | 0.07%             | 2026-01-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      1740000 | PA      | $1797035.18   | 0.09%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       220860 | PA      | $222080.03    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Praemia Healthcare SACA                                                         | PRAEMIA HEALTHCARE SACA                                                         | CUSIP: ZQ3070773<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3745662.98   | 0.18%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Proampac PG Borrower LLC                                                        | PROAMPAC PG BORROWER LLC                                                        | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |       895000 | PA      | $893881.25    | 0.04%             | 2028-09-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                                       | PROSUS NV                                                                       | CUSIP: BQ4156015<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      3750000 | PA      | $3372647.06   | 0.17%             | 2031-07-13      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONICS INC                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       140000 | PA      | $144025.00    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONICS INC                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       325000 | PA      | $330281.25    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      3665000 | PA      | $3577963.98   | 0.18%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Real Estate Asset Liquidity Trust                                               | REAL ESTATE ASSET LIQUIDITY TRUST                                               | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      7674880 | PA      | $5576980.62   | 0.27%             | 2060-01-12      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME CORP                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2759000 | PA      | $3241052.45   | 0.16%             | 2031-06-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d Ivoire                                                       | REPUBLIC OF COTE D'IVOIRE                                                       | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   5688000000 | PA      | $10161314.88  | 0.50%             | 2028-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                              | REPUBLIC OF POLAND GOVERNMENT BOND                                              | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9547000 | PA      | $2543837.60   | 0.13%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bond                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     18265000 | PA      | $18355234.21  | 0.90%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                       | CUSIP: BQ5125308<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      2273000 | PA      | $2070674.43   | 0.10%             | 2031-10-19      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                       | CUSIP: YR6329449<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      1730000 | PA      | $1843939.13   | 0.09%             | 2032-05-25      | Fixed         | 6.95%                 | No            | 2                  | On Loan: —       |
| Rockford Tower CLO 2019-2 Ltd                                                   | ROCKFORD TOWER CLO 2019-2 LTD                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |      6058984 | PA      | $6061011.55   | 0.30%             | 2032-08-20      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO 2022-2 Ltd                                                   | ROCKFORD TOWER CLO 2022-2 LTD                                                   | CUSIP: 77340LAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2434739.81   | 0.12%             | 2035-10-20      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2715000 | PA      | $2806631.25   | 0.14%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1815000 | PA      | $1862643.75   | 0.09%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YV9256780<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4298000 | PA      | $5028168.50   | 0.25%             | 2031-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZD0698997<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4019000 | PA      | $4794564.28   | 0.24%             | 2031-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RR 28 Ltd                                                                       | RR 28 LTD                                                                       | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      3625000 | PA      | $3631355.24   | 0.18%             | 2037-04-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      3880000 | PA      | $3789937.44   | 0.19%             | 2030-06-18      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3500000 | PA      | $3490021.50   | 0.17%             | 2029-03-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $273144.60    | 0.01%             | 2032-03-15      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Sartorius Finance BV                                                            | SARTORIUS FINANCE BV                                                            | CUSIP: ZI6854247<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      7700000 | PA      | $9439994.46   | 0.46%             | 2029-09-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5640000 | PA      | $5592176.75   | 0.27%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      2460000 | PA      | $2399334.43   | 0.12%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1290000 | PA      | $1288388.15   | 0.06%             | 2039-05-15      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1918000 | PA      | $1968333.88   | 0.10%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | SEK/USD FWD 20251128 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $42612.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | SEK/USD FWD 20251128 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-246370.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust 2017-2                                                   | SEQUOIA MORTGAGE TRUST 2017-2                                                   | CUSIP: 81746KCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2567797 | PA      | $2153801.22   | 0.11%             | 2047-02-25      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH3                                                 | SEQUOIA MORTGAGE TRUST 2018-CH3                                                 | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |         4711 | PA      | $4666.89      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                       | SERBIA INTERNATIONAL BOND                                                       | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      4550000 | PA      | $5325884.53   | 0.26%             | 2027-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                       | SERBIA INTERNATIONAL BOND                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1570000 | PA      | $1629997.75   | 0.08%             | 2028-05-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                            | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                            | CUSIP: 78432BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         8985 | PA      | $8944.24      | 0.00%             | 2059-09-25      | Variable      | 3.08%                 | No            | 2                  | On Loan: No      |
| Shackleton 2019-XIV Clo Ltd                                                     | SHACKLETON 2019-XIV CLO LTD                                                     | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |      3565000 | PA      | $3569993.92   | 0.18%             | 2034-07-20      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Shinhan Bank Co Ltd                                                             | SHINHAN BANK CO LTD                                                             | CUSIP: ZB2754305<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      5280000 | PA      | $5459663.72   | 0.27%             | 2034-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Shriram Finance Ltd                                                             | SHRIRAM FINANCE LTD                                                             | CUSIP: ZF3604971<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      7750000 | PA      | $7910642.00   | 0.39%             | 2027-04-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 5 Ltd                                                           | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3090000 | PA      | $3098899.39   | 0.15%             | 2037-04-25      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 5 Ltd                                                           | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3325000 | PA      | $3329285.93   | 0.16%             | 2037-04-25      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| SK Hynix Inc                                                                    | SK HYNIX INC                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      3050000 | PA      | $3154991.03   | 0.16%             | 2029-01-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Slovenia Government Bond                                                        | SLOVENIA GOVERNMENT BOND                                                        | CUSIP: YN6454105<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     10960000 | PA      | $12756967.71  | 0.63%             | 2035-07-02      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SMIC SG Holdings Pte Ltd                                                        | SMIC SG HOLDINGS PTE LTD                                                        | CUSIP: YW4441732<br>LEI: 254900CQKQDZMZH3G563 | Long             | DBT              | CORP              | SG        |      3525000 | PA      | $3628191.38   | 0.18%             | 2029-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SMRT 2022-MINI                                                                  | SMRT 2022-MINI                                                                  | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4470000 | PA      | $4442062.50   | 0.22%             | 2039-01-15      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      9579000 | PA      | $9714265.06   | 0.48%             | 2029-05-22      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC                                                               | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1739108 | PA      | $1502793.94   | 0.07%             | 2051-08-20      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| Sound Point Clo XX Ltd                                                          | SOUND POINT CLO XX LTD                                                          | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |      1507595 | PA      | $1508618.19   | 0.07%             | 2031-07-26      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                        | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       520000 | PA      | $520605.74    | 0.03%             | 2032-01-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Spain Government Bond                                                           | SPAIN GOVERNMENT BOND                                                           | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5852000 | PA      | $4374962.20   | 0.22%             | 2052-10-31      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: ZP3880819<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      4015000 | PA      | $4583665.39   | 0.23%             | 2028-01-27      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd                                         | STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                         | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      4175450 | PA      | $4316872.49   | 0.21%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       156891 | PA      | $149344.15    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO MITSUI TRUST BANK LTD                                                  | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     11125000 | PA      | $11191015.75  | 0.55%             | 2027-09-10      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Sweden Inflation Linked Bond                                                    | SWEDEN INFLATION LINKED BOND                                                    | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     66333654 | PA      | $6705873.70   | 0.33%             | 2032-06-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 30 Ltd                                                             | SYMPHONY CLO 30 LTD                                                             | CUSIP: 87169BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2085000 | PA      | $2097218.54   | 0.10%             | 2037-10-20      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 42 Ltd                                                             | SYMPHONY CLO 42 LTD                                                             | CUSIP: 871987AA1<br>LEI: 254900S693X90O62Z022 | Long             | ABS-CBDO         | CORP              | BM        |      2970000 | PA      | $2984727.61   | 0.15%             | 2037-04-17      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5284330.38   | 0.26%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund                                   | T ROWE PR INST FLTNG RT-INST                                                    | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |      5791988 | NS      | $54676366.09  | 2.69%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4176000 | PA      | $4080432.24   | 0.20%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund                                           | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    126819701 | NS      | $126819701.26 | 6.23%             |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     35020225 | NS      | $35020224.70  | 1.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUPPLY LLC                                                         | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      1999950 | PA      | $2004949.88   | 0.10%             | 2031-12-13      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                     | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                     | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      6570000 | PA      | $6006835.57   | 0.30%             | 2030-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |      2540000 | PA      | $2545371.39   | 0.13%             | 2031-04-15      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                            | TOBACCO SETTLEMENT FINANCE AUTHORITY                                            | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1970000 | PA      | $1775626.80   | 0.09%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                            | TOBACCO SETTLEMENT FINANCING CORP/VA                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12140000 | PA      | $9085540.79   | 0.45%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      3613096 | PA      | $3613095.92   | 0.18%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| Trestles CLO VIII Ltd                                                           | TRESTLES CLO VIII LTD                                                           | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4730000 | PA      | $4743223.00   | 0.23%             | 2035-06-11      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |      1502581 | PA      | $1503694.37   | 0.07%             | 2032-01-20      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO VI Ltd                                                             | TRINITAS CLO VI LTD                                                             | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |      7825000 | PA      | $7834937.75   | 0.39%             | 2034-01-25      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Trinitas Clo VII Ltd                                                            | TRINITAS CLO VII LTD                                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |      5425000 | PA      | $5418946.84   | 0.27%             | 2035-01-25      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRY/USD FWD 20251016 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $171083.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                 | TURKCELL ILETISIM HIZMETLERI AS                                                 | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      2300000 | PA      | $2400218.20   | 0.12%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: —       |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      8820000 | PA      | $8859592.98   | 0.44%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      5175000 | PA      | $6758037.03   | 0.33%             | 2029-03-01      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YV4639147<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2149119 | PA      | $1139303.45   | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YV4638727<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3983077 | PA      | $2124920.91   | 0.10%             | 2035-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YV4644170<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3470000 | PA      | $1808566.64   | 0.09%             | 2036-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO-WESTFIELD SE                                                    | CUSIP: ZQ2371040<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $790665.22    | 0.04%             | 2032-03-29      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                    | UNIBAIL-RODAMCO-WESTFIELD SE                                                    | CUSIP: BK1848690<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1805201.33   | 0.09%             | 2032-06-29      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United Kingdom Gilt                                                             | UNITED KINGDOM GILT                                                             | CUSIP: ZK1657913<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8315000 | PA      | $8474993.57   | 0.42%             | 2063-10-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United Kingdom Gilt                                                             | UNITED KINGDOM GILT                                                             | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     52119000 | PA      | $58299487.84  | 2.87%             | 2054-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                  | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83462748 | PA      | $84082197.18  | 4.13%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                   | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1968 | NC      | $919725.12    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1697 | NC      | $740027.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1471 | NC      | $-381330.27   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                    | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -638 | NC      | $-174984.26   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| US Bank NA                                                                      | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        76091 | PA      | $76995.35     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| CBOT US TREASURE BOND FUTURES                                                   | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -590 | NC      | $-223038.18   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          332 | NC      | $-179439.36   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/AUD FWD 20251024 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-15423.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/BRL FWD 20250903 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $50197.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | USD/BRL FWD 20250903 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-99945.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/BRL FWD 20250903 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-201483.74   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/BRL FWD 20250903 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-104569.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | USD/BRL FWD 20251202 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-45025.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/CAD FWD 20251024 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-728.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/CAD FWD 20251024 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $103452.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/CAD FWD 20251024 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $963.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/CHF FWD 20251024 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2296.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/CHF FWD 20251024 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $246667.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/COP FWD 20250905 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $111933.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/EGP FWD 20250924 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-851469.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/EGP FWD 20260312 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-292660.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD/EUR FWD 20251121 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5020.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/EUR FWD 20251121 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-149492.31   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD/GBP FWD 20251121 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $32081.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/HUF FWD 20251017 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-118453.48   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/IDR FWD 20251010 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $318685.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/IDR FWD 20251010 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $60464.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                     | USD/JPY FWD 20251024 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1064787.52  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/JPY FWD 20251024 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-15326.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/KRW FWD 20251010 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-563519.39   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/KRW FWD 20251010 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2456381.70   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/MYR FWD 20250904 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-506628.27   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/MYR FWD 20251205 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $472154.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/NZD FWD 20251024 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $708.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/PEN FWD 20251010 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8935.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/PEN FWD 20251010 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-151870.97   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/SGD FWD 20250912 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-63891.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/SGD FWD 20250912 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4365.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/SGD FWD 20250912 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $95674.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/TWD FWD 20251009 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-47505.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/TWD FWD 20251009 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-65644.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/TWD FWD 20251009 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2250306.80   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/ZAR FWD 20251017 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-157599.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Veon Midco BV                                                                   | VEON MIDCO BV                                                                   | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      5120000 | PA      | $4768000.00   | 0.23%             | 2027-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |      1188447 | PA      | $1203200.60   | 0.06%             | 2068-12-25      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| VF Corp                                                                         | VF CORP                                                                         | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      4496000 | PA      | $5259239.22   | 0.26%             | 2026-03-07      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | VIETNAM CDS 06/20/2026 GSIL                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $43181.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1373186.76   | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                      | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2265000 | PA      | $2254990.04   | 0.11%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                      | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2510000 | PA      | $2498907.28   | 0.12%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: —       |
| Voya CLO 2018-3 Ltd                                                             | VOYA CLO 2018-3 LTD                                                             | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |      2443167 | PA      | $2443749.14   | 0.12%             | 2031-10-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Wellfleet CLO 2021-1 Ltd                                                        | WELLFLEET CLO 2021-1 LTD                                                        | CUSIP: 94950CAL0<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |      4020000 | PA      | $4026336.73   | 0.20%             | 2034-04-20      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13900000 | PA      | $14287990.70  | 0.70%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2815000 | PA      | $2782804.85   | 0.14%             | 2028-03-24      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| Wind River 2022-2 CLO Ltd                                                       | WIND RIVER 2022-2 CLO LTD                                                       | CUSIP: 97315DAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7880000 | PA      | $7881970.87   | 0.39%             | 2035-07-20      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL DEA FINANCE BV                                                      | CUSIP: ZR6354826<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $7324154.27   | 0.36%             | 2028-09-25      | Fixed         | 1.33%                 | No            | 2                  | On Loan: No      |
| Wise CLO 2024-2 Ltd                                                             | WISE CLO 2024-2 LTD                                                             | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |      7890000 | PA      | $7907813.81   | 0.39%             | 2037-07-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                                                                  | CUSIP: ZQ9658860<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      4900000 | PA      | $4728237.70   | 0.23%             | 2029-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: —       |
| Barclays Bank PLC - Wholesale (SING)                                            | ZAR/USD FWD 20251017 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-68092.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                                   | ZHONGSHENG GROUP HOLDINGS LTD                                                   | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      4650000 | PA      | $4708499.14   | 0.23%             | 2028-01-30      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-10-02

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President