# EDGAR Filing Document

**Accession Number:** 0001447346
**File Stem:** 0001099263-26-000808
**Filing Date:** 2026-1
**Character Count:** 256568
**Document Hash:** 9e9ed48caec1a37ec0132cffd8466e86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000808.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000808

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**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:** 26564992

**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:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2316741285.61

**Total Liabilities:** $75006979.10

**Net Assets:** $2241734306.51

**Delayed Delivery Securities:** $12436403.94

**Cash Not Reported:** $1171258.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1285.996631 | **1-Year:** -73370.908491 | **5-Year:** -168957.149459 | **10-Year:** -47860.014017 | **30-Year:** -38117.549059

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

- **3-Month:** -1536.221503 | **1-Year:** -27333.562575 | **5-Year:** -139145.783106 | **10-Year:** -25975.886399 | **30-Year:** -1044.062148

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072749 | 0.77%                | 0.83%                | -0.04%               |
| Class ID C000072750 | 0.75%                | 0.81%                | -0.06%               |
| Class ID C000169957 | 0.78%                | 0.85%                | -0.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4436443.39             | $9751928.32                                |
| Month 2  | $3525171.56              | $-13234238.40                              |
| Month 3  | $2655304.43              | $-3584289.94                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| PRK 2017-280P B 144A                         | 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                        | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       995000 | PA      | $985147.61    | 0.04%             | 2034-09-15      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| SFRH6 3 MONTH SOFR FUT  MAR26                | 3 MONTH SOFR FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1157 | NC      | $-168055.27   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SFRH6 3 MONTH SOFR FUT  MAR26                | 3 MONTH SOFR FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -581 | NC      | $-84390.76    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SFRH6 3 MONTH SOFR FUT  MAR26                | 3 MONTH SOFR FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -768 | NC      | $-111552.68   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGN 2019-5A BR 144A                        | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAE9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      2805000 | PA      | $2811512.09   | 0.13%             | 2035-04-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| MORGN 2019-5A AR 144A                        | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      3895000 | PA      | $3897962.93   | 0.17%             | 2035-04-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS 144A                      | ADVANCE AUTO PARTS INC                                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      4075000 | PA      | $4151357.35   | 0.19%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS 144A                      | ADVANCE AUTO PARTS INC                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      2035000 | PA      | $2074556.33   | 0.09%             | 2030-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3745000 | PA      | $3627976.24   | 0.16%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AES ANDES SA 144A                            | AES ANDES SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      4730000 | PA      | $4925121.96   | 0.22%             | 2032-03-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AFRICELL HOLDING LTD 144A                    | AFRICELL HOLDING LTD                                                            | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      3665000 | PA      | $3647177.32   | 0.16%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| AGL 2021-13A BR 144A                         | AGL CLO 13 LTD                                                                  | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |      1535000 | PA      | $1535466.18   | 0.07%             | 2034-10-20      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| AGL 2023-26A D1R 144A                        | AGL CLO 26 LTD                                                                  | CUSIP: 00852HAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      5580000 | PA      | $5597037.41   | 0.25%             | 2038-10-21      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| ALBANIA                                      | ALBANIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       800000 | PA      | $988887.09    | 0.04%             | 2028-06-09      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ALBANIA 144A                                 | ALBANIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      4140000 | PA      | $5117490.72   | 0.23%             | 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        |      6235000 | PA      | $6564516.69   | 0.29%             | 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      | $5876028.50   | 0.26%             | 2029-05-15      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                          | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1780000 | PA      | $1808850.24   | 0.08%             | 2028-07-26      | Variable      | 5.04%                 | No            | 2                  | On Loan: No      |
| AMERICAN MEDICAL SYST EU                     | AMERICAN MEDICAL SYSTEMS EUROPE BV                                              | CUSIP: YR6801272<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      6773000 | PA      | $7846869.02   | 0.35%             | 2031-03-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMCAR 2023-1 C                               | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1215000 | PA      | $1234217.29   | 0.06%             | 2028-12-18      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC TL B 1L BANKD     | AMNEAL PHARMACEUTICALS LLC                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      1010000 | PA      | $1017575.00   | 0.05%             | 2032-08-02      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| AOMT 2021-2 M1 144A                          | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830000 | PA      | $1381668.48   | 0.06%             | 2066-04-25      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| ANTH 2025-1A A1 144A                         | ANTHELION CLO 2025-1 LTD                                                        | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |      2870000 | PA      | $2872062.96   | 0.13%             | 2036-07-20      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| APT PIPELINES LTD                            | APA INFRASTRUCTURE LTD                                                          | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      3445000 | PA      | $3732657.57   | 0.17%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| APT PIPELINES LTD                            | APA INFRASTRUCTURE LTD                                                          | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $1151682.19   | 0.05%             | 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      | $4412230.87   | 0.20%             | 2029-01-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ARES 2021-60A C 144A                         | ARES LX CLO LTD                                                                 | CUSIP: 04018FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501135.55    | 0.02%             | 2034-07-18      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| ASURION TL B4 2L BANKDEBT                    | ASURION LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      2045000 | PA      | $1911216.10   | 0.09%             | 2029-01-20      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A                   | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5370000 | PA      | $5382683.94   | 0.24%             | 2026-02-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LEND 144A                    | ATLAS WAREHOUSE LENDING CO LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3717042.20   | 0.17%             | 2030-11-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | AUD/USD FWD 20260123 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-12949.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | AUD/USD FWD 20260123 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-29772.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| XMZ5 AUST 10Y BOND FUT DEC25                 | AUST 10Y BOND FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          245 | NC      | $-278186.14   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                      | AUTOSTRADE PER L'ITALIA SPA                                                     | CUSIP: BM8534356<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      3175000 | PA      | $3594992.60   | 0.16%             | 2028-12-04      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AESOP 2023-3A D 144A                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       490000 | PA      | $496571.24    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| AESOP 2025-3A B 144A                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       485000 | PA      | $484161.73    | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| AESOP 2025-3A C 144A                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100456.95    | 0.00%             | 2030-02-20      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AXIAN TELE HOLD 144A                         | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      2200000 | PA      | $2216662.69   | 0.10%             | 2030-07-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV 144A                | BACARDI LTD / BACARDI-MARTINI BV                                                | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3736000 | PA      | $3814405.41   | 0.17%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BACARDI-MARTINI BV 144A                      | BACARDI-MARTINI BV                                                              | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |      2788000 | PA      | $2889661.55   | 0.13%             | 2030-02-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BCC 2022-3A BR 144A                          | BAIN CAPITAL CREDIT CLO 2022-3 LTD                                              | CUSIP: 05684NAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2720000 | PA      | $2724411.84   | 0.12%             | 2035-07-17      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| BALLY 2021-1A A1R 144A                       | BALLYROCK CLO 15 LTD                                                            | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      4890000 | PA      | $4892146.71   | 0.22%             | 2038-01-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| BANCO DE SABADELL SA                         | BANCO DE SABADELL SA                                                            | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      3500000 | PA      | $4251655.84   | 0.19%             | 2028-11-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                          | BANGKOK BANK PCL/HONG KONG                                                      | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      4835000 | PA      | $4612318.85   | 0.21%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                        | BANK NEGARA INDONESIA PERSERO TBK PT                                            | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      3225000 | PA      | $3209450.47   | 0.14%             | 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      | $4089955.52   | 0.18%             | 2029-09-15      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| BANK OF PHILIPPINE ISLAN                     | BANK OF THE PHILIPPINE ISLANDS                                                  | CUSIP: ZD8226254<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |      3050000 | PA      | $3148040.94   | 0.14%             | 2029-03-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                 | BARCLAYS PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10120000 | PA      | $10235641.24  | 0.46%             | 2028-09-10      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                 | BARCLAYS PLC                                                                    | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1791375.00   | 0.08%             | N/A             | Variable      | 7.62%                 | No            | 2                  | On Loan: —       |
| BABSN 2021-3A B1R 144A                       | BARINGS CLO LTD 2021-III                                                        | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |      3970000 | PA      | $3975812.87   | 0.18%             | 2035-01-18      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| BATLN 2018-12A CRR 144A                      | BATTALION CLO XII LTD                                                           | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2375000 | PA      | $2375714.64   | 0.11%             | 2031-05-17      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| BATLN 2018-12A BRR 144A                      | BATTALION CLO XII LTD                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      2190000 | PA      | $2187562.75   | 0.10%             | 2031-05-17      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| BATLN 2020-15A CR 144A                       | BATTALION CLO XV LTD                                                            | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      1490000 | PA      | $1491139.11   | 0.07%             | 2033-01-17      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| BATLN 2021-21A AR 144A                       | BATTALION CLO XXI LTD                                                           | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |      8125000 | PA      | $8120937.50   | 0.36%             | 2034-07-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP         | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1797416 | PA      | $1806313.31   | 0.08%             | 2029-11-01      | Variable      | 6.95%                 | Yes           | 3                  | On Loan: No      |
| BVCLN 2024-CAR1 C 144A                       | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       103505 | PA      | $103853.45    | 0.00%             | 2031-12-26      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| BVCLN 2024-CAR1 B 144A                       | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       399531 | PA      | $401078.42    | 0.02%             | 2031-12-26      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| BBCMS 2015-SRCH D 144A                       | BBCMS TRUST 2015-SRCH                                                           | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3832000 | PA      | $3630769.03   | 0.16%             | 2035-08-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                       | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      4745000 | PA      | $4662389.55   | 0.21%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                       | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      3235000 | PA      | $3231810.94   | 0.14%             | 2034-09-13      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                          | BENIN GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: YS4998904<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2738000 | PA      | $2857598.96   | 0.13%             | 2041-01-23      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BFLD 2025-5MW C 144A                         | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                         | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       815000 | PA      | $822369.15    | 0.04%             | 2042-10-10      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE PP EUR HOLD                       | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      4850000 | PA      | $5222278.17   | 0.23%             | 2030-04-20      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS 144A                             | BNP PARIBAS SA                                                                  | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      7505000 | PA      | $7645651.21   | 0.34%             | 2029-01-13      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                    | BOEING CO/THE                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2640009.50   | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                    | BOEING CO/THE                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4395000 | PA      | $4368550.89   | 0.19%             | 2026-05-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP     | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $1351731.88   | 0.06%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONA FIDE INVSTMNT HLDNGS III PP             | BONA FIDE INVSTMNT HLDNGS III PP                                                | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $796798.20    | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BOOTS GROUP TL B 1L BANKDEBT                 | BOOTS GROUP FINCO LP                                                            | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      1345000 | PA      | $1353406.25   | 0.06%             | 2032-08-30      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC 144A                 | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      8123000 | PA      | $7952100.20   | 0.35%             | 2029-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| BRAMBLES FINANCE PLC                         | BRAMBLES FINANCE PLC                                                            | CUSIP: AP1380405<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      3930000 | PA      | $4477545.12   | 0.20%             | 2027-10-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                     | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                        | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     32705000 | PA      | $5472769.91   | 0.24%             | 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      | $-152611.98   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                  | BRL/USD FWD 20251202 IRVTGB2X                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $12937.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | BRL/USD FWD 20251202 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-292891.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | BRL/USD FWD 20251202 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-62061.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                  | BRL/USD FWD 20260303 IRVTGB2X                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-19675.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | BRL/USD FWD 20260303 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-18408.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BROADCOM INC                                 | BROADCOM INC                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4085000 | PA      | $4153158.23   | 0.19%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BULGARIA                                     | BULGARIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YV4281171<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      3920000 | PA      | $3940742.21   | 0.18%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GERMANY                                      | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                        | CUSIP: ZF6607153<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      6316000 | PA      | $6223738.57   | 0.28%             | 2054-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BUNZL FINANCE PLC                            | BUNZL FINANCE PLC                                                               | CUSIP: YV9584546<br>LEI: 549300G276IH2GSE0E88 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $5179123.60   | 0.23%             | 2032-04-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BX 2024-GPA3 B 144A                          | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1212015 | PA      | $1213148.86   | 0.05%             | 2039-12-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| BX 2025-VOLT A 144A                          | BX TRUST 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2520000 | PA      | $2518425.00   | 0.11%             | 2044-12-15      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| BX 2025-VOLT B 144A                          | BX TRUST 2025-VOLT                                                              | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1885000 | PA      | $1887356.25   | 0.08%             | 2044-12-15      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | CAD/USD FWD 20260126 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $6232.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | CAD/USD FWD 20260126 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $3087.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CADENCE DESIGN SYS INC                       | CADENCE DESIGN SYSTEMS INC                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      2325000 | PA      | $2333732.70   | 0.10%             | 2027-09-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                 | CAIXABANK SA                                                                    | CUSIP: ZN2140038<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3400000 | PA      | $4295325.61   | 0.19%             | 2030-11-14      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA 144A                            | CAIXABANK SA                                                                    | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      3397000 | PA      | $3424685.55   | 0.15%             | 2029-07-03      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA 144A                            | CAIXABANK SA                                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1203000 | PA      | $1249477.91   | 0.06%             | 2029-01-18      | Variable      | 6.21%                 | No            | 2                  | On Loan: No      |
| CNH6 CAN 10YR BOND FUT MAR26                 | CAN 10YR BOND FUT MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -676 | NC      | $-233185.17   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | CANADIAN IMPERIAL BANK OF COMMERCE                                              | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     11745000 | PA      | $11775196.40  | 0.53%             | 2027-09-11      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       384000 | PA      | $423420.44    | 0.02%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| CRVNA 2024-N1 B 144A                         | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       720000 | PA      | $726674.47    | 0.03%             | 2030-05-10      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CRVNA 2024-N1 C 144A                         | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1936904.08   | 0.09%             | 2030-05-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | CARVANA CO CDS 12/20/2030                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $33856.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | CARVANA CO PAY 12/20/2030                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $33729.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CENCORA INC                                  | CENCORA INC                                                                     | CUSIP: YO4695905<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1269000 | PA      | $1478138.49   | 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      | $2287461.48   | 0.10%             | 2032-05-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                        | CENTRAL PLAZA DEVELOPMENT LTD                                                   | CUSIP: YQ3831571<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |      4900000 | PA      | $4955116.92   | 0.22%             | 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      | $7448573.33   | 0.33%             | 2028-03-08      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2297000 | PA      | $2317149.28   | 0.10%             | 2029-03-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2122000 | PA      | $2187852.03   | 0.10%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | CHF/USD FWD 20260123 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-5089.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX 144A                   | CHILE ELECTRICITY LUX MPC II SARL                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3655869 | PA      | $3771028.56   | 0.17%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                        | CHINA GOVERNMENT BOND                                                           | CUSIP: YL3550685<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    167880000 | PA      | $23673212.40  | 1.06%             | 2035-08-25      | Fixed         | 1.83%                 | No            | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                         | CHINA GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: DA4568899<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      6500000 | PA      | $7533780.06   | 0.34%             | 2029-11-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CIFC 2017-3A D1R 144A                        | CIFC FUNDING 2017-III LTD                                                       | CUSIP: 12548JAU6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |      1030000 | PA      | $1034584.12   | 0.05%             | 2037-04-20      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| CIFC 2020-1A A1R 144A                        | CIFC FUNDING 2020-I LTD                                                         | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3930000 | PA      | $3932829.60   | 0.18%             | 2036-07-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | CLP/USD FWD 20260206 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $295790.26    | 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      | $-460257.22   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | CME-CLP IRS 10/7/30 REC FIX GSIL_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $143598.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | CME-CLP IRS 10/7/30 REC FIX GSIL_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $135358.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | CNH/USD FWD 20251212 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-134856.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CNO GLOBAL FUNDING 144A                      | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1917214.60   | 0.09%             | 2029-09-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| COGENTRIX TL B 1L BANKDEBT                   | COGENTRIX FINANCE HOLDCO                                                        | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |      1757700 | PA      | $1767121.27   | 0.08%             | 2032-02-26      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| CLGIX 2022-1CAN A2 144A                      | COLOGIX CANADIAN ISSUER LP                                                      | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      3940000 | PA      | $2797260.44   | 0.12%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                     | COLOMBIAN TES                                                                   | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  95437000000 | PA      | $26248991.32  | 1.17%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                     | COLOMBIAN TES                                                                   | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  27341800000 | PA      | $4666463.70   | 0.21%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CO ST HLTH FACS COVENANT LIV COMM TX  B      | COLORADO HEALTH FACILITIES AUTHORITY                                            | CUSIP: 19648FRY2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      3955000 | PA      | $3735067.20   | 0.17%             | 2030-12-01      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| COMM 2014-CR14 B                             | COMM 2014-CR14 MORTGAGE TRUST                                                   | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       472199 | PA      | $460394.03    | 0.02%             | 2047-02-10      | Variable      | 3.63%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT         | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     15133444 | PA      | $9685404.46   | 0.43%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | COP/USD FWD 20251205 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $129375.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | COP/USD FWD 20251205 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-80234.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                  | COP/USD FWD 20251205 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-590608.78   | -0.03%            |  |  |  | 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      | $168092.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | COP/USD FWD 20251205 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-51709.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | COP/USD FWD 20260306 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-142399.87   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                  | COP/USD FWD 20260306 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-210136.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | COP/USD FWD 20260306 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-179724.09   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CORP ANDINA DE FOMENTO 144A                  | CORP ANDINA DE FOMENTO                                                          | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |      4810000 | PA      | $4919509.27   | 0.22%             | N/A             | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CORPORACION INMOBILIARIA 144A                | CORP INMOBILIARIA VESTA SAB DE CV                                               | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      3710000 | PA      | $3740793.00   | 0.17%             | 2033-01-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COSTA RICA 144A                              | COSTA RICA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: DA7025806<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      4750000 | PA      | $5569513.90   | 0.25%             | 2030-11-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                         | COUNTRY GARDEN HOLDINGS CO LTD                                                  | CUSIP: AQ6874822<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      2400000 | PA      | $228000.00    | 0.01%             | 2025-01-17      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CPM HOLDINGS TL 1L BANKDEBT                  | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |      4934886 | PA      | $4907152.02   | 0.22%             | 2028-09-28      | Floating      | 8.34%                 | No            | 2                  | On Loan: No      |
| TRUIST INSURANCE TL B 1L BANKDEBT            | CRC INSURANCE GROUP LLC                                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4505363 | PA      | $4504236.56   | 0.20%             | 2031-05-06      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA 144A                      | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3610000 | PA      | $3717888.46   | 0.17%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| CRNPT 2018-7A AR 144A                        | CROWN POINT CLO 7 LTD                                                           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       497598 | PA      | $497750.29    | 0.02%             | 2031-10-20      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| CSN RESOURCES SA                             | CSN RESOURCES SA                                                                | CUSIP: ZG4633373<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      2350000 | PA      | $2107950.00   | 0.09%             | 2030-12-05      | Fixed         | 8.88%                 | No            | 2                  | On Loan: —       |
| CVS HEALTH CORP                              | CVS HEALTH CORP                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4655000 | PA      | $4806213.02   | 0.21%             | 2054-12-10      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                              | CVS HEALTH CORP                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1940000 | PA      | $2024692.64   | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                              | CVS HEALTH CORP                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7522000 | PA      | $7748006.01   | 0.35%             | 2030-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                               | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: YW5764355<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    232270000 | PA      | $10202625.88  | 0.46%             | 2036-06-03      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                               | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    142880000 | PA      | $6321456.47   | 0.28%             | 2035-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                               | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    360160000 | PA      | $11428529.19  | 0.51%             | 2040-04-24      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                               | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: BR1344414<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    352060000 | PA      | $12756615.20  | 0.57%             | 2037-07-30      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| CZECHOSLOVAK GROUP 144A                      | CZECHOSLOVAK GROUP AS                                                           | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      1430000 | PA      | $1473512.83   | 0.07%             | 2031-01-10      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S 144A                         | DANSKE BANK A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      3900000 | PA      | $3931730.40   | 0.18%             | 2030-10-02      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S 144A                         | DANSKE BANK A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      5475000 | PA      | $5481082.73   | 0.24%             | 2028-04-01      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| DELHI INTL AIRPORT                           | DELHI INTERNATIONAL AIRPORT LTD                                                 | CUSIP: QZ9443701<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |      5250000 | PA      | $5294403.03   | 0.24%             | 2026-10-31      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DEFT 2024-1 D 144A                           | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       385000 | PA      | $391423.11    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| GERMANY INFL INDX                            | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                   | CUSIP: BN8684431<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     27439097 | PA      | $30423714.94  | 1.36%             | 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      | $6158408.51   | 0.27%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HONK 2020-1A A2 144A                         | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1765591 | PA      | $1736575.16   | 0.08%             | 2050-07-20      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| DRSLF 2020-86A A1R2 144A                     | DRYDEN 86 CLO LTD                                                               | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |      3975000 | PA      | $3973998.70   | 0.18%             | 2034-07-17      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                 | ECOPETROL SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1980000 | PA      | $2131232.40   | 0.10%             | 2029-01-19      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                 | ECOPETROL SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      3715000 | PA      | $3816029.43   | 0.17%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                         | EDISON INTERNATIONAL                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       710000 | PA      | $705562.50    | 0.03%             | N/A             | Variable      | 5.38%                 | 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      | $2726224.51   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                 | EGYPT TREASURY BILLS                                                            | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    171000000 | PA      | $3341913.79   | 0.15%             | 2026-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                 | EGYPT TREASURY BILLS                                                            | CUSIP: YN3412668<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    360000000 | PA      | $6642593.23   | 0.30%             | 2026-06-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                 | EGYPT TREASURY BILLS                                                            | CUSIP: YK5973341<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    189600000 | PA      | $3290092.15   | 0.15%             | 2026-10-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                 | EGYPT TREASURY BILLS                                                            | CUSIP: YQ7273473<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    170950000 | PA      | $3318938.82   | 0.15%             | 2026-03-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                                 | EGYPT TREASURY BILLS                                                            | CUSIP: YK0420884<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    189300000 | PA      | $3322148.70   | 0.15%             | 2026-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EHGVT 2021-A A 144A                          | ELARA HGV TIMESHARE ISSUER 2021-A LLC                                           | CUSIP: 28416LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       558117 | PA      | $533610.02    | 0.02%             | 2035-08-27      | Fixed         | 1.36%                 | No            | 2                  | On Loan: No      |
| ELM20 2022-7A AR 144A                        | ELMWOOD CLO 20 LTD                                                              | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2295000 | PA      | $2299627.64   | 0.10%             | 2037-01-17      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV 144A                    | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      2345000 | PA      | $2340427.25   | 0.10%             | 2030-09-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV 144A                    | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      2580000 | PA      | $2572009.74   | 0.11%             | 2035-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV 144A                    | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |       650000 | PA      | $650228.15    | 0.03%             | 2028-09-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                     | ENGIE SA                                                                        | CUSIP: BZ1684068<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      3800000 | PA      | $4515462.57   | 0.20%             | 2029-09-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DURAVANT TL 2L BANKDEBT                      | ENGINEERED MACHINERY HOLDINGS INC                                               | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      2833729 | PA      | $2833729.47   | 0.13%             | 2029-05-21      | Floating      | 10.26%                | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1320498.98   | 0.06%             | 2032-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1099869.10   | 0.05%             | 2027-09-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EQUITABLE FINANCIAL LIFE 144A                | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      2545000 | PA      | $2545000.00   | 0.11%             | 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      | $3232735.10   | 0.14%             | N/A             | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| ESTONIA                                      | ESTONIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      4173000 | PA      | $4847391.46   | 0.22%             | 2034-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | EUR/USD FWD 20260220 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9546.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | EUR/USD FWD 20260220 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1767.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | EUR/USD FWD 20260220 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-41907.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25                 | EURO-BOBL FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           35 | NC      | $6456.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IKZ5 EURO-BTP FUTURE   DEC25                 | EURO-BTP FUTURE   DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          379 | NC      | $478816.87    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          274 | NC      | $167892.18    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          356 | NC      | $218137.29    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          425 | NC      | $260416.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           48 | NC      | $29411.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                 | EURO-BUND FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           87 | NC      | $53308.83     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26                 | EURO-BUND FUTURE  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           18 | NC      | $1186.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBZ5 EURO-BUXL 30Y BND DEC25                 | EURO-BUXL 30Y BND DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -35 | NC      | $-13657.66    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBZ5 EURO-BUXL 30Y BND DEC25                 | EURO-BUXL 30Y BND DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -262 | NC      | $-102237.30   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25                | EURO-OAT FUTURE   DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -197 | NC      | $-272835.63   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25                | EURO-OAT FUTURE   DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -317 | NC      | $-439029.92   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| DUZ5 EURO-SCHATZ FUT   DEC25                 | EURO-SCHATZ FUT   DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          219 | NC      | $-6611.37     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EART 2023-1A D                               | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       265000 | PA      | $269405.47    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| EART 2025-5A B                               | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                      | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1175000 | PA      | $1177205.71   | 0.05%             | 2030-07-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| EART 2025-5A C                               | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                      | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2330000 | PA      | $2342647.01   | 0.10%             | 2032-03-15      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| ESA 2025-ESH C 144A                          | EXTENDED STAY AMERICA TRUST 2025-ESH                                            | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1210000 | PA      | $1213806.54   | 0.05%             | 2042-10-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| FED CAISSES DESJARDINS 144A                  | FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      3640000 | PA      | $3666127.92   | 0.16%             | 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      | $3566266.10   | 0.16%             | 2030-05-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| FIBRA PROLOGIS 144A                          | FIBRA PROLOGIS                                                                  | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4670000 | PA      | $4657064.10   | 0.21%             | 2035-11-26      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                          | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      2395000 | PA      | $2435657.52   | 0.11%             | 2030-09-06      | Variable      | 4.89%                 | No            | 2                  | On Loan: No      |
| FISERV FUNDING UNLTD CO                      | FISERV FUNDING ULC                                                              | CUSIP: YP9846799<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      6740000 | PA      | $7706966.96   | 0.34%             | 2032-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FISERV FUNDING UNLTD CO                      | FISERV FUNDING ULC                                                              | CUSIP: YP9846773<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      2466000 | PA      | $2857989.39   | 0.13%             | 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      | $3249889.93   | 0.14%             | 2031-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| FCBSL 2020-1A A1AR 144A                      | FORTRESS CREDIT BSL IX LTD                                                      | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5300000 | PA      | $5295783.32   | 0.24%             | 2033-10-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| FCBSL 2022-2A AR 144A                        | FORTRESS CREDIT BSL XV LTD                                                      | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |      3965000 | PA      | $3969727.47   | 0.18%             | 2033-10-18      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| FCBSL 2025-1A A 144A                         | FORTRESS CREDIT BSL XXIV LTD                                                    | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4420000 | PA      | $4420002.21   | 0.20%             | 2038-04-20      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                   | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $2163773.04   | 0.10%             | 2035-01-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FRAPORT AG                                   | FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE                                 | CUSIP: BO7983782<br>LEI: 5299001ERX0K10IZUL40 | Long             | DBT              | CORP              | DE        |      1789000 | PA      | $2032148.41   | 0.09%             | 2028-03-31      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| STACR 2022-DNA2 M1B 144A                     | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |       590000 | PA      | $599910.88    | 0.03%             | 2042-02-25      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| STACR 2025-DNA3 A1 144A                      | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                         | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |      1604875 | PA      | $1605492.23   | 0.07%             | 2045-09-25      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| STACR 2025-DNA4 A1 144A                      | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                                         | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |      6135938 | PA      | $6135903.75   | 0.27%             | 2045-10-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| STACR 2025-DNA4 M1 144A                      | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                                         | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |      2090695 | PA      | $2089367.99   | 0.09%             | 2045-10-25      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| STACR 2025-HQA1 M1 144A                      | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                         | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      1669382 | PA      | $1668351.69   | 0.07%             | 2045-02-25      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| FYBR 2024-1 C 144A                           | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4125000 | PA      | $4622107.46   | 0.21%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| FYBR 2023-1 C 144A                           | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2950000 | PA      | $3049746.58   | 0.14%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| FS LUXEMBOURG SARL 144A                      | FS LUXEMBOURG SARL                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      2180000 | PA      | $2255606.76   | 0.10%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| FS LUXEMBOURG SARL                           | FS LUXEMBOURG SARL                                                              | CUSIP: ZF7052334<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      3760000 | PA      | $3890404.32   | 0.17%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| GFMT 2018-1 A33 144A                         | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        54689 | PA      | $50221.16     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | GBP/USD FWD 20260220 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-779395.57   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GC TREASURY CENTRE CO 144A                   | GC TREASURY CENTER CO LTD                                                       | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       730000 | PA      | $743491.32    | 0.03%             | N/A             | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| GC TREASURY CENTRE CO 144A                   | GC TREASURY CENTER CO LTD                                                       | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       920000 | PA      | $926033.10    | 0.04%             | N/A             | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                       | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3165000 | PA      | $3163879.59   | 0.14%             | 2028-10-27      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| GMR HYDERABAD INTERNATIO                     | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                         | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |      8250000 | PA      | $8136600.45   | 0.36%             | 2027-10-27      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GCBSL 2022-60A AR 144A                       | GOLUB CAPITAL PARTNERS CLO 60B LTD                                              | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2865000 | PA      | $2866466.59   | 0.13%             | 2034-10-25      | Floating      | 5.17%                 | 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      | $62661.60     | 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      | $62661.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREENSAIF PIPELINES BIDC                     | GREENSAIF PIPELINES BIDCO SARL                                                  | CUSIP: ZM9730031<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      4340000 | PA      | $4743436.59   | 0.21%             | 2042-02-23      | Fixed         | 6.51%                 | No            | 2                  | On Loan: —       |
| HA SUSTAINABLE INF CAP                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      2947000 | PA      | $2998572.50   | 0.13%             | 2056-06-01      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| HALEON NL CAPITAL BV                         | HALEON NETHERLANDS CAPITAL BV                                                   | CUSIP: BV4437596<br>LEI: 549300RXQZBOJONY3Q97 | Long             | DBT              | CORP              | NL        |      6550000 | PA      | $7249006.98   | 0.32%             | 2030-03-29      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| HANWHA TOTALENERGIES                         | HANWHA TOTALENERGIES PETROCHEMICAL CO LTD                                       | CUSIP: ZF2317203<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |      5050000 | PA      | $5084446.66   | 0.23%             | 2029-07-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HNGRY 2020-1A A2 144A                        | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4463304 | PA      | $4308754.53   | 0.19%             | 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      | $7850938.02   | 0.35%             | 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      | $5203040.25   | 0.23%             | 2030-02-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                             | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      6795000 | PA      | $6801231.02   | 0.30%             | 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      | $4019180.30   | 0.18%             | 2027-11-19      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| HILT 2024-ORL B 144A                         | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1540000 | PA      | $1540479.56   | 0.07%             | 2037-05-15      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| HLM 11A-17 CR 144A                           | HPS LOAN MANAGEMENT 11-2017 LTD                                                 | CUSIP: 40436VAJ0<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |      7190000 | PA      | $7210463.46   | 0.32%             | 2030-05-06      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3415000 | PA      | $3465685.43   | 0.15%             | 2029-03-03      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC HOLDINGS PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1438995.60   | 0.06%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| HTA GROUP LTD 144A                           | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      1350000 | PA      | $1401470.72   | 0.06%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HTA GROUP LTD                                | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: YX2222371<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      3950000 | PA      | $4100599.52   | 0.18%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | HUF/USD FWD 20260116 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-421121.31   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HACLN 2024-1 B1 144A                         | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       628291 | PA      | $638511.75    | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| HACLN 2024-2 B1 144A                         | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1607498 | PA      | $1624253.64   | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| HACLN 2025-1 B1 144A                         | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2229826 | PA      | $2247679.77   | 0.10%             | 2033-03-21      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                 | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      3805000 | PA      | $3899554.25   | 0.17%             | 2030-03-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                 | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      5780000 | PA      | $5870751.78   | 0.26%             | 2028-06-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $6653495.94   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | ICE_CDX HY CDSI S45 5Y 12/20/2030 MSLN                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $11517349.19  | 0.51%             |  |  |  | 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      | $-48878.88    | -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      | $158349.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | IDR/USD FWD 20260109 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-6326.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | IDR/USD FWD 20260109 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-26715.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | IDR/USD FWD 20260109 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-111428.56   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | IDR/USD FWD 20260115 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-48052.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | IDR/USD FWD 20260115 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-44602.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | IDR/USD FWD 20260115 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-11789.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | IDR/USD FWD 20260115 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-55036.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ILPT 2022-LPFX C 144A                        | ILPT COMMERCIAL MORTGAGE TRUST 2022-LPFX                                        | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4315000 | PA      | $3927363.70   | 0.18%             | 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      | $4470784.36   | 0.20%             | 2030-04-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| INDIA GOVERNMENT BOND                        | INDIA GOVERNMENT BOND                                                           | CUSIP: YO0526393<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   4080000000 | PA      | $45088795.10  | 2.01%             | 2035-05-05      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                    | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YM7647550<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      3620000 | PA      | $2333957.59   | 0.10%             | 2030-08-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                    | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YM7647568<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1740000 | PA      | $1131354.29   | 0.05%             | 2035-08-14      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                    | INDONESIA TREASURY BOND                                                         | CUSIP: BZ9444168<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  45886000000 | PA      | $2937972.80   | 0.13%             | 2030-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                    | INDONESIA TREASURY BOND                                                         | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 316711000000 | PA      | $19329734.70  | 0.86%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                    | INDONESIA TREASURY BOND                                                         | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  67047000000 | PA      | $4283882.62   | 0.19%             | 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      | $5713251.77   | 0.25%             | 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      | $6322091.55   | 0.28%             | 2028-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| INVCO 2023-1A AR 144A                        | INVESCO US CLO 2023-1 LTD                                                       | CUSIP: 46146GAQ5<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |      1410000 | PA      | $1413009.50   | 0.06%             | 2037-04-22      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| IPOTEKA-BANK ATIB                            | IPOTEKA-BANK ATIB                                                               | CUSIP: YK5636922<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      8920000 | PA      | $8877770.58   | 0.40%             | 2030-10-09      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| IPOTEKA-BANK ATIB                            | IPOTEKA-BANK ATIB                                                               | CUSIP: YK5636948<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  19400000000 | PA      | $1607565.68   | 0.07%             | 2028-10-09      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| BARCLAYS                                     | IVORY COAST CDS 6/20/2027                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-19465.34    | -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      | $-7151.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JAB HOLDINGS BV                              | JAB HOLDINGS BV                                                                 | CUSIP: ZK8531194<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $4235713.79   | 0.19%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JTWN 2020-15A A1R 144A                       | JAMESTOWN CLO XV LTD                                                            | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3260000 | PA      | $3262601.81   | 0.15%             | 2035-07-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                 | JANE STREET GROUP / JSG FINANCE INC                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2670000 | PA      | $2716725.00   | 0.12%             | 2032-11-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                 | JANE STREET GROUP / JSG FINANCE INC                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3495000 | PA      | $3643537.50   | 0.16%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JAPAN                                        | JAPAN GOVERNMENT FORTY YEAR BOND                                                | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4338700000 | PA      | $15284123.10  | 0.68%             | 2063-03-20      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| JAPAN                                        | JAPAN GOVERNMENT THIRTY YEAR BOND                                               | CUSIP: YP2851598<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2822100000 | PA      | $14952495.91  | 0.67%             | 2055-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| JAPAN                                        | JAPAN GOVERNMENT THIRTY YEAR BOND                                               | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    419700000 | PA      | $2132475.27   | 0.10%             | 2054-06-20      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| JAPAN 30 INFL INDX                           | JAPANESE GOVERNMENT CPI LINKED BOND                                             | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   6050971500 | PA      | $38399584.06  | 1.71%             | 2035-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| JAPAN 29 INFL INDX                           | JAPANESE GOVERNMENT CPI LINKED BOND                                             | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5746914160 | PA      | $36663550.06  | 1.64%             | 2034-03-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| JERROLD FINCO PLC 144A                       | JERROLD FINCO PLC                                                               | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      1765000 | PA      | $2369389.58   | 0.11%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JMIKE 2021-1A A2I 144A                       | JERSEY MIKE'S FUNDING                                                           | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        49250 | PA      | $48246.63     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                            | JORDAN GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: QJ6143706<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      4017000 | PA      | $4023455.32   | 0.18%             | 2026-01-29      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JORDAN                                       | JORDAN GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      2045000 | PA      | $2150811.16   | 0.10%             | 2029-01-13      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JPMMT 2025-HE3 A1 144A                       | JP MORGAN MORTGAGE TRUST 2025-HE3                                               | CUSIP: 46660CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1435000 | PA      | $1435000.00   | 0.06%             | 2056-03-25      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| JBZ5 JPN 10Y BOND(OSE) DEC25                 | JPN 10Y BOND(OSE) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -73 | NC      | $939107.49    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | JPY/USD FWD 20260123 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $2079.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | JPY/USD FWD 20260123 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-442312.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144a          | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2396512<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       126229 | PA      | $2366.79      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A          | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       793737 | PA      | $9921.71      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A          | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       336586 | PA      | $2103.66      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A          | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       168293 | PA      | $2566.24      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  . 144A        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       420733 | PA      | $1567.23      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A          | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       420733 | PA      | $1577.75      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A          | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       336586 | PA      | $2103.66      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A          | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       210375 | PA      | $1577.81      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JSC KASPI.KZ 144A                            | KASPI.KZ JSC                                                                    | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      3360000 | PA      | $3452266.84   | 0.15%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JSC KASPI.KZ                                 | KASPI.KZ JSC                                                                    | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      2500000 | PA      | $2568650.93   | 0.11%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KAZAKHSTAN 144A                              | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     11420000 | PA      | $11656750.65  | 0.52%             | 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      | $1966323.61   | 0.09%             | 2027-10-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BELGIUM KINGDOM                              | KINGDOM OF BELGIUM GOVERNMENT BOND                                              | CUSIP: ZL0747895<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     14944000 | PA      | $14886622.14  | 0.66%             | 2054-06-22      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| KINGP 2021-1A A1R 144A                       | KINGS PARK CLO LTD                                                              | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3270000 | PA      | $3270000.00   | 0.15%             | 2039-01-21      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| KINGP 2021-1A A 144A                         | KINGS PARK CLO LTD                                                              | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3180000 | PA      | $3182252.71   | 0.14%             | 2035-01-21      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| KKR 34A BR 144A                              | KKR CLO 34 LTD                                                                  | CUSIP: 48253UAL0<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |      5115000 | PA      | $5121592.21   | 0.23%             | 2034-07-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| KKR 40A AR 144A                              | KKR CLO 40 LTD                                                                  | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1345000 | PA      | $1345268.87   | 0.06%             | 2034-10-20      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| KKR 2022-43A A1R 144A                        | KKR CLO 43 LTD                                                                  | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      1175000 | PA      | $1177177.63   | 0.05%             | 2036-01-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| KKR 2022-43A BR 144A                         | KKR CLO 43 LTD                                                                  | CUSIP: 48255UAN4<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      3670000 | PA      | $3675804.47   | 0.16%             | 2036-01-15      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                          | KLABIN AUSTRIA GMBH                                                             | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      6506000 | PA      | $6594394.81   | 0.29%             | 2029-04-03      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KONA SPC LTD 144A                            | KONA SPC LTD                                                                    | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |      4980000 | NS      | $5832630.16   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| KAAZ5 KOREA 10YR BND FU DEC25                | KOREA 10YR BND FU DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         -287 | NC      | $848221.77    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| KEZ5 KOREA 3YR BND FUT DEC25                 | KOREA 3YR BND FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         3112 | NC      | $-2539240.19  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| KOREA NATIONAL OIL CORP 144A                 | KOREA NATIONAL OIL CORP                                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |      3360000 | PA      | $3424473.43   | 0.15%             | 2028-04-03      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD 144A                       | KOSMOS ENERGY LTD                                                               | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      3860000 | PA      | $2260937.10   | 0.10%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| KRAKATAU POSCO PT                            | KRAKATAU POSCO PT                                                               | CUSIP: YX1814475<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |      3950000 | PA      | $4091664.46   | 0.18%             | 2029-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KRAKATAU POSCO PT                            | KRAKATAU POSCO PT                                                               | CUSIP: YX1814418<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |      3950000 | PA      | $4024251.03   | 0.18%             | 2027-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND 144A                    | KYRGYZ REPUBLIC INTERNATIONAL BOND                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     16010000 | PA      | $16188631.41  | 0.72%             | 2030-06-03      | Fixed         | 7.75%                 | 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      | $-259132.62   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | LCH - EUR IRS 12/13/39 PAY FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $600826.29    | 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      | $292654.50    | 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      | $278510.61    | 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      | $1029298.66   | 0.05%             |  |  |  | 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      | $-629584.56   | -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      | $-349180.40   | -0.02%            |  |  |  | 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      | $27220.62     | 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      | $-2237.70     | -0.00%            |  |  |  | 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      | $-653857.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | LCH-CNY IRS 10/31/30 REC FIX GSIL_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-66702.86    | -0.00%            |  |  |  | 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      | $-38831.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | LCH-EUR IRS 10/9/30 REC FIX BARC_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $8054.77      | 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      | $70755.09     | 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      | $-342821.58   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                          | LCH-JPY IRS 11/4/30 PAY FIX CHAS_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $46930.46     | 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      | $-108316.26   | -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      | $-98416.98    | -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      | $-352369.18   | -0.02%            |  |  |  | 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      | $-348125.18   | -0.02%            |  |  |  | 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      | $-355567.46   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LGENERGYSOLUTION                             | LG ENERGY SOLUTION LTD                                                          | CUSIP: YQ2512396<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      7800000 | PA      | $7955918.72   | 0.35%             | 2028-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC 144A                    | LIFEPOINT HEALTH INC                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $4225375.00   | 0.19%             | 2030-10-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| G H6 LONG GILT FUTURE  MAR26                 | LONG GILT FUTURE  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          188 | NC      | $194907.92    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LTI HOLDINGS INC TL B 1L BANKDEBT            | LTI HOLDINGS INC                                                                | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      3841200 | PA      | $3862019.30   | 0.17%             | 2029-07-29      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| MDPK 2016-24A CR2 144A                       | MADISON PARK FUNDING XXIV LTD                                                   | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2340000 | PA      | $2341711.94   | 0.10%             | 2029-10-20      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| MDPK 2019-33A AR 144A                        | MADISON PARK FUNDING XXXIII LTD                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3080596 | PA      | $3083663.17   | 0.14%             | 2032-10-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| MAF GLOBAL SECURITIES                        | MAF GLOBAL SECURITIES LTD                                                       | CUSIP: BX3077506<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |      4200000 | PA      | $4370650.20   | 0.19%             | N/A             | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| MAGNE 2023-34A D1R 144A                      | MAGNETITE XXXIV LTD                                                             | CUSIP: 55952MAU7<br>LEI: 5493007RY5PFZOE8RF76 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $498744.10    | 0.02%             | 2038-01-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN 144A                | MAGYAR EXPORT-IMPORT BANK ZRT                                                   | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      2730000 | PA      | $2814073.49   | 0.13%             | 2027-12-04      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                     | MAGYAR EXPORT-IMPORT BANK ZRT                                                   | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       980000 | PA      | $1224442.73   | 0.05%             | 2029-05-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                     | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: EJ7152766<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15960000 | PA      | $3924034.82   | 0.18%             | 2028-06-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                          | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     50129000 | PA      | $13120177.10  | 0.59%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                     | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: EI2160261<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    222380000 | PA      | $56448859.02  | 2.52%             | 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      | $5160160.58   | 0.23%             | 2027-01-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MEDCO LAUREL TREE                            | MEDCO LAUREL TREE PTE LTD                                                       | CUSIP: BS2398870<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |       276000 | PA      | $277516.61    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL BV                      | MEGLOBAL BV                                                                     | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $2874898.50   | 0.13%             | 2028-04-28      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                        | MELCO RESORTS FINANCE LTD                                                       | CUSIP: BK5234384<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      6100000 | PA      | $6082977.34   | 0.27%             | 2028-07-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MERCURY DATA CTR BIDCO TL BANKDEBT           | MERCURY DATA CTR BIDCO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2468750 | PA      | $2458874.67   | 0.11%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MERLIN BUYER TL 1L BANKDEBT                  | MERLIN BUYER INC                                                                | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |       880000 | PA      | $886600.00    | 0.04%             | 2028-12-14      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| DATASITE TL B 1L BANKDEBT                    | MERMAID BIDCO INC                                                               | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |       925315 | PA      | $926471.50    | 0.04%             | 2031-07-03      | Floating      | 7.15%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                           | META PLATFORMS INC                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      8970000 | PA      | $8907739.23   | 0.40%             | 2055-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MEXICO                                       | MEXICAN BONOS                                                                   | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     88164000 | PA      | $4538285.28   | 0.20%             | 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      | $4670626.55   | 0.21%             | 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      | $7224344.60   | 0.32%             | 2030-08-10      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| MONTENEGRO 144A                              | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      3110000 | PA      | $3342082.32   | 0.15%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MOROCCO 144A                                 | MOROCCO GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      7000000 | PA      | $8248943.76   | 0.37%             | 2029-04-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MRIYA AGRO HOLDING RECOVERY CERT PP          | MRIYA RECOVERY CERTIFICATES                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       127586 | NS      | $429.33       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MVWOT 2020-1A C 144A                         | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       145952 | PA      | $144829.90    | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| MVWOT 2023-2A A 144A                         | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2062075 | PA      | $2118697.53   | 0.09%             | 2040-11-20      | Fixed         | 6.18%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | MXN/USD FWD 20260116 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-182255.08   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | MXN/USD FWD 20260116 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-22703.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | MYR/USD FWD 20251205 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $66971.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | MYR/USD FWD 20251205 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-1399056.66  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | MYR/USD FWD 20251205 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $25694.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | MYR/USD FWD 20260309 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-96879.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | MYR/USD FWD 20260309 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-304787.26   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                      | NATIONAL BANK OF CANADA                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      5095000 | PA      | $5151121.43   | 0.23%             | 2029-10-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NAVSL 2017-A B 144A                          | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                                     | CUSIP: 63939XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       267574 | PA      | $266359.96    | 0.01%             | 2058-12-16      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| NAVSL 2020-BA B 144A                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B                                | CUSIP: 63941GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2365000 | PA      | $2078497.04   | 0.09%             | 2069-01-15      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| NAVSL 2020-DA B 144A                         | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2005000 | PA      | $1796622.56   | 0.08%             | 2069-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| NAVOIYURAN 144A                              | NAVOIYURAN STATE ENTERPRISE                                                     | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |      2390000 | PA      | $2409303.03   | 0.11%             | 2030-07-02      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| NBN CO LTD 144A                              | NBN CO LTD                                                                      | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $4183292.00   | 0.19%             | 2028-10-06      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NBN CO LTD 144A                              | NBN CO LTD                                                                      | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      1690000 | PA      | $1701826.62   | 0.08%             | 2030-09-16      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                    | NEPTUNE BIDCO US INC                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      5420000 | PA      | $5474200.00   | 0.24%             | 2031-05-15      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| NETFLIX INC                                  | NETFLIX INC                                                                     | CUSIP: AV1834432<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      4705000 | PA      | $5783082.75   | 0.26%             | 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      | $4398393.93   | 0.20%             | 2027-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| NEUB 2021-43A AR 144A                        | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |      1090000 | PA      | $1089300.11   | 0.05%             | 2036-07-17      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                       | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     17850000 | PA      | $6817669.94   | 0.30%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                                  | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     70712000 | PA      | $40149132.71  | 1.79%             | 2036-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                                  | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: ZL4403453<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     91730000 | PA      | $54597952.87  | 2.44%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                                  | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     13028000 | PA      | $7360071.61   | 0.33%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3588092.29   | 0.16%             | 2056-05-15      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                       | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3560000 | PA      | $4136009.56   | 0.18%             | 2056-05-15      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | NGN/USD FWD 20260410 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $99545.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                    | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      4340000 | PA      | $4363570.54   | 0.19%             | 2030-10-03      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| NIGERIA T- BILL                              | NIGERIA OMO BILL                                                                | CUSIP: YP9861855<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |  12781000000 | PA      | $8355409.18   | 0.37%             | 2026-03-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NIGERIA T-BILL                               | NIGERIA OMO BILL                                                                | CUSIP: YP9861848<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   4635867000 | PA      | $3074997.10   | 0.14%             | 2026-02-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NORTH MACEDONIA 144A                         | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                   | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      1580000 | PA      | $1908214.61   | 0.09%             | 2027-03-13      | Fixed         | 6.96%                 | No            | 2                  | On Loan: No      |
| WOODS 2018-14BA AR 144A                      | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |      3462187 | PA      | $3462603.27   | 0.15%             | 2031-11-13      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC 144A                          | NRG ENERGY INC                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2830000 | PA      | $3088237.50   | 0.14%             | N/A             | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                       | NRZT 2025-NQM6                                                                  | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4740000 | PA      | $4739979.14   | 0.21%             | 2065-10-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP 144A                        | NTT FINANCE CORP                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      1105000 | PA      | $1118557.25   | 0.05%             | 2028-07-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP 144A                        | NTT FINANCE CORP                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      1800000 | PA      | $1857778.20   | 0.08%             | 2032-07-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| NYC 2025-28L B 144A                          | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                          | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1145000 | PA      | $1147260.12   | 0.05%             | 2038-11-05      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | NZD/USD FWD 20260123 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $106553.65    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | NZD/USD FWD 20260123 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-1050.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | NZD/USD FWD 20260123 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-5279.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | NZD/USD FWD 20260123 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $123121.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | NZD/USD FWD 20260123 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-639931.24   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OBX 2021-NQM1 M1 144A                        | OBX 2021-NQM1 TRUST                                                             | CUSIP: 67114BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1095000 | PA      | $851153.79    | 0.04%             | 2066-02-25      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6204000 | PA      | $7173375.00   | 0.32%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| OCT49 2020-5A AR 144A                        | OCTAGON INVESTMENT PARTNERS 49 LTD                                              | CUSIP: 67578FAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1205000 | PA      | $1207573.28   | 0.05%             | 2037-04-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| OCTL 2023-1A C 144A                          | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3340000 | PA      | $3390562.92   | 0.15%             | 2029-09-20      | Fixed         | 6.37%                 | No            | 2                  | On Loan: No      |
| ONEDIGITAL TL B 1L BANKDEBT                  | ONEDIGITAL BORROWER LLC                                                         | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      5016990 | PA      | $5012875.83   | 0.22%             | 2031-07-02      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                    | ONEOK INC                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      6915000 | PA      | $6922841.61   | 0.31%             | 2027-09-24      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                  | ORACLE CORP                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3159000 | PA      | $2933624.30   | 0.13%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| ORACLE CORP                                  | ORACLE CORP                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1720139.75   | 0.08%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                  | ORACLE CORP                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1522443.00   | 0.07%             | 2030-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: —       |
| ORACLE CORP                                  | ORACLE CORP                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2150854.20   | 0.10%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ORBIA ADVANCE CORP SAB                       | ORBIA ADVANCE CORP SAB DE CV                                                    | CUSIP: YO1276816<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      6445000 | PA      | $6435783.65   | 0.29%             | 2030-05-13      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| OZLMF 2012-2A AR4 144A                       | OZLM FUNDING II LTD                                                             | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4752432.00   | 0.21%             | 2037-07-30      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| PLMRS 2015-1A CR5 144A                       | PALMER SQUARE CLO 2015-1 LTD                                                    | CUSIP: 69689ACC2<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |      1615000 | PA      | $1616673.14   | 0.07%             | 2034-05-21      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| PLMRS 2021-1A A1AR 144A                      | PALMER SQUARE CLO 2021-1 LTD                                                    | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4545000 | PA      | $4542502.98   | 0.20%             | 2038-04-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| PANDORA A/S                                  | PANDORA A/S                                                                     | CUSIP: ZL3457666<br>LEI: 5299007OWYZ6I1E46843 | Long             | DBT              | CORP              | DK        |      4330000 | PA      | $5207703.02   | 0.23%             | 2028-04-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                          | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     14297000 | PA      | $15251610.69  | 0.68%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD 144A                    | PETRONAS CAPITAL LTD                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      5885000 | PA      | $6263940.56   | 0.28%             | 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        |       242000 | PA      | $250470.00    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| PHILIPPINES                                  | PHILIPPINE GOVERNMENT BOND                                                      | CUSIP: YP6291635<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1765300000 | PA      | $31285655.60  | 1.40%             | 2035-04-28      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | PHP/USD FWD 20251205 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-108103.41   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | PHP/USD FWD 20251205 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $63047.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | PHP/USD FWD 20260306 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-68476.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | PLN/USD FWD 20260213 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $-7505.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                       | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2466501.25   | 0.11%             | 2036-01-29      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| PORT BEAUMONT TX JEFF GULF COAST EN 144A AMT | PORT OF BEAUMONT NAVIGATION DISTRICT                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      3610000 | PA      | $3623323.79   | 0.16%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| POSCO 144A                                   | POSCO                                                                           | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      1740000 | PA      | $1794531.69   | 0.08%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| PREF 2024-1A A2 144A                         | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       135351 | PA      | $135937.48    | 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      | $3710253.94   | 0.17%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PROAMPAC TL B 1L BANKDEBT                    | PROAMPAC PG BORROWER LLC                                                        | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |      5152734 | PA      | $5154022.36   | 0.23%             | 2028-09-15      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                    | PROSUS NV                                                                       | CUSIP: BQ4156015<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      3750000 | PA      | $3415039.95   | 0.15%             | 2031-07-13      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC 144A                   | QNITY ELECTRONICS INC                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       140000 | PA      | $144550.00    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC 144A                   | QNITY ELECTRONICS INC                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       325000 | PA      | $333937.50    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: ZD3788001<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      2580000 | PA      | $2055357.00   | 0.09%             | 2054-03-05      | Fixed         | 6.95%                 | No            | 2                  | On Loan: —       |
| RAIZEN FUELS FINANCE 144A                    | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      6850000 | PA      | $5929300.20   | 0.26%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| REALT 2025-1A A1 144A                        | REAL ESTATE ASSET LIQUIDITY TRUST                                               | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      7604750 | PA      | $5458909.27   | 0.24%             | 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      | $3205759.56   | 0.14%             | 2031-06-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REDE D'OR FINANCE SARL 144A                  | REDE D'OR FINANCE SARL                                                          | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      6180000 | PA      | $6346087.50   | 0.28%             | 2035-09-09      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A                | REPUBLIC OF COTE D'IVOIRE                                                       | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   5688000000 | PA      | $10212669.31  | 0.46%             | 2028-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| POLAND                                       | REPUBLIC OF POLAND GOVERNMENT BOND                                              | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9547000 | PA      | $2612109.30   | 0.12%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| POLAND                                       | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     18265000 | PA      | $18621686.96  | 0.83%             | 2033-10-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                         | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                       | CUSIP: YR6329449<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      1730000 | PA      | $1862492.81   | 0.08%             | 2032-05-25      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN                                   | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                       | CUSIP: BQ5125308<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      2273000 | PA      | $2093062.16   | 0.09%             | 2031-10-19      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ROCKT 2019-2A AR2 144A                       | ROCKFORD TOWER CLO 2019-2 LTD                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |      4881509 | PA      | $4880714.99   | 0.22%             | 2032-08-20      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| ROCKP 2021-1A D1R 144A                       | ROCKLAND PARK CLO LTD                                                           | CUSIP: 773663AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5475000 | PA      | $5491287.58   | 0.24%             | 2038-07-20      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                     | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2715000 | PA      | $2860931.25   | 0.13%             | 2055-04-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                     | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1815000 | PA      | $1880793.75   | 0.08%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YV9256780<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     11649000 | PA      | $13848205.30  | 0.62%             | 2031-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZD0698997<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4019000 | PA      | $4859544.53   | 0.22%             | 2031-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA 144A                                 | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     18541000 | PA      | $21896104.87  | 0.98%             | 2033-06-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | RON/USD FWD 20260113 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $52201.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RRAM 2024-28RA A1R 144A                      | RR 28 LTD                                                                       | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      3625000 | PA      | $3632687.54   | 0.16%             | 2037-04-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                              | SANDS CHINA LTD                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      3880000 | PA      | $3796457.00   | 0.17%             | 2030-06-18      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| SDART 2021-4 E 144A                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3500000 | PA      | $3496342.50   | 0.16%             | 2029-03-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                     | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $275641.20    | 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      | $9323264.89   | 0.42%             | 2029-09-14      | 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      | $2428776.94   | 0.11%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                      | SASOL FINANCING USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      5640000 | PA      | $5600976.84   | 0.25%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SDR 2024-DSNY B 144A                         | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1290000 | PA      | $1286779.13   | 0.06%             | 2039-05-15      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| SEB4P 2024-1A A2 144A                        | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1918000 | PA      | $1961974.18   | 0.09%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | SEK/USD FWD 20260227 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-34092.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SEMT 2017-2 B3 144A                          | SEQUOIA MORTGAGE TRUST 2017-2                                                   | CUSIP: 81746KCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2478606 | PA      | $2105385.50   | 0.09%             | 2047-02-25      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| SEMT 2018-CH3 A19 144A                       | SEQUOIA MORTGAGE TRUST 2018-CH3                                                 | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |         4644 | PA      | $4622.59      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| SERBIA 144A                                  | SERBIA INTERNATIONAL BOND                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1570000 | PA      | $1634167.94   | 0.07%             | 2028-05-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                           | SERBIA INTERNATIONAL BOND                                                       | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      6270000 | PA      | $7266367.63   | 0.32%             | 2027-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SES SA                                       | SES SA                                                                          | CUSIP: YN4662469<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      4200000 | PA      | $4959876.62   | 0.22%             | 2033-06-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | SGD/USD FWD 20251212 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-115421.71   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | SGD/USD FWD 20251212 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $20790.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SHACK 2019-14A BRR 144A                      | SHACKLETON 2019-XIV CLO LTD                                                     | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |      3565000 | PA      | $3563430.69   | 0.16%             | 2034-07-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| SHINHAN BANK                                 | SHINHAN BANK CO LTD                                                             | CUSIP: ZB2754305<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      5280000 | PA      | $5590353.44   | 0.25%             | 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      | $7880665.00   | 0.35%             | 2027-04-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SPEAK 2018-5A BR 144A                        | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3090000 | PA      | $3104966.72   | 0.14%             | 2037-04-25      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| SPEAK 2018-5A A1R 144A                       | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3325000 | PA      | $3332019.74   | 0.15%             | 2037-04-25      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC 144A                            | SK HYNIX INC                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      3050000 | PA      | $3158987.66   | 0.14%             | 2029-01-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SLOVENIA                                     | SLOVENIA GOVERNMENT BOND                                                        | CUSIP: YN6454105<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     10960000 | PA      | $12766011.01  | 0.57%             | 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      | $3627718.89   | 0.16%             | 2029-07-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| SMRT 2022-MINI D 144A                        | SMRT 2022-MINI                                                                  | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4470000 | PA      | $4447751.92   | 0.20%             | 2039-01-15      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE 144A                        | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      9579000 | PA      | $9772131.80   | 0.44%             | 2029-05-22      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| SONIC 2021-1A A2II 144A                      | SONIC CAPITAL LLC                                                               | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1734583 | PA      | $1513989.08   | 0.07%             | 2051-08-20      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| SNDPT 2018-2A A 144A                         | SOUND POINT CLO XX LTD                                                          | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |      1013470 | PA      | $1013566.89   | 0.05%             | 2031-07-26      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| SNDPT 2019-1A BRR 144A                       | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       520000 | PA      | $521962.22    | 0.02%             | 2032-01-20      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| SPAIN                                        | SPAIN GOVERNMENT BOND                                                           | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      5852000 | PA      | $4520076.50   | 0.20%             | 2052-10-31      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| SRI LANKA GOVT BOND                          | SRI LANKA GOVERNMENT BONDS                                                      | CUSIP: EK9359283<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    723000000 | PA      | $2467977.34   | 0.11%             | 2030-05-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| SRI LANKA                                    | SRI LANKA GOVERNMENT BONDS                                                      | CUSIP: YM6937705<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    827000000 | PA      | $2697544.63   | 0.12%             | 2030-07-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| SRI LANKA                                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0705170<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      6300000 | PA      | $5470180.19   | 0.24%             | 2033-03-15      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                       | STANDARD CHARTERED PLC                                                          | CUSIP: ZP3880819<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      4015000 | PA      | $4568983.48   | 0.20%             | 2028-01-27      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                       | STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                         | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      3888750 | PA      | $4026042.32   | 0.18%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STAR 2020-INV1 A3 144A                       | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       147871 | PA      | $141858.41    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT 144A                | SUMITOMO MITSUI TRUST BANK LTD                                                  | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     11125000 | PA      | $11221565.00  | 0.50%             | 2027-09-10      | Fixed         | 4.45%                 | No            | 2                  | On Loan: —       |
| SURINAME INT 144A                            | SURINAME GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      3520000 | PA      | $3807724.80   | 0.17%             | 2035-11-06      | Fixed         | 8.50%                 | No            | 2                  | On Loan: —       |
| SWEDEN I/L BOND                              | SWEDEN INFLATION LINKED BOND                                                    | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     66221675 | PA      | $6649139.71   | 0.30%             | 2032-06-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| SYMP 2023-30A A1R 144A                       | SYMPHONY CLO 30 LTD                                                             | CUSIP: 87169BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2085000 | PA      | $2089453.77   | 0.09%             | 2037-10-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| SYMP 2024-42A A1 144A                        | SYMPHONY CLO 42 LTD                                                             | CUSIP: 871987AA1<br>LEI: 254900S693X90O62Z022 | Long             | ABS-CBDO         | CORP              | BM        |      2970000 | PA      | $2976363.23   | 0.13%             | 2037-04-17      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                 | SYNOPSYS INC                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5296042.36   | 0.24%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| TRP INST FLOATING RATE FUND                  | T ROWE PR INST FLTNG RT-INST                                                    | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |      5900127 | NS      | $55461189.74  | 2.47%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                             | T-MOBILE USA INC                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4176000 | PA      | $4109902.27   | 0.18%             | 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        |     45729207 | NS      | $45729207.33  | 2.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TALEN ENERGY SUPPLY TL B 1L BANKDEBT         | TALEN ENERGY SUPPLY LLC                                                         | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      1994925 | PA      | $1997777.74   | 0.09%             | 2031-12-13      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                     | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                     | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      6570000 | PA      | $6076543.99   | 0.27%             | 2030-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WINDR 2019-3A AR3 144A                       | THL CREDIT WIND RIVER 2019-3 CLO LTD                                            | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |      3335000 | PA      | $3330751.54   | 0.15%             | 2038-01-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV TXBL CLSS 2 AB SER B      | TOBACCO SETTLEMENT FINANCE AUTHORITY                                            | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1970000 | PA      | $1807497.46   | 0.08%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN CORP TXBL SER A-1            | TOBACCO SETTLEMENT FINANCING CORP/VA                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12140000 | PA      | $9204433.88   | 0.41%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      3585675 | PA      | $3605396.38   | 0.16%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL            | TREASURY RESERVE FUND - Collateral                                              | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |     34337955 | NS      | $34337955.40  | 1.53%             |  |  |  | No            | 1                  | On Loan: No      |
| TREST 2025-8A A1 144A                        | TRESTLES CLO VIII LTD                                                           | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |      4730000 | PA      | $4730171.70   | 0.21%             | 2035-06-11      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| TRNTS 2018-9A ARRR 144A                      | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |       352037 | PA      | $352028.65    | 0.02%             | 2032-01-20      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| TRNTS 2017-6A AR4 144A                       | TRINITAS CLO VI LTD                                                             | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |      5350000 | PA      | $5348867.94   | 0.24%             | 2034-01-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| TRNTS 2017-7A A1R2 144A                      | TRINITAS CLO VII LTD                                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |      5425000 | PA      | $5411389.22   | 0.24%             | 2035-01-25      | Floating      | 4.92%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | TRY/USD FWD 20260115 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $209487.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | TRY/USD FWD 20260115 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $11766.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | TRY/USD FWD 20260115 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-44440.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TURKCELL ILETISIM HIZMET 144A                | TURKCELL ILETISIM HIZMETLERI AS                                                 | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      2300000 | PA      | $2415652.21   | 0.11%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| TURKIYE IS BANKASI A.S                       | TURKIYE IS BANKASI AS                                                           | CUSIP: DA4231027<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    123000000 | PA      | $2644711.63   | 0.12%             | 2026-02-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TYF6C 113.5 CALL OPT 10YR FUT JAN 26         | TYF6C    113.5 PIT                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -993 | NC      | $-496500.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                 | UAH/USD FWD 20260209 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $3577.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                        | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      8820000 | PA      | $8878767.66   | 0.40%             | 2030-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | UBS GROUP AG                                                                    | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      5175000 | PA      | $6642822.45   | 0.30%             | 2029-03-01      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YV4644170<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3470000 | PA      | $1958486.50   | 0.09%             | 2036-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YV4639147<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2149119 | PA      | $1236991.01   | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                           | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: YV4638727<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3983077 | PA      | $2330027.00   | 0.10%             | 2035-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                      | UNIBAIL-RODAMCO-WESTFIELD SE                                                    | CUSIP: BK1848690<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |      1700000 | PA      | $1785869.16   | 0.08%             | 2032-06-29      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                      | UNIBAIL-RODAMCO-WESTFIELD SE                                                    | CUSIP: ZQ2371040<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |       800000 | PA      | $785287.75    | 0.04%             | 2032-03-29      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM                               | UNITED KINGDOM GILT                                                             | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     40896000 | PA      | $47497202.48  | 2.12%             | 2054-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TIPS                                         | UNITED STATES TREASURY INFLATION INDEXED BONDS                                  | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84037823 | PA      | $83926209.65  | 3.74%             | 2028-04-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26                 | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          249 | NC      | $5482.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26                | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          961 | NC      | $366525.40    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26                 | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1372 | NC      | $-29199.79    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26                 | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -55 | NC      | $-1170.55     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26                 | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -631 | NC      | $-40333.52    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| USCLN 2023-1 B 144A                          | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        58694 | PA      | $59319.11     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| USH6 US LONG BOND(CBT) MAR26                 | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -589 | NC      | $-350555.13   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26                 | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          246 | NC      | $189205.98    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                              | USD IRS OPT 6M/5Y 2.75 4/14/26 REC BOFA                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |            1 | NC      | $764918.38    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD IRS OPT 6M/5Y 2.75 4/15/26 REC MSLN                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $772424.06    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD/AUD FWD 20260123 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-227321.70   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/AUD FWD 20260123 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-184142.30   | -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      | $-251980.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | USD/BRL FWD 20251202 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $85904.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/BRL FWD 20260303 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-201844.09   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                             | USD/BRL FWD 20260303 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $48375.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/CAD FWD 20260126 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-82969.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/CAD FWD 20260126 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-146187.45   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/CHF FWD 20260123 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $777487.68    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/CHF FWD 20260123 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2481.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                  | USD/CLP FWD 20260206 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-332232.00   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | USD/COP FWD 20251205 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13803.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | USD/COP FWD 20251205 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1421094.47  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | USD/COP FWD 20260306 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4673.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                 | USD/COP FWD 20260306 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $41816.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/CZK FWD 20260116 189                                                        | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $60162.81     | 0.00%             |  |  |  | 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      | $-504674.82   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/EGP FWD 20260512 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-29838.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/EUR FWD 20260220 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-77384.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/EUR FWD 20260220 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-32598.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD/EUR FWD 20260220 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9370.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | USD/EUR FWD 20260220 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $140858.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                  | USD/EUR FWD 20260220 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $148871.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/GBP FWD 20260220 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $171543.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/HUF FWD 20260116 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $85279.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/INR FWD 20260109 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $106672.06    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/INR FWD 20260109 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $51977.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD/INR FWD 20260109 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8652.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/JPY FWD 20260123 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-35927.82    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE           | USD/JPY FWD 20260123 CIBCCATT                                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |            1 | NC      | $25675.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/JPY FWD 20260123 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-464108.09   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD/JPY FWD 20260123 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2502807.16   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                           | USD/JPY FWD 20260123 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1416431.44   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | USD/KRW FWD 20260114 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8032.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                 | USD/KRW FWD 20260114 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-114595.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/LKR FWD 20260206 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $54363.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/MYR FWD 20251205 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $792168.78    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/NZD FWD 20260123 BNPACNSH                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $81210.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                  | USD/NZD FWD 20260123 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-855694.11   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | USD/NZD FWD 20260123 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7061.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD/PHP FWD 20251205 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3575.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | USD/PHP FWD 20251205 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-63657.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | USD/SGD FWD 20251212 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $306093.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                         | USD/TRY FWD 20260115 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13703.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                | USD/TWD FWD 20260114 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $45577.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | USD/TWD FWD 20260114 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1174038.01   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                          | USD/TWD FWD 20260114 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11549.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)         | USD/ZAR FWD 20260116 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-295237.73   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                     | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                      | CUSIP: YW3917351<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  30970000000 | PA      | $2725670.66   | 0.12%             | 2027-07-24      | Fixed         | 21.00%                | No            | 2                  | On Loan: No      |
| VEON HOLDINGS BV                             | VEON MIDCO BV                                                                   | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      9420000 | PA      | $8905589.53   | 0.40%             | 2027-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                       | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1420000 | PA      | $1422970.64   | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VERUS 2023-8 A3 144A                         | VERUS SECURITIZATION TRUST 2023-8                                               | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |      1055205 | PA      | $1068191.73   | 0.05%             | 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      | $5224289.48   | 0.23%             | 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      | $32123.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1388501.40   | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS 144A                 | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2510000 | PA      | $2503729.57   | 0.11%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                      | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      2265000 | PA      | $2259341.62   | 0.10%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A                | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      2740000 | PA      | $2744485.38   | 0.12%             | 2027-09-11      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| WELF 2019-1A A2RR 144A                       | WELLFLEET CLO 2019-1 LTD                                                        | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |      5110000 | PA      | $5111395.54   | 0.23%             | 2032-07-20      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| WELF 2021-1A A1R 144A                        | WELLFLEET CLO 2021-1 LTD                                                        | CUSIP: 94950CAL0<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |      4020000 | PA      | $4019837.59   | 0.18%             | 2034-04-20      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                        | WELLS FARGO & CO                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13900000 | PA      | $14369444.70  | 0.64%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                        | WELLS FARGO & CO                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2815000 | PA      | $2794701.04   | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| WINDR 2022-2A A1R 144A                       | WIND RIVER 2022-2 CLO LTD                                                       | CUSIP: 97315DAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7880000 | PA      | $7886500.21   | 0.35%             | 2035-07-20      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FINANCE                      | WINTERSHALL DEA FINANCE BV                                                      | CUSIP: ZR6354826<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $7276926.16   | 0.32%             | 2028-09-25      | Fixed         | 1.33%                 | No            | 2                  | On Loan: No      |
| WYZE 2024-2A A 144A                          | WISE CLO 2024-2 LTD                                                             | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |      7890000 | PA      | $7903718.34   | 0.35%             | 2037-07-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                               | WYNN MACAU LTD                                                                  | CUSIP: ZQ9658860<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      4900000 | PA      | $4798080.00   | 0.21%             | 2029-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: —       |
| Barclays Bank PLC - Wholesale (SING)         | ZAR/USD FWD 20260116 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $307307.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                              | ZAR/USD FWD 20260116 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-63470.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                           | ZAR/USD FWD 20260116 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-231959.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                 | ZAR/USD FWD 20260116 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $20364.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC              | ZAR/USD FWD 20260116 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-43243.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                | ZAR/USD FWD 20260116 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-352854.30   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ZHONGSHENG GROUP                             | ZHONGSHENG GROUP HOLDINGS LTD                                                   | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |      4650000 | PA      | $4703119.65   | 0.21%             | 2028-01-30      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-05

**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