# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070013
**Filing Date:** 2023-3
**Character Count:** 412112
**Document Hash:** aea5087c05e419f6aa896d1a2aec2c18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070013.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768927

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Unconstrained Total Return Fund (Series ID: S000054778)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000172173 | Class A      | RUTAX           |
| C000172174 | Class C      | RUTCX           |
| C000172177 | Class S      | RUTSX           |
| C000172178 | Class Y      | RUTYX           |
| C000178438 | Class M      | RUCTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Unconstrained Total Return Fund

- **b. EDGAR series identifier (if any):** S000054778

- **c. LEI of Series:** 549300XXLJ6MGU95XN21

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $128531925.89

**Total Liabilities:** $25331276.34

**Net Assets:** $103200649.55

**Cash Not Reported:** $14083446.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -38.09000000 | **1-Year:** -2771.59000000 | **5-Year:** -11241.62000000 | **10-Year:** -5285.58000000 | **30-Year:** -5452.27000000

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

- **3-Month:** -42.29000000 | **1-Year:** -1321.40000000 | **5-Year:** -238.51000000 | **10-Year:** -6400.92000000 | **30-Year:** -5830.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172177 | 1.95%                | 0.38%                | 0.83%                |
| Class ID C000178438 | 1.96%                | 0.39%                | 0.83%                |
| Class ID C000172178 | 1.96%                | 0.40%                | 0.83%                |
| Class ID C000172173 | -1.91%               | -3.49%               | -2.87%               |
| Class ID C000172174 | 1.91%                | 0.17%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3409555.86             | $8800670.16                                |
| Month 2  | $-511214.21              | $239074.96                                 |
| Month 3  | $616752.42               | $3557590.89                                |

**Designated Index Information**

- **Index Name:** LIBOR 3 Month USD Rate

- **Index Identifier:** Zero_USD_Swap_3M

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CAIXABANK SA                                                                                        | CaixaBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $321252.92    | 0.31%             | 2028-09-14      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                                                                                   | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     700000 | PA      | $604999.15    | 0.59%             | 2029-02-12      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6167310  CDS EUR R F  5.00000 26167310_FEE CCPCORPORATE / Short: S6167310  CDS EUR P V 03MEVENT 26167310_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     520000 | OU      | $67205.82     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7699807  CDS EUR R F  5.00000 27699807_FEE CCPITRAXX / Short: S7699807  CDS EUR P V 03MEVENT 27699807_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     121000 | OU      | $5709.03      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-910.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-36386.80    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CF Industries Inc                                                                                   | CF Industries Inc                                                                                                                      | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      51000 | PA      | $46415.57     | 0.04%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8599596  CDS EUR R F  5.00000 28599596_FEE CCPITRAXX / Short: S8599596  CDS EUR P V 03MEVENT 28599596_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     380000 | OU      | $13822.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE A                                                                            | Fresenius Medical Care AG & Co KGaA                                                                                                    | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |     225000 | PA      | $240059.10    | 0.23%             | 2027-09-20      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8801324  CDS EUR R V 03MEVENT 28801324_PRO CCPCORPORATE / Short: B8801324  CDS EUR P F  5.00000 28801324_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     170000 | OU      | $-22783.42    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL SEP23                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        226 | NC      | $-35085.80    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU MAR27                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -37 | NC      | $-5839.53     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                                                                         | PURCHASED GBP / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $-13567.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6776610  CDS EUR R V 03MEVENT 26776610_PRO CCPITRAXX / Short: B6776610  CDS EUR P F  5.00000 26776610_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 110123AF1 CYS USD R V 03MSOFR / Short: 110123AF1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     297864 | OU      | $-2717.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B60922AT1 IRS USD R V 12MSOFR 260922AT1_FLO CCPOIS / Short: B60922AT1 IRS USD P F  3.71605 260922AT1_FIX CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    4000000 | OU      | $-28507.60    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LOGICOR FINANCING SARL                                                                              | Logicor Financing Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $93459.49     | 0.09%             | 2026-07-13      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0077645  CDS EUR R F  1.00000 30077645_FEE CCPCORPORATE / Short: S0077645  CDS EUR P V 03MEVENT 30077645_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-3772.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562069  CDS USD R V 03MEVENT 28562069_PRO CCPCORPORATE / Short: B8562069  CDS USD P F  5.00000 28562069_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     170000 | OU      | $-6143.83     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                                                            | Sappi Papier Holding GmbH                                                                                                              | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |     100000 | PA      | $96178.01     | 0.09%             | 2028-03-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | SO230203GB362MSP SWAPTION                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    3000000 | OU      | $1959.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: S80122W1  IRS CAD R F  2.25900 180122W1_FIX CCPVANILLA / Short: S80122W1  IRS CAD P V 03MCDOR 180122W1_FLO CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    4000000 | OU      | $-74622.40    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041960  CDS EUR R F  1.00000 30041960_FEE CCPCORPORATE / Short: S0041960  CDS EUR P V 03MEVENT 30041960_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $-65709.62    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9190296  CDS EUR R V 03MEVENT 29190296_PRO CCPCORPORATE / Short: B9190296  CDS EUR P F  5.00000 29190296_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-33110.69    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 020222A1  CYS JPY R V 03MTONA XXCYBASIS SWAP RECJPY-341.25BP / Short: 020222A1  CYS USD P V 03MSOFR XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  674600000 | OU      | $550315.98    | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6029333  CDS EUR R F  5.00000 26029333_FEE CCPCORPORATE / Short: S6029333  CDS EUR P V 03MEVENT 26029333_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $84420.10     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR JUN24                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         10 | NC      | $13977.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8487571  CDS EUR R V 03MEVENT 28487571_PRO CCPCORPORATE / Short: B8487571  CDS EUR P F  5.00000 28487571_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-84420.10    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: B80122X1  IRS CAD R V 03MCDOR 180122X1_FLO CCPVANILLA / Short: B80122X1  IRS CAD P F  2.30550 180122X1_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    6200000 | OU      | $22718.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B00322CB9 IRS EUR R V 06MEURIB 100322CB9_FLO CCPVANILLA / Short: B00322CB9 IRS EUR P F   .00001 100322CB9_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2000000 | OU      | $184434.14    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                                         | Long: 29971877  CDS EUR R F  1.00000 CDS GS 20280620 L / Short: 29971877  CDS EUR P V 03MEVENT CDS GS 20280620 S                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     250000 | OU      | $-32127.63    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0060187  CDS USD R F  1.00000 30060187_FEE CCPCORPORATE / Short: S0060187  CDS USD P V 03MEVENT 30060187_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $-13711.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0059989  CDS USD R V 03MEVENT 30059989_PRO CCPCORPORATE / Short: B0059989  CDS USD P F  5.00000 30059989_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-8013.44     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                                             | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     178000 | PA      | $173363.30    | 0.17%             | 2026-03-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -21 | NC      | $7777.97      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR MAR24                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         71 | NC      | $-12853.83    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5583425  CDS EUR R F  5.00000 25583425_FEE CCPITRAXX / Short: S5583425  CDS EUR P V 03MEVENT 25583425_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $10364.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6126293  CDS EUR R V 03MEVENT 26126293_PRO CCPITRAXX / Short: B6126293  CDS EUR P F  5.00000 26126293_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8618318  CDS EUR R F  5.00000 28618318_FEE CCPCORPORATE / Short: S8618318  CDS EUR P V 03MEVENT 28618318_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    4670000 | OU      | $169876.55    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8542406  CDS EUR R F  5.00000 28542406_FEE CCPITRAXX / Short: S8542406  CDS EUR P V 03MEVENT 28542406_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1830000 | OU      | $86343.12     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8619425  CDS USD R F  5.00000 28619425_FEE CCPCORPORATE / Short: S8619425  CDS USD P V 03MEVENT 28619425_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $16215.20     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6354598  CDS EUR R V 03MEVENT 26354598_PRO CCPITRAXX / Short: B6354598  CDS EUR P F  5.00000 26354598_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| LORCA TELECOM BONDCO                                                                                | Lorca Telecom Bondco SA                                                                                                                | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $298803.05    | 0.29%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562063  CDS USD R V 03MEVENT 28562063_PRO CCPCORPORATE / Short: B8562063  CDS USD P F  1.00000 28562063_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     700000 | OU      | $14507.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0040782  CDS EUR R V 03MEVENT 30040782_PRO CCPCORPORATE / Short: B0040782  CDS EUR P F  1.00000 30040782_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $17974.99     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0143831  CDS USD R V 03MEVENT 30143831_PRO CCPCDX / Short: B0143831  CDS USD P F  1.00000 30143831_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     525000 | OU      | $26821.01     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                                                                           | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $301476.76    | 0.29%             | 2031-05-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8749849  CDS EUR R V 03MEVENT 28749849_PRO CCPITRAXX / Short: B8749849  CDS EUR P F  5.00000 28749849_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1600000 | OU      | $-58201.82    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8505604  CDS EUR R V 03MEVENT 28505604_PRO CCPCORPORATE / Short: B8505604  CDS EUR P F  1.00000 28505604_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $12480.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                                                                               | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     900000 | PA      | $716703.85    | 0.69%             | 2030-06-08      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                                                                           | Ball Corp                                                                                                                              | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     435000 | PA      | $355681.66    | 0.34%             | 2031-09-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                                                                             | International Bank for Reconstruction & Development                                                                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     700000 | PA      | $502441.56    | 0.49%             | 2028-01-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                                                                 | Altice Financing SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     213000 | PA      | $216171.49    | 0.21%             | 2025-01-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | SO230703US271MSP SWAPTION                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    3000000 | OU      | $127375.80    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7923888  CDS EUR R V 03MEVENT 27923888_PRO CCPITRAXX / Short: B7923888  CDS EUR P F  5.00000 27923888_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                                                                               | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     150000 | PA      | $178454.97    | 0.17%             | 2025-03-06      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR DEC25                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -14 | NC      | $-28535.08    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $467730.00    | 0.45%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                                                                                      | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     500000 | PA      | $431250.00    | 0.42%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                                               | Australia Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     500000 | PA      | $299816.97    | 0.29%             | 2047-03-21      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S61222BB1 IRS EUR R F   .58495 161222BB1_FIX CCPVANILLA / Short: S61222BB1 IRS EUR P V 06MEURIB 161222BB1_FLO CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    4600000 | OU      | $-155493.91   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Air Lease Corp                                                                                      | Air Lease Corp                                                                                                                         | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95907.37     | 0.09%             | 2025-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562048  CDS USD R V 03MEVENT 28562048_PRO CCPCORPORATE / Short: B8562048  CDS USD P F  5.00000 28562048_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     645000 | OU      | $-79850.22    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6168213  CDS USD R F  5.00000 26168213_FEE CCPCORPORATE / Short: S6168213  CDS USD P V 03MEVENT 26168213_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $8150.88      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0040767  CDS EUR R V 03MEVENT 30040767_PRO CCPCORPORATE / Short: B0040767  CDS EUR P F  1.00000 30040767_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $5108.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | BANK ACCEPT FUTR JUN24                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         13 | NC      | $17538.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B31122AI1 IRS AUD R V 06MBBSW 231122AI1_FLO CCPVANILLA / Short: B31122AI1 IRS AUD P F  4.50300 231122AI1_FIX CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   10000000 | OU      | $6864.39      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8838137  CDS EUR R V 03MEVENT 28838137_PRO CCPCORPORATE / Short: B8838137  CDS EUR P F  5.00000 28838137_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-14577.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8171352  CDS USD R V 03MEVENT 28171352_PRO CCPCORPORATE / Short: B8171352  CDS USD P F  1.00000 28171352_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $2072.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GREENKO POWER II LTD                                                                                | Greenko Power II Ltd                                                                                                                   | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |     191000 | PA      | $164393.79    | 0.16%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                                                            | Novelis Sheet Ingot GmbH                                                                                                               | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $94455.97     | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                                                                          | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169601.68    | 0.16%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR MAR27                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        107 | NC      | $225474.96    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                                      | Long: 310122L2  CYS JPY R V 03MTONA XXCYBASISSWAP RECJPY-336.25BPS / Short: 310122L2  CYS USD P V 03MSOFR XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        | 1349100000 | OU      | $1182894.54   | 1.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9154905  CDS EUR R F  5.00000 29154905_FEE CCPCORPORATE / Short: S9154905  CDS EUR P V 03MEVENT 29154905_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-31862.43    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Henley CLO                                                                                          | Henley CLO IV DAC                                                                                                                      | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $90703.67     | 0.09%             | 2034-04-25      | Floating      | 7.70%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8696555  CDS EUR R V 03MEVENT 28696555_PRO CCPITRAXX / Short: B8696555  CDS EUR P F  5.00000 28696555_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3440000 | OU      | $-125133.92   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9990613  CDS EUR R F  1.00000 29990613_FEE CCPCORPORATE / Short: S9990613  CDS EUR P V 03MEVENT 29990613_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     375000 | OU      | $5350.15      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo Car AB                                                                                        | Volvo Car AB                                                                                                                           | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | DBT              | CORP              | SE        |     150000 | PA      | $158946.16    | 0.15%             | 2024-04-02      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6087043  CDS EUR R V 03MEVENT 26087043_PRO CCPITRAXX / Short: B6087043  CDS EUR P F  5.00000 26087043_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR JUN25                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -12 | NC      | $5054.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 211021A2  CYS AUD R V 03MBBSW XXCY BASIS SWAP RECAUD330.2BPS / Short: 211021A2  CYS USD P V 03MLIBOR XXCY BASIS SWAP             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   22400000 | OU      | $136903.80    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8636226  CDS USD R V 03MEVENT 28636226_PRO CCPCORPORATE / Short: B8636226  CDS USD P F  1.00000 28636226_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $38394.01     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                                                                             | QBE Insurance Group Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |     150000 | PA      | $144143.90    | 0.14%             | 2038-09-13      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9470835  CDS EUR R V 03MEVENT 29470835_PRO CCPITRAXX / Short: B9470835  CDS EUR P F  1.00000 29470835_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $26781.57     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8504891  CDS EUR R V 03MEVENT 28504891_PRO CCPCORPORATE / Short: B8504891  CDS EUR P F  1.00000 28504891_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $86408.16     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9314923  CDS USD R F  5.00000 29314923_FEE CCPCDX / Short: S9314923  CDS USD P V 03MEVENT 29314923_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     195000 | OU      | $5380.83      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0094795  CDS USD R V 03MEVENT 30094795_PRO CCPCORPORATE / Short: B0094795  CDS USD P F  5.00000 30094795_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     495000 | OU      | $-64116.93    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MONDI FINANCE PLC                                                                                   | Mondi Finance PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |     404000 | PA      | $412898.36    | 0.40%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: B61221I8  IRS CAD R V 03MCDOR 161221I8_FLO CCPVANILLA / Short: B61221I8  IRS CAD P F  1.78500 161221I8_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    9700000 | OU      | $84759.29     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | SO230703US271MSR SWAPTION                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    3000000 | OU      | $27855.60     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6321052  CDS USD R F  5.00000 26321052_FEE CCPCORPORATE / Short: S6321052  CDS USD P V 03MEVENT 26321052_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      17000 | OU      | $588.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8487576  CDS EUR R F  5.00000 28487576_FEE CCPCORPORATE / Short: S8487576  CDS EUR P V 03MEVENT 28487576_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $90042.56     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                                                                               | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     271000 | PA      | $225981.82    | 0.22%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Trinitas Euro CLO                                                                                   | Trinitas Euro CLO III DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400NYXCJ1LEUXDC68 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $103093.27    | 0.10%             | 2037-01-25      | Floating      | 9.91%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                                                                 | Altice Financing SA                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $87596.87     | 0.08%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8453166  CDS USD R V 03MEVENT 28453166_PRO CCPCORPORATE / Short: B8453166  CDS USD P F  1.00000 28453166_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $-8066.51     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          8 | NC      | $16673.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7833872  CDS USD R V 03MEVENT 27833872_PRO CCPCORPORATE / Short: B7833872  CDS USD P F  5.00000 27833872_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     125000 | OU      | $-19741.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S41122CC1 IRS USD R F  3.59995 041122CC1_FIX CCPOIS / Short: S41122CC1 IRS USD P V 12MSOFR 041122CC1_FLO CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   10400000 | OU      | $78070.82     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8817972  CDS EUR R V 03MEVENT 28817972_PRO CCPCORPORATE / Short: B8817972  CDS EUR P F  1.00000 28817972_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-2572.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0077633  CDS EUR R V 03MEVENT 30077633_PRO CCPCORPORATE / Short: B0077633  CDS EUR P F  1.00000 30077633_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $15764.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0025827  CDS EUR R V 03MEVENT 30025827_PRO CCPCORPORATE / Short: B0025827  CDS EUR P F  5.00000 30025827_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-29959.16    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9190306  CDS EUR R V 03MEVENT 29190306_PRO CCPCORPORATE / Short: B9190306  CDS EUR P F  1.00000 29190306_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $18952.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8542762  CDS EUR R V 03MEVENT 28542762_PRO CCPCORPORATE / Short: B8542762  CDS EUR P F  1.00000 28542762_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $14290.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9034868  CDS USD R V 03MEVENT 29034868_PRO CCPCORPORATE / Short: B9034868  CDS USD P F  5.00000 29034868_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $34747.61     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S60922AZ1 IRS USD R F  3.14495 260922AZ1_FIX CCPOIS / Short: S60922AZ1 IRS USD P V 12MSOFR 260922AZ1_FLO CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $2490.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IQVIA INC                                                                                           | IQVIA Inc                                                                                                                              | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     575000 | PA      | $524374.73    | 0.51%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B01222BE1 IRS AUD R V 06MBBSW 201222BE1_FLO2 CCPBASISSWAP / Short: B01222BE1 IRS AUD P V 03MBBSW 201222BE1_FLO1 CCPBASISSWAP     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   36000000 | OU      | $45559.92     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561947  CDS USD R F  5.00000 28561947_FEE CCPCORPORATE / Short: S8561947  CDS USD P V 03MEVENT 28561947_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $16922.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6321030  CDS EUR R F  5.00000 26321030_FEE CCPITRAXX / Short: S6321030  CDS EUR P V 03MEVENT 26321030_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9508481  CDS USD R V 03MEVENT 29508481_PRO CCPCDX / Short: B9508481  CDS USD P F  1.00000 29508481_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1940000 | OU      | $99110.02     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                                                                              | Millicom International Cellular SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $338600.00    | 0.33%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                                              | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $195500.00    | 0.19%             | 2024-09-27      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | 9LXP13U CDX.NA.HY                                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |   11300000 | OU      | $7885.14      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5934010  CDS EUR R V 03MEVENT 25934010_PRO CCPITRAXX / Short: B5934010  CDS EUR P F  5.00000 25934010_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                                                              | Long: 100322AE1 CYS USD R V 03MSOFR XXCY BASIS SWAP REC USD / Short: 100322AE1 CYS JPY P V 03MTONA XXCY BASIS                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | US        |     950988 | OU      | $-43957.29    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 168755132 CYS AUD R V 03MBBSW XCCY BASIS SWAP +295 BPS / Short: 168755132 CYS USD P V 03MLIBOR XCCY BASIS SWAP                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   33000000 | OU      | $946521.90    | 0.92%             |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: BBA221802 IRS GBP R V 12MSONIA SBA221802C2_FLO CCPOIS / Short: BBA221802 IRS GBP P F  1.04400 SBA221802C2_FIX CCPOIS             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    6000000 | OU      | $722598.75    | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561967  CDS USD R F  1.00000 28561967_FEE CCPCORPORATE / Short: S8561967  CDS USD P V 03MEVENT 28561967_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     340000 | OU      | $-100227.07   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                                                   | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | N/A              | DFE              |  | US        |          1 | NC      | $-3468.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -76 | NC      | $25945.15     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0042973  CDS USD R V 03MEVENT 30042973_PRO CCPCDX / Short: B0042973  CDS USD P F  5.00000 30042973_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1600000 | OU      | $-44150.43    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | France Government Bonds 131.33 CALL                                                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |     700000 | OU      | $46406.41     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561937  CDS USD R F  5.00000 28561937_FEE CCPCORPORATE / Short: S8561937  CDS USD P V 03MEVENT 28561937_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     510000 | OU      | $25540.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR DEC24                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -26 | NC      | $2589.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0008555  CDS EUR R F  1.00000 30008555_FEE CCPCORPORATE / Short: S0008555  CDS EUR P V 03MEVENT 30008555_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $-7786.59     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                                            | Graphic Packaging International LLC                                                                                                    | CUSIP: 000000000<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283506.49    | 0.27%             | 2029-02-01      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR JUN23                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         15 | NC      | $-292.11      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                                                | Country Garden Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $129832.34    | 0.13%             | 2026-07-12      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5825803  CDS EUR R F  5.00000 25825803_FEE CCPITRAXX / Short: S5825803  CDS EUR P V 03MEVENT 25825803_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $25910.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                              | Credit Suisse Group AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     550000 | PA      | $368500.00    | 0.36%             | 2030-09-03      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Fidelity Grand Harbour CLO                                                                          | Fidelity Grand Harbour CLO 2021-1 DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $147618.98    | 0.14%             | 2034-10-15      | Floating      | 5.89%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6167885  CDS USD R F  5.00000 26167885_FEE CCPCORPORATE / Short: S6167885  CDS USD P V 03MEVENT 26167885_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     377000 | OU      | $59539.51     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5972834  CDS EUR R F  5.00000 25972834_FEE CCPCORPORATE / Short: S5972834  CDS EUR P V 03MEVENT 25972834_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $54745.16     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041947  CDS EUR R V 03MEVENT 30041947_PRO CCPCORPORATE / Short: B0041947  CDS EUR P F  1.00000 30041947_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     450000 | OU      | $56858.17     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9973266  CDS USD R F  1.00000 29973266_FEE CCPCORPORATE / Short: S9973266  CDS USD P V 03MEVENT 29973266_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $-48155.16    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                       | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     797000 | PA      | $758737.78    | 0.74%             | 2024-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                                            | British Telecommunications PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     183000 | PA      | $180052.38    | 0.17%             | 2080-08-18      | Fixed         | 1.87%                 | Yes           | 2                  | On Loan: No      |
| NEWDAY FUNDING                                                                                      | Newday Funding Master Issuer PLC - Series 2022-2                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |     100000 | PA      | $124661.80    | 0.12%             | 2030-07-15      | Floating      | 8.43%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8507028  CDS USD R V 03MEVENT 28507028_PRO CCPCORPORATE / Short: B8507028  CDS USD P F  5.00000 28507028_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-76953.82    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                                                                         | 9LY7NEU ITRAXX EUROPE                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | GB        |   -3100000 | OU      | $-7958.65     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | BANK ACCEPT FUTR  SEP23                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -61 | NC      | $12303.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                                            | Telenet Finance Luxembourg Notes Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $98010.08     | 0.09%             | 2028-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs International                                                                         | Long: 30008401  CDS EUR R F  1.00000 CDS GS 20280620 L / Short: 30008401  CDS EUR P V 03MEVENT CDS GS 20280620 S                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     300000 | OU      | $-4389.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                                              | Clearway Energy Operating LLC                                                                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     214000 | PA      | $180793.62    | 0.18%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6244968  CDS USD R F  5.00000 26244968_FEE CCPCORPORATE / Short: S6244968  CDS USD P V 03MEVENT 26244968_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $76953.82     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT MAR23                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          1 | NC      | $-984.62      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5565530  CDS EUR R V 03MEVENT 25565530_PRO CCPITRAXX / Short: B5565530  CDS EUR P F  5.00000 25565530_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1800000 | OU      | $-93278.68    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9509038  CDS EUR R V 03MEVENT 29509038_PRO CCPITRAXX / Short: B9509038  CDS EUR P F  1.00000 29509038_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1515000 | OU      | $40574.07     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LORCA TELECOM BONDCO                                                                                | Lorca Telecom Bondco SA                                                                                                                | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $99601.02     | 0.10%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0008662  CDS EUR R F  5.00000 30008662_FEE CCPCORPORATE / Short: S0008662  CDS EUR P V 03MEVENT 30008662_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $62812.54     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                                                                        | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      27000 | PA      | $23752.92     | 0.02%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -11 | NC      | $-36156.36    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                                                                        | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     251000 | PA      | $221274.12    | 0.21%             | 2081-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B41022CA1 IRS USD R V 12MSOFR 241022CA1_FLO CCPOIS / Short: B41022CA1 IRS USD P F  3.76005 241022CA1_FIX CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   16100000 | OU      | $-230762.75   | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8470545  CDS USD R V 03MEVENT 28470545_PRO CCPCORPORATE / Short: B8470545  CDS USD P F  5.00000 28470545_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     425000 | OU      | $-36972.48    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT JUN24                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         30 | NC      | $-5074.80     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $103203.98    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8504886  CDS EUR R F  1.00000 28504886_FEE CCPCORPORATE / Short: S8504886  CDS EUR P V 03MEVENT 28504886_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-101081.19   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8328020  CDS EUR R F  1.00000 28328020_FEE CCPCORPORATE / Short: S8328020  CDS EUR P V 03MEVENT 28328020_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-17783.68    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LOGAN GROUP CO LTD                                                                                  | Logan Group Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $59000.00     | 0.06%             | 2024-06-09      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                             | Veolia Environnement SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $441609.16    | 0.43%             | 2029-01-20      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: SBA222202 IRS USD R F  1.59500 SBA222202D11_FIX CCPOIS / Short: SBA222202 IRS USD P V 12MFEDL SBA222202D11_FLO CCPOIS            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    1000000 | OU      | $-38653.88    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0094845  CDS USD R F  5.00000 30094845_FEE CCPCORPORATE / Short: S0094845  CDS USD P V 03MEVENT 30094845_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     540000 | OU      | $24273.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR MAR25                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         63 | NC      | $17856.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: S70122U1  IRS CAD R F  2.25900 170122U1_FIX CCPVANILLA / Short: S70122U1  IRS CAD P V 03MCDOR 170122U1_FLO CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   14000000 | OU      | $-261178.41   | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     450000 | PA      | $377309.11    | 0.37%             | 2030-02-27      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| HSBC BANK PLC                                                                                       | HSBC Bank PLC                                                                                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |     170000 | PA      | $128350.00    | 0.12%             | 2023-06-30      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $337264.00    | 0.33%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                                              | New Zealand Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     500000 | PA      | $323206.40    | 0.31%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6697485  CDS USD R F  5.00000 26697485_FEE CCPCORPORATE / Short: S6697485  CDS USD P V 03MEVENT 26697485_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      24000 | OU      | $830.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6048528  CDS USD R F  1.00000 26048528_FEE CCPCORPORATE / Short: S6048528  CDS USD P V 03MEVENT 26048528_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $8066.51      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                                                                             | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     500000 | PA      | $411799.52    | 0.40%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8542913  CDS EUR R F  1.00000 28542913_FEE CCPCORPORATE / Short: S8542913  CDS EUR P V 03MEVENT 28542913_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $12218.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6301348  CDS EUR R V 03MEVENT 26301348_PRO CCPITRAXX / Short: B6301348  CDS EUR P F  5.00000 26301348_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041777  CDS EUR R V 03MEVENT 30041777_PRO CCPCORPORATE / Short: B0041777  CDS EUR P F  5.00000 30041777_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     423000 | OU      | $-15459.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                                                 | Klabin Austria GmbH                                                                                                                    | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     600000 | PA      | $490839.21    | 0.48%             | 2031-01-12      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6106177  CDS EUR R F  5.00000 26106177_FEE CCPITRAXX / Short: S6106177  CDS EUR P V 03MEVENT 26106177_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          1 | NC      | $-1078.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0059180  CDS EUR R F  5.00000 30059180_FEE CCPCORPORATE / Short: S0059180  CDS EUR P V 03MEVENT 30059180_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $94956.64     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                                            | Catalent Pharma Solutions Inc                                                                                                          | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     350000 | PA      | $314865.91    | 0.31%             | 2028-03-01      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                       | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1928593.76   | 1.87%             | 2023-12-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Together Asset Backed Securitisation                                                                | Together Asset Backed Securitisation 2021-1st1 PLC                                                                                     | CUSIP: 000000000<br>LEI: 635400SL9S6ASYM6DX74 | Long             | ABS-MBS          | CORP              | GB        |     100000 | PA      | $117387.49    | 0.11%             | 2063-07-12      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                                                   | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 213800MBWEIJDM5CU638 | N/A              | DFE              |  | XX        |          1 | NC      | $3058.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dowson                                                                                              | Dowson 2022-1 PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800CGWK1QL59QO504 | Long             | ABS-O            | CORP              | GB        |     110000 | PA      | $131611.90    | 0.13%             | 2029-01-20      | Floating      | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | Long: 250122M5  CYS JPY R V 03MTONA XXCYBASIS SWAP RECJPY - 590BPS / Short: 250122M5  CYS USD P V 03MSOFR XCCY BASIS SWAP              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | GB        |   38400000 | OU      | $3898.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                                                 | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     287000 | PA      | $245389.31    | 0.24%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9973271  CDS USD R V 03MEVENT 29973271_PRO CCPCORPORATE / Short: B9973271  CDS USD P F  1.00000 29973271_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $48523.82     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7222262  CDS EUR R F  5.00000 27222262_FEE CCPCORPORATE / Short: S7222262  CDS EUR P V 03MEVENT 27222262_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $19386.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7700109  CDS EUR R F  5.00000 27700109_FEE CCPITRAXX / Short: S7700109  CDS EUR P V 03MEVENT 27700109_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      51000 | OU      | $2406.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5971420  CDS EUR R V 03MEVENT 25971420_PRO CCPITRAXX / Short: B5971420  CDS EUR P F  5.00000 25971420_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                                                                             | EDP - Energias de Portugal SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     200000 | PA      | $167421.15    | 0.16%             | 2082-03-14      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         34 | NC      | $-76494.10    | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | 9LXSTQU ITRAXX EUROPE                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    8500000 | OU      | $16027.20     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     430000 | PA      | $413531.72    | 0.40%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9973968  CDS EUR R F  1.00000 29973968_FEE CCPCORPORATE / Short: S9973968  CDS EUR P V 03MEVENT 29973968_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      75000 | OU      | $1834.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AES CORP/THE                                                                                        | AES Corp/The                                                                                                                           | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82675.64     | 0.08%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -72 | NC      | $-42866.66    | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S10722AK1 IRS EUR R V 06MEURIB 010722AK12_FLO1 CCPBASISSWAP / Short: S10722AK1 IRS EUR P V 03MEURIB 010722AK12_FLO2 CCPBASISSWAP | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2000000 | OU      | $-2427.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9454014  CDS EUR R V 03MEVENT 29454014_PRO CCPITRAXX / Short: B9454014  CDS EUR P F  1.00000 29454014_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $13390.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                                   | Kommunalbanken AS                                                                                                                      | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     800000 | PA      | $568428.83    | 0.55%             | 2028-01-18      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| FRANCE (GOVT OF)                                                                                    | French Republic Government Bond OAT                                                                                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     900000 | PA      | $893704.75    | 0.87%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: 29956212  CDS EUR R F  5.00000 CDS ML 20280620 L / Short: 29956212  CDS EUR P V 03MEVENT CDS ML 20280620 S                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DCR              |  | US        |     600000 | OU      | $102836.41    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -109 | NC      | $-3437.27     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TELIA COMPANY AB                                                                                    | Telia Co AB                                                                                                                            | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $193103.99    | 0.19%             | 2083-06-30      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6460514  CDS EUR R F  1.00000 26460514_FEE CCPCORPORATE / Short: S6460514  CDS EUR P V 03MEVENT 26460514_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-12480.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: B70122V1  IRS CAD R V 03MCDOR 170122V1_FLO CCPVANILLA / Short: B70122V1  IRS CAD P F  2.30550 170122V1_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   22000000 | OU      | $80613.37     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0025832  CDS EUR R F  5.00000 30025832_FEE CCPCORPORATE / Short: S0025832  CDS EUR P V 03MEVENT 30025832_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $30780.90     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ARCELIK AS                                                                                          | Arcelik AS                                                                                                                             | CUSIP: 000000000<br>LEI: 789000748KTQCUMJ0R25 | Long             | DBT              | CORP              | TR        |     350000 | PA      | $345077.82    | 0.33%             | 2026-05-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S11122AF1 IRS USD R F  3.33750 211122AF1_FIX CCPOIS / Short: S11122AF1 IRS USD P V 12MSOFR 211122AF1_FLO CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    5000000 | OU      | $368483.75    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| LOXAM SAS                                                                                           | Loxam SAS                                                                                                                              | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $208276.69    | 0.20%             | 2025-01-14      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6264924  CDS USD R F  5.00000 26264924_FEE CCPCORPORATE / Short: S6264924  CDS USD P V 03MEVENT 26264924_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     645000 | OU      | $79850.22     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                                                            | International Consolidated Airlines Group SA                                                                                           | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $182097.68    | 0.18%             | 2029-03-25      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5844041  CDS EUR R F  5.00000 25844041_FEE CCPITRAXX / Short: S5844041  CDS EUR P V 03MEVENT 25844041_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1445434.63  | -1.40%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6146615  CDS USD R F  5.00000 26146615_FEE CCPCORPORATE / Short: S6146615  CDS USD P V 03MEVENT 26146615_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $7824.30      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562053  CDS USD R V 03MEVENT 28562053_PRO CCPCORPORATE / Short: B8562053  CDS USD P F  1.00000 28562053_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     685000 | OU      | $-9823.31     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL DEC24                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -48 | NC      | $-12257.63    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0008585  CDS EUR R V 03MEVENT 30008585_PRO CCPCORPORATE / Short: B0008585  CDS EUR P F  1.00000 30008585_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $3580.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: 100322AD1 CYS JPY R V 03MTONA XXCY BASIS SWAP REC JPY / Short: 100322AD1 CYS USD P V 03MSOFR XXCY BASIS SWAP                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  104000000 | OU      | $33209.78     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT MAR27                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -18 | NC      | $5947.87      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU DEC22                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -1 | NC      | $-3311.38     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0078280  CDS USD R V 03MEVENT 30078280_PRO CCPCORPORATE / Short: B0078280  CDS USD P F  5.00000 30078280_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     308000 | OU      | $-20059.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                                                                                    | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $467735.55    | 0.45%             | 2028-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6245789  CDS EUR R F  5.00000 26245789_FEE CCPITRAXX / Short: S6245789  CDS EUR P V 03MEVENT 26245789_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                                         | Long: 30008426  CDS EUR R F  1.00000 CDS GS 20280620 L / Short: 30008426  CDS EUR P V 03MEVENT CDS GS 20280620 S                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     150000 | OU      | $-5955.82     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8487322  CDS EUR R F  5.00000 28487322_FEE CCPCORPORATE / Short: S8487322  CDS EUR P V 03MEVENT 28487322_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $122055.06    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9990618  CDS EUR R V 03MEVENT 29990618_PRO CCPCORPORATE / Short: B9990618  CDS EUR P F  1.00000 29990618_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     375000 | OU      | $-5471.05     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S70822AN1 IRS USD R F  2.70300 170822AN13_FIX CCPOIS / Short: S70822AN1 IRS USD P V 12MSOFR 170822AN13_FLO CCPOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   17300000 | OU      | $-103533.75   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | France Government Bonds 80.43 PUT                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |     300000 | OU      | $40780.33     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9120117  CDS USD R V 03MEVENT 29120117_PRO CCPCORPORATE / Short: B9120117  CDS USD P F  5.00000 29120117_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $46330.15     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0077857  CDS USD R F  5.00000 30077857_FEE CCPCORPORATE / Short: S0077857  CDS USD P V 03MEVENT 30077857_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $1446.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B40622AK1 IRS EUR R V 06MEURIB 240622AK1_FLO CCPVANILLA / Short: B40622AK1 IRS EUR P F  1.55400 240622AK1_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $13917.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6442618  CDS USD R F  5.00000 26442618_FEE CCPCORPORATE / Short: S6442618  CDS USD P V 03MEVENT 26442618_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      11000 | OU      | $380.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0095231  CDS EUR R V 03MEVENT 30095231_PRO CCPCORPORATE / Short: B0095231  CDS EUR P F  5.00000 30095231_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      35000 | OU      | $5575.93      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562145  CDS USD R V 03MEVENT 28562145_PRO CCPCORPORATE / Short: B8562145  CDS USD P F  5.00000 28562145_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     510000 | OU      | $-26515.31    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                                               | Nederlandse Waterschapsbank NV                                                                                                         | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     100000 | PA      | $68707.00     | 0.07%             | 2027-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APTIV PLC                                                                                           | Aptiv PLC                                                                                                                              | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     209000 | PA      | $135491.72    | 0.13%             | 2051-12-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| ALPHA BANK AE                                                                                       | Alpha Services and Holdings SA                                                                                                         | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |     100000 | PA      | $93505.80     | 0.09%             | 2031-06-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                                                                              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $79739.42     | 0.08%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -165 | NC      | $-253794.67   | -0.25%            |  |  |  | No            | 1                  | On Loan: No      |
| SOLVAY SA                                                                                           | Solvay SA                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $97843.53     | 0.09%             | 2025-12-02      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -28 | NC      | $-21160.13    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                                                                                    | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $158987.02    | 0.15%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Q-PARK HOLDING BV                                                                                   | Q-Park Holding I BV                                                                                                                    | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     190000 | PA      | $175058.38    | 0.17%             | 2027-03-01      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                                               | Grifols Escrow Issuer SA                                                                                                               | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |     439000 | PA      | $404272.73    | 0.39%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8507033  CDS USD R F  5.00000 28507033_FEE CCPCORPORATE / Short: S8507033  CDS USD P V 03MEVENT 28507033_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $76854.29     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5954771  CDS USD R F  5.00000 25954771_FEE CCPCORPORATE / Short: S5954771  CDS USD P V 03MEVENT 25954771_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     350000 | OU      | $56983.72     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| FAURECIA                                                                                            | Faurecia SE                                                                                                                            | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     150000 | PA      | $139808.62    | 0.14%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5860495  CDS EUR R V 03MEVENT 25860495_PRO CCPITRAXX / Short: B5860495  CDS EUR P F  5.00000 25860495_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7956127  CDS EUR R V 03MEVENT 27956127_PRO CCPITRAXX / Short: B7956127  CDS EUR P F  5.00000 27956127_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1251000 | OU      | $-59024.72    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9191156  CDS USD R V 03MEVENT 29191156_PRO CCPCORPORATE / Short: B9191156  CDS USD P F  5.00000 29191156_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-14410.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Jubilee CDO BV                                                                                      | Jubilee CLO 2022-XXVI DAC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $102305.41    | 0.10%             | 2036-10-15      | Floating      | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6867543  CDS USD R F  5.00000 26867543_FEE CCPCDX / Short: S6867543  CDS USD P V 03MEVENT 26867543_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     475200 | OU      | $18769.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                                                                               | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $190686.17    | 0.18%             | 2026-12-29      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF IRELAND GROUP                                                                               | Bank of Ireland Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $94984.54     | 0.09%             | 2031-08-11      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6146067  CDS EUR R F  1.00000 26146067_FEE CCPCORPORATE / Short: S6146067  CDS EUR P V 03MEVENT 26146067_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $13685.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9136931  CDS EUR R F  5.00000 29136931_FEE CCPCORPORATE / Short: S9136931  CDS EUR P V 03MEVENT 29136931_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $7309.35      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 020222C1  CYS JPY R V 03MTONA XXCYBASIS SWAP RECJPY-626.25BP / Short: 020222C1  CYS USD P V 03MSOFR XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   33000000 | OU      | $29771.64     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B1122AO11 IRS EUR R V 06MEURIB 61122AO11_FLO CCPVANILLA / Short: B1122AO11 IRS EUR P F  2.79700 61122AO11_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    4000000 | OU      | $29900.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9974295  CDS EUR R F  1.00000 29974295_FEE CCPCORPORATE / Short: S9974295  CDS EUR P V 03MEVENT 29974295_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      75000 | OU      | $1834.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Henley Funding Ltd.                                                                                 | Henley CLO VII DAC                                                                                                                     | CUSIP: 000000000<br>LEI: 635400SRJSVJPTMR4D89 | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $315308.27    | 0.31%             | 2034-04-25      | Floating      | 6.70%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     106000 | PA      | $127725.55    | 0.12%             | 2027-07-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8961096  CDS EUR R V 03MEVENT 28961096_PRO CCPITRAXX / Short: B8961096  CDS EUR P F  5.00000 28961096_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1750000 | OU      | $-63658.24    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU MAR25                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         12 | NC      | $1313.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: B00422CK1 IRS CAD R V 03MCDOR 200422CK1_FLO CCPVANILLA / Short: B00422CK1 IRS CAD P F  3.09200 200422CK1_FIX CCPVANILLA          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   19000000 | OU      | $-104582.04   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| PENSION INSURANCE                                                                                   | Pension Insurance Corp PLC                                                                                                             | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $193868.36    | 0.19%             | 2032-10-21      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| ASHLAND SERVICES BV                                                                                 | Ashland Services BV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300S52OPXPKGJS029 | Long             | DBT              | CORP              | NL        |     190000 | PA      | $180721.39    | 0.18%             | 2028-01-30      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR OPT FEB23P 94.87                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         62 | NC      | $387.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S00322CH4 IRS EUR R F   .01410 100322CH4_FIX CCPVANILLA / Short: S00322CH4 IRS EUR P V 06MEURIB 100322CH4_FLO CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    9000000 | OU      | $-517898.12   | -0.50%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6146946  CDS EUR R F  1.00000 26146946_FEE CCPCORPORATE / Short: S6146946  CDS EUR P V 03MEVENT 26146946_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $-531.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S90922AX1 IRS EUR R F   .99395 190922AX1_FIX CCPVANILLA / Short: S90922AX1 IRS EUR P V 06MEURIB 190922AX1_FLO CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $-3118.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     499000 | PA      | $408186.32    | 0.40%             | 2031-02-25      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TESCO PERSONAL FIN GROUP                                                                            | Tesco Personal Finance Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800IZX26LIAH44T95 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $174768.99    | 0.17%             | 2025-07-25      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6127112  CDS EUR R F  5.00000 26127112_FEE CCPITRAXX / Short: S6127112  CDS EUR P V 03MEVENT 26127112_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares Euro CLO                                                                                       | Ares European Clo XVI DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400ZBZZY9CTQ6KP14 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $108126.01    | 0.10%             | 2035-07-15      | Floating      | 8.87%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561980  CDS USD R F  5.00000 28561980_FEE CCPCORPORATE / Short: S8561980  CDS USD P V 03MEVENT 28561980_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     575000 | OU      | $97513.28     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0007461  CDS EUR R V 03MEVENT 30007461_PRO CCPCORPORATE / Short: B0007461  CDS EUR P F  5.00000 30007461_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-9094.03     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: 050422AB1 IRS AUD R V 03MBBSW REC FLOAT 0.049 BPS / Short: 050422AB1 IRS AUD P V 06MBBSW PAY FLOAT                               | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   56000000 | OU      | $-15891.28    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8152391  CDS EUR R F  5.00000 28152391_FEE CCPITRAXX / Short: S8152391  CDS EUR P V 03MEVENT 28152391_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     120000 | OU      | $5661.84      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6372453  CDS USD R F  5.00000 26372453_FEE CCPCDX / Short: S6372453  CDS USD P V 03MEVENT 26372453_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3000000 | OU      | $132931.83    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6146451  CDS USD R F  5.00000 26146451_FEE CCPCORPORATE / Short: S6146451  CDS USD P V 03MEVENT 26146451_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     425000 | OU      | $36972.48     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                                                                           | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     300000 | PA      | $235844.18    | 0.23%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: BBA222202 IRS USD R V 12MFEDL SBA222202E11_FLO CCPOIS / Short: BBA222202 IRS USD P F  1.12000 SBA222202E11_FIX CCPOIS            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    1200000 | OU      | $30161.33     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                                 | United Kingdom Gilt                                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1300000 | PA      | $1605765.54   | 1.56%             | 2038-01-29      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S11122AC1 IRS AUD R F  4.58800 011122AC1_FIX CCPVANILLA / Short: S11122AC1 IRS AUD P V 06MBBSW 011122AC1_FLO CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   13000000 | OU      | $359743.54    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                                             | Alcoa Nederland Holding BV                                                                                                             | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $185249.00    | 0.18%             | 2029-03-31      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| PVH CORP                                                                                            | PVH Corp                                                                                                                               | CUSIP: 000000000<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129438.83    | 0.13%             | 2027-12-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0078407  CDS USD R F  5.00000 30078407_FEE CCPCORPORATE / Short: S0078407  CDS USD P V 03MEVENT 30078407_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $70672.49     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9507236  CDS EUR R V 03MEVENT 29507236_PRO CCPITRAXX / Short: B9507236  CDS EUR P F  1.00000 29507236_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1515000 | OU      | $40574.07     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6167812  CDS USD R F  1.00000 26167812_FEE CCPCORPORATE / Short: S6167812  CDS USD P V 03MEVENT 26167812_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $-38394.01    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                                                             | Infrastrutture Wireless Italiane SpA                                                                                                   | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |     350000 | PA      | $308901.91    | 0.30%             | 2031-04-19      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B10722AI1 IRS EUR R V 06MEURIB 010722AI1_FLO CCPVANILLA / Short: B10722AI1 IRS EUR P F   .01423 010722AI1_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   18000000 | OU      | $226361.99    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: 50322AC11 CYS JPY R V 03MTONA XCCY BASIS SWAP REC JPY-0.65BP / Short: 50322AC11 CYS USD P V 03MSOFR XCCY BASIS SWAP              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   26000000 | OU      | $10488.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0094942  CDS EUR R F  5.00000 30094942_FEE CCPITRAXX / Short: S0094942  CDS EUR P V 03MEVENT 30094942_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      35000 | OU      | $1273.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8542767  CDS EUR R F  1.00000 28542767_FEE CCPCORPORATE / Short: S8542767  CDS EUR P V 03MEVENT 28542767_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-17974.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6263303  CDS EUR R F  5.00000 26263303_FEE CCPCORPORATE / Short: S6263303  CDS EUR P V 03MEVENT 26263303_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $115703.84    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                            | Liberty Mutual Group Inc                                                                                                               | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     150000 | PA      | $97793.03     | 0.09%             | 2061-02-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                                                                                     | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     300000 | PA      | $230250.00    | 0.22%             | 2028-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9190301  CDS EUR R V 03MEVENT 29190301_PRO CCPCORPORATE / Short: B9190301  CDS EUR P F  5.00000 29190301_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-5482.01     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6048148  CDS EUR R V 03MEVENT 26048148_PRO CCPCORPORATE / Short: B6048148  CDS EUR P F  1.00000 26048148_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $3515.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B50123AF1 IRS AUD R V 12MAONIA 250123AF1_FLO CCPOIS / Short: B50123AF1 IRS AUD P F  3.50500 250123AF1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   77000000 | OU      | $31559.66     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| FRANCE (GOVT OF)                                                                                    | French Republic Government Bond OAT                                                                                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2100000 | PA      | $2761631.27   | 2.68%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT JUN23                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        152 | NC      | $4408.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Harvest CLO                                                                                         | Harvest Clo XXIX DAC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400UTMKWBSVMHDJ97 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $156505.13    | 0.15%             | 2035-07-15      | Floating      | 10.41%                | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT DEC26                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -60 | NC      | $-59845.35    | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6442658  CDS EUR R V 03MEVENT 26442658_PRO CCPITRAXX / Short: B6442658  CDS EUR P F  5.00000 26442658_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $-40104.73    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0040787  CDS EUR R F  1.00000 30040787_FEE CCPCORPORATE / Short: S0040787  CDS EUR P V 03MEVENT 30040787_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-21573.40    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                                                                              | FMG Resources August 2006 Pty Ltd                                                                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     156000 | PA      | $152100.00    | 0.15%             | 2032-04-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: 18390577  CDS EUR R F  1.00000 CDS BARCLAYS 20250620 L / Short: 18390577  CDS EUR P V 03MEVENT CDS BARCLAYS 20250620 S           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-5823.56     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         76 | NC      | $131092.53    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B30922AE1 IRS USD R V 12MSOFR 230922AE1_FLO CCPOIS / Short: B30922AE1 IRS USD P F  3.00005 230922AE1_FIX CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $-8003.92     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0094790  CDS USD R F  5.00000 30094790_FEE CCPCORPORATE / Short: S0094790  CDS USD P V 03MEVENT 30094790_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     495000 | OU      | $65612.81     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $467.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: S80122Y1  IRS CAD R F  2.56800 180122Y1_FIX CCPVANILLA / Short: S80122Y1  IRS CAD P V 03MCDOR 180122Y1_FLO CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    1000000 | OU      | $-14800.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0060262  CDS USD R V 03MEVENT 30060262_PRO CCPCORPORATE / Short: B0060262  CDS USD P F  5.00000 30060262_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-16215.20    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8960420  CDS EUR R F  5.00000 28960420_FEE CCPCORPORATE / Short: S8960420  CDS EUR P V 03MEVENT 28960420_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     160000 | OU      | $5847.48      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8559294  CDS EUR R V 03MEVENT 28559294_PRO CCPCORPORATE / Short: B8559294  CDS EUR P F  1.00000 28559294_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $4250.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: B61221G8  IRS CAD R V 03MCDOR 161221G8_FLO CCPVANILLA / Short: B61221G8  IRS CAD P F  1.82800 161221G8_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   10000000 | OU      | $123989.10    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: 50322AA11 CYS JPY R V 03MTONA XCCY BASIS SWAP REC JPY-0.45BP / Short: 50322AA11 CYS USD P V 03MSOFR XCCY BASIS SWAP              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  104000000 | OU      | $34095.77     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square European Loan Funding                                                                 | Palmer Square European Loan Funding 2022-3 DAC                                                                                         | CUSIP: 000000000<br>LEI: 549300EL5O20QDEIMO98 | Long             | ABS-CBDO         | CORP              | IE        |     250000 | PA      | $269267.02    | 0.26%             | 2032-04-12      | Floating      | 8.05%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6889092  CDS USD R F  5.00000 26889092_FEE CCPCDX / Short: S6889092  CDS USD P V 03MEVENT 26889092_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     475200 | OU      | $18769.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561935  CDS USD R F  5.00000 28561935_FEE CCPCORPORATE / Short: S8561935  CDS USD P V 03MEVENT 28561935_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     170000 | OU      | $4859.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Arbour CLO                                                                                          | Arbour CLO X DAC                                                                                                                       | CUSIP: 000000000<br>LEI: 635400ULVZJ8TWSKB366 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $140894.52    | 0.14%             | 2034-06-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR JUN24                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -62 | NC      | $21825.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9974290  CDS EUR R V 03MEVENT 29974290_PRO CCPCORPORATE / Short: B9974290  CDS EUR P F  1.00000 29974290_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      75000 | OU      | $-1834.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                                             | Landwirtschaftliche Rentenbank                                                                                                         | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $535639.35    | 0.52%             | 2027-03-23      | Fixed         | 2.60%                 | Yes           | 2                  | On Loan: No      |
| SSE PLC                                                                                             | SSE PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $150904.07    | 0.15%             | 2028-01-21      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                                                | Country Garden Holdings Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $310498.61    | 0.30%             | 2025-01-17      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8943757  CDS EUR R F  5.00000 28943757_FEE CCPCORPORATE / Short: S8943757  CDS EUR P V 03MEVENT 28943757_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $3654.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | Long: 250122L5  CYS USD R V 03MSOFR XXCYBASIS SWAP RECUSD - 511BPS / Short: 250122L5  CYS JPY P V 03MTONA XCCY BASIS SWAP              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | GB        |    5903443 | OU      | $-23688.70    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR OPT FEB23P 95                                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         50 | NC      | $312.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                                                                             | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     200000 | PA      | $172899.00    | 0.17%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5861173  CDS EUR R F  5.00000 25861173_FEE CCPITRAXX / Short: S5861173  CDS EUR P V 03MEVENT 25861173_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| FRANCE (GOVT OF)                                                                                    | French Republic Government Bond OAT                                                                                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    4100000 | PA      | $5271703.65   | 5.11%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Rockford Tower Europe CLO                                                                           | Rockford Tower Europe CLO 2021-2 DAC                                                                                                   | CUSIP: 000000000<br>LEI: 635400YECCYPH8KGMC48 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $139979.68    | 0.14%             | 2035-01-24      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0058659  CDS EUR R F  5.00000 30058659_FEE CCPITRAXX / Short: S0058659  CDS EUR P V 03MEVENT 30058659_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $3637.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8453085  CDS EUR R V 03MEVENT 28453085_PRO CCPCORPORATE / Short: B8453085  CDS EUR P F  1.00000 28453085_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     375000 | OU      | $-5089.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6320400  CDS EUR R V 03MEVENT 26320400_PRO CCPITRAXX / Short: B6320400  CDS EUR P F  5.00000 26320400_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL JUN24                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         47 | NC      | $4343.65      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                                      | Long: 020222M1  CYS USD R V 03MSOFR XXCYBASIS SWAP RECUSD-0.546BPS / Short: 020222M1  CYS JPY P V 03MTONA XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |    4805922 | OU      | $-610250.74   | -0.59%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8488118  CDS EUR R V 03MEVENT 28488118_PRO CCPCORPORATE / Short: B8488118  CDS EUR P F  1.00000 28488118_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $531.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8505596  CDS EUR R V 03MEVENT 28505596_PRO CCPCORPORATE / Short: B8505596  CDS EUR P F  5.00000 28505596_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-28742.33    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041483  CDS EUR R V 03MEVENT 30041483_PRO CCPCORPORATE / Short: B0041483  CDS EUR P F  5.00000 30041483_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $-89507.05    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                                                                      | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      18000 | PA      | $15056.85     | 0.01%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                                            | Banco BTG Pactual SA/Cayman Islands                                                                                                    | CUSIP: 05971BAG4<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $182200.00    | 0.18%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8470540  CDS USD R F  5.00000 28470540_FEE CCPCORPORATE / Short: S8470540  CDS USD P V 03MEVENT 28470540_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     425000 | OU      | $37475.51     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| COCA-COLA ICECEK AS                                                                                 | Coca-Cola Icecek AS                                                                                                                    | CUSIP: 000000000<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $174664.00    | 0.17%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         35 | NC      | $39107.64     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                                                              | Shimao Group Holdings Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $64578.68     | 0.06%             | 2030-07-13      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | United States Treasury Note/Bond                                                                                                       | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3100000 | PA      | $2609691.41   | 2.53%             | 2031-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT DEC23                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -30 | NC      | $2614.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9400231  CDS USD R F  5.00000 29400231_FEE CCPCDX / Short: S9400231  CDS USD P V 03MEVENT 29400231_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $2759.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                                                               | Australia Government Bond                                                                                                              | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     200000 | PA      | $130230.02    | 0.13%             | 2039-06-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041892  CDS EUR R F  5.00000 30041892_FEE CCPCORPORATE / Short: S0041892  CDS EUR P V 03MEVENT 30041892_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $86597.73     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-22934.52    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU JUN24                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -51 | NC      | $-29649.09    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                  | Seagate HDD Cayman                                                                                                                     | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     382500 | PA      | $433120.05    | 0.42%             | 2032-12-01      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6028884  CDS EUR R F  1.00000 26028884_FEE CCPCORPORATE / Short: S6028884  CDS EUR P V 03MEVENT 26028884_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-3515.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6282280  CDS EUR R F  5.00000 26282280_FEE CCPITRAXX / Short: S6282280  CDS EUR P V 03MEVENT 26282280_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Red & Black Auto Germany UG                                                                         | RED & Black Auto Germany 9 UG                                                                                                          | CUSIP: 000000000<br>LEI: 39120094MD75F1PA4Q70 | Long             | ABS-O            | CORP              | DE        |     100000 | PA      | $109112.49    | 0.11%             | 2031-09-15      | Floating      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| COMMERZBANK AG                                                                                      | Commerzbank AG                                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $347169.71    | 0.34%             | 2027-10-09      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8136266  CDS USD R V 03MEVENT 28136266_PRO CCPCORPORATE / Short: B8136266  CDS USD P F  5.00000 28136266_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     180000 | OU      | $-6505.23     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                                                                                   | CPPIB Capital Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1000000 | PA      | $711048.65    | 0.69%             | 2026-01-16      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| KFW                                                                                                 | Kreditanstalt fuer Wiederaufbau                                                                                                        | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $787385.08    | 0.76%             | 2027-07-13      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                                         | Long: 29971882  CDS EUR R F  1.00000 CDS GS 20280620 L / Short: 29971882  CDS EUR P V 03MEVENT CDS GS 20280620 S                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     400000 | OU      | $-15629.83    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B90922AV1 IRS EUR R V 06MEURIB 190922AV1_FLO CCPVANILLA / Short: B90922AV1 IRS EUR P F  1.79605 190922AV1_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    5000000 | OU      | $56097.99     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Turk Telekomunikasyon AS                                                                            | Turk Telekomunikasyon AS                                                                                                               | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $188460.00    | 0.18%             | 2024-06-19      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-15333.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR SEP25                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -6 | NC      | $804.98       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | 10YR MINI JGB FUT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |        -11 | NC      | $-10127.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8562001  CDS USD R F  5.00000 28562001_FEE CCPCORPORATE / Short: S8562001  CDS USD P V 03MEVENT 28562001_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $2617.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8041594  CDS EUR R V 03MEVENT 28041594_PRO CCPITRAXX / Short: B8041594  CDS EUR P F  5.00000 28041594_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1300000 | OU      | $-61336.64    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                                                                        | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     650000 | PA      | $601282.50    | 0.58%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR SEP26                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -8 | NC      | $-2683.56     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7890280  CDS USD R F  1.00000 27890280_FEE CCPCORPORATE / Short: S7890280  CDS USD P V 03MEVENT 27890280_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $1595.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8695495  CDS USD R F  5.00000 28695495_FEE CCPCDX / Short: S8695495  CDS USD P V 03MEVENT 28695495_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1814670 | OU      | $71676.36     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9472754  CDS USD R V 03MEVENT 29472754_PRO CCPCORPORATE / Short: B9472754  CDS USD P F  5.00000 29472754_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      22000 | OU      | $5096.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562043  CDS USD R V 03MEVENT 28562043_PRO CCPCORPORATE / Short: B8562043  CDS USD P F  5.00000 28562043_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-3462.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $227689.06    | 0.22%             | 2026-01-29      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NETFLIX INC                                                                                         | Netflix Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415682.80    | 0.40%             | 2030-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                                                                                   | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     229000 | PA      | $175410.38    | 0.17%             | 2032-02-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6644121  CDS EUR R V 03MEVENT 26644121_PRO CCPITRAXX / Short: B6644121  CDS EUR P F  5.00000 26644121_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0040777  CDS EUR R F  1.00000 30040777_FEE CCPCORPORATE / Short: S0040777  CDS EUR P V 03MEVENT 30040777_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $-7727.48     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DNB BANK ASA                                                                                        | DNB Bank ASA                                                                                                                           | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     200000 | PA      | $189750.00    | 0.18%             | 2024-11-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 211021B2  CYS USD R V 03MLIBOR XXCY BASIS SWAP RECUSD 205BPS / Short: 211021B2  CYS AUD P V 03MBBSW XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   15619520 | OU      | $-152480.20   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5971948  CDS EUR R F  5.00000 25971948_FEE CCPITRAXX / Short: S5971948  CDS EUR P V 03MEVENT 25971948_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco Euro CLO VIII DAC                                                                           | Invesco Euro CLO VIII DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400YCBA8URB7BML85 | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $170375.18    | 0.17%             | 2036-07-25      | Floating      | 8.35%                 | Yes           | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-1036.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AlbaCore Euro CLO                                                                                   | AlbaCore Euro CLO IV DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400OMGYX1QQYCTI48 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $105867.68    | 0.10%             | 2035-07-15      | Floating      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8599601  CDS EUR R F  5.00000 28599601_FEE CCPITRAXX / Short: S8599601  CDS EUR P V 03MEVENT 28599601_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1830000 | OU      | $66568.34     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| FRANCE (GOVT OF)                                                                                    | French Republic Government Bond OAT                                                                                                    | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $128961.68    | 0.12%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     400000 | PA      | $287983.72    | 0.28%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0025587  CDS USD R F  5.00000 30025587_FEE CCPCORPORATE / Short: S0025587  CDS USD P V 03MEVENT 30025587_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     152000 | OU      | $27627.67     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -28 | NC      | $31023.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6145079  CDS EUR R F  1.00000 26145079_FEE CCPCORPORATE / Short: S6145079  CDS EUR P V 03MEVENT 26145079_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-5716.14     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 30042732  CDS EUR R F  5.00000 CDS JPM 20280620 L / Short: 30042732  CDS EUR P V 03MEVENT CDS JPM 20280620 S                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     400000 | OU      | $58906.10     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6284089  CDS USD R F  5.00000 26284089_FEE CCPCORPORATE / Short: S6284089  CDS USD P V 03MEVENT 26284089_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $-164286.12   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9192571  CDS USD R V 03MEVENT 29192571_PRO CCPCORPORATE / Short: B9192571  CDS USD P F  5.00000 29192571_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     120000 | OU      | $-7815.42     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR SEP25                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          1 | NC      | $560.28       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZURICH FINANCE IRELAND                                                                              | Zurich Finance Ireland Designated Activity Co                                                                                          | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $158500.00    | 0.15%             | 2051-04-19      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: B00122B1  IRS AUD R V 06MBBSW 100122B1_FLO CCPVANILLA / Short: B00122B1  IRS AUD P F  2.39000 100122B1_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   19000000 | OU      | $308500.62    | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6244384  CDS EUR R F  5.00000 26244384_FEE CCPCORPORATE / Short: S6244384  CDS EUR P V 03MEVENT 26244384_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     700000 | OU      | $109928.71    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF CYPRUS PCL                                                                                  | Bank of Cyprus Pcl                                                                                                                     | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |     100000 | PA      | $91135.38     | 0.09%             | 2027-06-24      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6185550  CDS EUR R V 03MEVENT 26185550_PRO CCPITRAXX / Short: B6185550  CDS EUR P F  5.00000 26185550_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B51222AF1 IRS USD R V 12MSOFR 151222AF1_FLO CCPOIS / Short: B51222AF1 IRS USD P F  3.20000 151222AF1_FIX CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1300000 | OU      | $-7308.63     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR OPT FEB23P 94.75                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        153 | NC      | $956.25       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 180123AF1 CYS CAD R V 03MCDOR / Short: 180123AF1 CYS USD P V 03MSOFR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |    3400000 | OU      | $18008.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6085389  CDS EUR R V 03MEVENT 26085389_PRO CCPITRAXX / Short: B6085389  CDS EUR P F  5.00000 26085389_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR OPT FEB23C 95.18                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        106 | NC      | $5300.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B10123AC1 IRS AUD R V 06MBBSW 110123AC1_FLO CCPVANILLA / Short: B10123AC1 IRS AUD P F  2.87200 110123AC1_FIX CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    4000000 | OU      | $10943.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B41222AZ1 IRS AUD R V 03MBBSW 141222AZ1_FLO CCPVANILLA / Short: B41222AZ1 IRS AUD P F  3.56850 141222AZ1_FIX CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    8000000 | OU      | $5381.63      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8505591  CDS EUR R F  5.00000 28505591_FEE CCPCORPORATE / Short: S8505591  CDS EUR P V 03MEVENT 28505591_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $29959.17     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 120123AI1 CYS USD R V 03MSOFR / Short: 120123AI1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     224466 | OU      | $-1598.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PVH CORP                                                                                            | PVH Corp                                                                                                                               | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147459.00    | 0.14%             | 2025-07-10      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S30123AD1 IRS AUD R F  3.51250 230123AD1_FIX CCPOIS / Short: S30123AD1 IRS AUD P V 12MAONIA 230123AD1_FLO CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   75500000 | OU      | $-8351.87     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU DEC26                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -20 | NC      | $-3223.41     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9191479  CDS USD R V 03MEVENT 29191479_PRO CCPCORPORATE / Short: B9191479  CDS USD P F  5.00000 29191479_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     120000 | OU      | $-6009.62     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041791  CDS EUR R F  5.00000 30041791_FEE CCPCORPORATE / Short: S0041791  CDS EUR P V 03MEVENT 30041791_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     423000 | OU      | $11259.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PHOENIX GRP HLD PLC                                                                                 | Phoenix Group Holdings PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $210809.87    | 0.20%             | 2028-04-26      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     350000 | PA      | $255466.39    | 0.25%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6320831  CDS EUR R F  5.00000 26320831_FEE CCPITRAXX / Short: S6320831  CDS EUR P V 03MEVENT 26320831_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7530325  CDS EUR R F  5.00000 27530325_FEE CCPITRAXX / Short: S7530325  CDS EUR P V 03MEVENT 27530325_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      50000 | OU      | $2359.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU JUN26                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         10 | NC      | $9173.82      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6245725  CDS EUR R V 03MEVENT 26245725_PRO CCPITRAXX / Short: B6245725  CDS EUR P F  5.00000 26245725_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1850000 | OU      | $-95869.75    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562033  CDS USD R V 03MEVENT 28562033_PRO CCPCORPORATE / Short: B8562033  CDS USD P F  5.00000 28562033_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $164286.12    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                             | SO230206GB289GSP UNC ARDEA                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |     400000 | OU      | $29416.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dutch Property Finance                                                                              | Dutch Property Finance 2022-1 BV                                                                                                       | CUSIP: 000000000<br>LEI: 724500CYSYRT8MQXXN91 | Long             | ABS-MBS          | CORP              | NL        |     100000 | PA      | $100825.75    | 0.10%             | 2059-10-28      | Floating      | 3.98%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1129.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6284233  CDS USD R F  1.00000 26284233_FEE CCPCORPORATE / Short: S6284233  CDS USD P V 03MEVENT 26284233_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     440000 | OU      | $-118640.83   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: S00422CL1 IRS CAD R F  3.26000 200422CL1_FIX CCPVANILLA / Short: S00422CL1 IRS CAD P V 03MCDOR 200422CL1_FLO CCPVANILLA          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   20000000 | OU      | $90187.52     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| General Electric Co                                                                                 | General Electric Co                                                                                                                    | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199300.00    | 0.19%             | 2023-03-15      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B01222BL1 IRS AUD R V 12MAONIA 201222BL1_FLO CCPOIS / Short: B01222BL1 IRS AUD P F  3.51250 201222BL1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   75500000 | OU      | $8351.87      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9192530  CDS USD R V 03MEVENT 29192530_PRO CCPCORPORATE / Short: B9192530  CDS USD P F  1.00000 29192530_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     120000 | OU      | $11663.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR MAR24                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         93 | NC      | $-412621.43   | -0.40%            |  |  |  | No            | 1                  | On Loan: No      |
| Hanesbrands Inc                                                                                     | Hanesbrands Inc                                                                                                                        | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186250.00    | 0.18%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562028  CDS USD R V 03MEVENT 28562028_PRO CCPCORPORATE / Short: B8562028  CDS USD P F  5.00000 28562028_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     575000 | OU      | $-90209.57    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S69394531 IRS GBP R F   .95995 169394531_FIX CCPOIS / Short: S69394531 IRS GBP P V 12MSONIA 169394531_FLO CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   29000000 | OU      | $-1896355.93  | -1.84%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S90922AT1 IRS EUR R F  2.67684 190922AT1_FIX CCPVANILLA / Short: S90922AT1 IRS EUR P V 06MEURIB 190922AT1_FLO CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6000000 | OU      | $-49826.56    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: 280422AI1 IRS EUR R V 06MEURIB REC FLOAT -0.01295BPS / Short: 280422AI1 IRS EUR P V 03MEURIB PAY FLOAT                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   30000000 | OU      | $-41709.39    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 170123AI1 CYS USD R V 03MSOFR / Short: 170123AI1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     822061 | OU      | $-4462.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B90922AR1 IRS EUR R V 06MEURIB 190922AR1_FLO CCPVANILLA / Short: B90922AR1 IRS EUR P F  2.50205 190922AR1_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    7000000 | OU      | $20886.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B01122AE1 IRS GBP R V 12MSONIA 101122AE1_FLO CCPOIS / Short: B01122AE1 IRS GBP P F  3.63505 101122AE1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1500000 | OU      | $-41229.27    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT DEC27                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         52 | NC      | $53812.98     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                                                      | Long: 310122M2  CYS USD R V 03MSOFR XXCYBASISSWAP RECJPY-536BPS / Short: 310122M2  CYS JPY P V 03MTONA XXCY BASIS SWAP                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |    9557492 | OU      | $-1294561.59  | -1.25%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT SEP25                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -30 | NC      | $186.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5769950  CDS EUR R V 03MEVENT 25769950_PRO CCPITRAXX / Short: B5769950  CDS EUR P F  5.00000 25769950_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-25910.75    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BAWAG Group AG                                                                                      | BAWAG Group AG                                                                                                                         | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $197352.57    | 0.19%             | 2025-05-14      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B21222AX1 IRS AUD R V 06MBBSW 221222AX1_FLO2 CCPBASISSWAP / Short: B21222AX1 IRS AUD P V 03MBBSW 221222AX1_FLO1 CCPBASISSWAP     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   16000000 | OU      | $20112.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8453159  CDS USD R F  1.00000 28453159_FEE CCPCORPORATE / Short: S8453159  CDS USD P V 03MEVENT 28453159_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $8876.54      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE CO SA                                                                               | Cellnex Finance Co SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $169464.99    | 0.16%             | 2033-02-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8636201  CDS USD R F  1.00000 28636201_FEE CCPCORPORATE / Short: S8636201  CDS USD P V 03MEVENT 28636201_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-33649.47    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6282147  CDS EUR R V 03MEVENT 26282147_PRO CCPITRAXX / Short: B6282147  CDS EUR P F  5.00000 26282147_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6320777  CDS EUR R V 03MEVENT 26320777_PRO CCPITRAXX / Short: B6320777  CDS EUR P F  5.00000 26320777_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-163727.43   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | BANK ACCEPT FUTR MAR24                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -13 | NC      | $9022.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6442665  CDS EUR R V 03MEVENT 26442665_PRO CCPITRAXX / Short: B6442665  CDS EUR P F  5.00000 26442665_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-7077.30     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9191151  CDS USD R V 03MEVENT 29191151_PRO CCPCORPORATE / Short: B9191151  CDS USD P F  1.00000 29191151_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     130000 | OU      | $236.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | France Government Bonds 240925 82.66 PUT                                                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    1700000 | OU      | $267250.11    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6442837  CDS EUR R F  5.00000 26442837_FEE CCPITRAXX / Short: S6442837  CDS EUR P V 03MEVENT 26442837_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $40104.73     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0008590  CDS EUR R V 03MEVENT 30008590_PRO CCPCORPORATE / Short: B0008590  CDS EUR P F  5.00000 30008590_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-59288.54    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0008543  CDS EUR R F  1.00000 30008543_FEE CCPCORPORATE / Short: S0008543  CDS EUR P V 03MEVENT 30008543_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $2818.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6106547  CDS EUR R F  5.00000 26106547_FEE CCPITRAXX / Short: S6106547  CDS EUR P V 03MEVENT 26106547_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0042267  CDS EUR R V 03MEVENT 30042267_PRO CCPCORPORATE / Short: B0042267  CDS EUR P F  1.00000 30042267_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $17783.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                                                              | Long: 100322AF1 CYS JPY R V 03MTONA ASIS SWAP REC JPY / Short: 100322AF1 CYS USD P V 03MSOFR XXCY BASIS SWAP                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | US        |   26000000 | OU      | $10148.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AKBANK TAS                                                                                          | Akbank TAS                                                                                                                             | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $189480.00    | 0.18%             | 2025-03-31      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR SEP26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -5 | NC      | $-929.70      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B51222AL  IRS EUR R V 06MEURIB 051222AL_FLO CCPVANILLA / Short: B51222AL  IRS EUR P F  2.48655 051222AL_FIX CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2000000 | OU      | $18821.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 20Y BOND FUT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         46 | NC      | $-62405.07    | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8619408  CDS USD R F  1.00000 28619408_FEE CCPCORPORATE / Short: S8619408  CDS USD P V 03MEVENT 28619408_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $1149.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6206877  CDS EUR R F  1.00000 26206877_FEE CCPCORPORATE / Short: S6206877  CDS EUR P V 03MEVENT 26206877_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-86408.16    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561962  CDS USD R F  5.00000 28561962_FEE CCPCORPORATE / Short: S8561962  CDS USD P V 03MEVENT 28561962_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     645000 | OU      | $83546.30     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8469571  CDS EUR R F  5.00000 28469571_FEE CCPCORPORATE / Short: S8469571  CDS EUR P V 03MEVENT 28469571_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $58310.75     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6187699  CDS USD R F  5.00000 26187699_FEE CCPCORPORATE / Short: S6187699  CDS USD P V 03MEVENT 26187699_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $15161.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8062833  CDS EUR R V 03MEVENT 28062833_PRO CCPITRAXX / Short: B8062833  CDS EUR P F  5.00000 28062833_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $-30668.31    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8619430  CDS USD R F  5.00000 28619430_FEE CCPCORPORATE / Short: S8619430  CDS USD P V 03MEVENT 28619430_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $8013.44      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $35.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT DEC25                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          1 | NC      | $-222.02      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8820784  CDS USD R V 03MEVENT 28820784_PRO CCPCORPORATE / Short: B8820784  CDS USD P F  5.00000 28820784_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-19213.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8504896  CDS EUR R F  5.00000 28504896_FEE CCPCORPORATE / Short: S8504896  CDS EUR P V 03MEVENT 28504896_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     670000 | OU      | $89793.48     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9261401  CDS EUR R V 03MEVENT 29261401_PRO CCPITRAXX / Short: B9261401  CDS EUR P F  5.00000 29261401_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $-40013.75    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     650000 | PA      | $531389.34    | 0.51%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                                              | Export-Import Bank of India                                                                                                            | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     400000 | PA      | $323400.00    | 0.31%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9990922  CDS EUR R V 03MEVENT 29990922_PRO CCPCORPORATE / Short: B9990922  CDS EUR P F  5.00000 29990922_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-43733.06    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B1022AB1  IRS AUD R V 06MBBSW 01022AB1_FLO CCPVANILLA / Short: B1022AB1  IRS AUD P F  2.60000 01022AB1_FIX CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   75000000 | OU      | $532600.73    | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                                                                               | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117379.60    | 0.11%             | 2024-06-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8695488  CDS USD R V 03MEVENT 28695488_PRO CCPCDX / Short: B8695488  CDS USD P F  5.00000 28695488_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1833000 | OU      | $-50579.84    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8171391  CDS USD R F  5.00000 28171391_FEE CCPCORPORATE / Short: S8171391  CDS USD P V 03MEVENT 28171391_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $3260.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SIG COMBIBLOC PURCHASER                                                                             | SIG Combibloc PurchaseCo Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |     523000 | PA      | $547172.59    | 0.53%             | 2025-06-18      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -20 | NC      | $-769.13      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561952  CDS USD R F  5.00000 28561952_FEE CCPCORPORATE / Short: S8561952  CDS USD P V 03MEVENT 28561952_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $67507.77     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S51222AM1 IRS USD R F  3.07745 151222AM1_FIX CCPOIS / Short: S51222AM1 IRS USD P V 12MSOFR 151222AM1_FLO CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3000000 | OU      | $-37037.19    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 120123AJ1 CYS CAD R V 03MCDOR / Short: 120123AJ1 CYS USD P V 03MSOFR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |    1700000 | OU      | $9118.07      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR DEC26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         10 | NC      | $-4129.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0078285  CDS USD R V 03MEVENT 30078285_PRO CCPCORPORATE / Short: B0078285  CDS USD P F  5.00000 30078285_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     425000 | OU      | $-37475.51    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CN PING AN INSUR OVERSEA                                                                            | China Ping An Insurance Overseas Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 25490058XRCE9DZAMJ79 | Long             | DBT              | CORP              | HK        |     600000 | PA      | $481296.56    | 0.47%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 020222B1  CYS USD R V 03MSOFR XXCYBASIS SWAP RECUSD-545.5BPS / Short: 020222B1  CYS JPY P V 03MTONA XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    4805922 | OU      | $-599929.88   | -0.58%            |  |  |  | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                                                                                   | CPPIB Capital Inc                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   10600000 | PA      | $7513286.05   | 7.28%             | 2027-09-01      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6207770  CDS USD R F  5.00000 26207770_FEE CCPCORPORATE / Short: S6207770  CDS USD P V 03MEVENT 26207770_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     510000 | OU      | $26515.31     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Hayfin Emerald CLO                                                                                  | Hayfin Emerald CLO VIII DAC                                                                                                            | CUSIP: 000000000<br>LEI: 635400HRL8SPT9YCZU43 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $136371.86    | 0.13%             | 2035-01-17      | Floating      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: 50322AB11 CYS USD R V 03MSOFR XCCY BASIS SWAP REC USD-0.61BP / Short: 50322AB11 CYS JPY P V 03MTONA XCCY BASIS SWAP              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     950536 | OU      | $-45033.58    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7833867  CDS USD R V 03MEVENT 27833867_PRO CCPCORPORATE / Short: B7833867  CDS USD P F  5.00000 27833867_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-15792.97    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9192566  CDS USD R F  1.00000 29192566_FEE CCPCORPORATE / Short: S9192566  CDS USD P V 03MEVENT 29192566_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     120000 | OU      | $-11663.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8469576  CDS EUR R V 03MEVENT 28469576_PRO CCPCORPORATE / Short: B8469576  CDS EUR P F  5.00000 28469576_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $-55729.56    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $-372631.77   | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S22001C1  IRS USD R F  1.87450 222001C1_FIX CCPOIS / Short: S22001C1  IRS USD P V 12MSOFR 222001C1_FLO CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $-44944.22    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5898381  CDS EUR R F  5.00000 25898381_FEE CCPITRAXX / Short: S5898381  CDS EUR P V 03MEVENT 25898381_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7699796  CDS EUR R F  5.00000 27699796_FEE CCPITRAXX / Short: S7699796  CDS EUR P V 03MEVENT 27699796_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     120000 | OU      | $5661.84      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6207604  CDS USD R F  1.00000 26207604_FEE CCPCORPORATE / Short: S6207604  CDS USD P V 03MEVENT 26207604_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-16579.52    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6283316  CDS USD R F  1.00000 26283316_FEE CCPCORPORATE / Short: S6283316  CDS USD P V 03MEVENT 26283316_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-29132.60    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                                                                                    | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $170750.00    | 0.17%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9312837  CDS EUR R V 03MEVENT 29312837_PRO CCPITRAXX / Short: B9312837  CDS EUR P F  5.00000 29312837_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1700000 | OU      | $-61839.44    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -15 | NC      | $-18.63       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU SEP23                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         17 | NC      | $1446.29      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $-103003.98   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| SWISS RE FINANCE LUX                                                                                | Swiss Re Finance Luxembourg SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $185450.00    | 0.18%             | 2024-09-04      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6188142  CDS EUR R F  1.00000 26188142_FEE CCPCORPORATE / Short: S6188142  CDS EUR P V 03MEVENT 26188142_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $-4250.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                                                                                  | Steel Dynamics Inc                                                                                                                     | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86541.80     | 0.08%             | 2027-10-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: 26225730  CDS EUR R F  5.00000 CDS GS 20270620 L / Short: 26225730  CDS EUR P V 03MEVENT CDS GS 20270620 S                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     350000 | OU      | $52064.64     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE                                                                                   | La Banque Postale SA                                                                                                                   | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $316904.32    | 0.31%             | 2028-11-20      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0025437  CDS USD R F  5.00000 30025437_FEE CCPCORPORATE / Short: S0025437  CDS USD P V 03MEVENT 30025437_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $7512.02      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0025604  CDS USD R V 03MEVENT 30025604_PRO CCPCORPORATE / Short: B0025604  CDS USD P F  5.00000 30025604_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     152000 | OU      | $-25993.97    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 5YR BOND FUT MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        116 | NC      | $71655.14     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Twin Bridges                                                                                        | Twin Bridges 2021-2 PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800NWP6K9BKT6DF77 | Long             | ABS-MBS          | CORP              | GB        |     100000 | PA      | $112911.51    | 0.11%             | 2055-09-12      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B61222BI1 IRS EUR R V 06MEURIB 161222BI1_FLO CCPVANILLA / Short: B61222BI1 IRS EUR P F  1.07700 161222BI1_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    7100000 | OU      | $172227.24    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6126974  CDS USD R F  5.00000 26126974_FEE CCPCORPORATE / Short: S6126974  CDS USD P V 03MEVENT 26126974_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     350000 | OU      | $12649.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S50123AD1 IRS AUD R F  3.40950 250123AD1_FIX CCPOIS / Short: S50123AD1 IRS AUD P V 12MAONIA 250123AD1_FLO CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   75500000 | OU      | $-21870.90    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                                              | Orbia Advance Corp SAB de CV                                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $322736.00    | 0.31%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Capital Four CLO                                                                                    | Capital Four CLO IV DAC                                                                                                                | CUSIP: 000000000<br>LEI: 549300KVUV8LG4H5Y881 | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $168557.33    | 0.16%             | 2035-04-13      | Floating      | 7.60%                 | Yes           | 2                  | On Loan: No      |
| CANPACK SA/CANPACK US                                                                               | Canpack SA / Canpack US LLC                                                                                                            | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     348000 | PA      | $316854.00    | 0.31%             | 2025-11-01      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| FALABELLA SA                                                                                        | Falabella SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $162500.00    | 0.16%             | 2032-01-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B7457995  CDS USD R V 03MEVENT 27457995_PRO CCPCORPORATE / Short: B7457995  CDS USD P F  1.00000 27457995_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $26963.82     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU DEC24                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         11 | NC      | $1019.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Lanebrook Mortgage Transaction                                                                      | Lanebrook Mortgage Transaction 2021-1 PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800KIKUC4SBO49X16 | Long             | ABS-MBS          | CORP              | GB        |     100000 | PA      | $113241.05    | 0.11%             | 2058-07-20      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT MAR24                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -6 | NC      | $1062.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8801319  CDS EUR R V 03MEVENT 28801319_PRO CCPCORPORATE / Short: B8801319  CDS EUR P F  1.00000 28801319_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $25270.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-7960.37     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                                                                    | Deutsche Bank AG                                                                                                                       | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $181530.78    | 0.18%             | 2025-10-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| IBERCAJA BANCO SA                                                                                   | Ibercaja Banco SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $98944.16     | 0.10%             | 2030-07-23      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B60922AR1 IRS EUR R V 06MEURIB 060922AR1_FLO CCPVANILLA / Short: B60922AR1 IRS EUR P F  2.65005 060922AR1_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   15000000 | OU      | $41253.11     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8452565  CDS EUR R F  1.00000 28452565_FEE CCPCORPORATE / Short: S8452565  CDS EUR P V 03MEVENT 28452565_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      75000 | OU      | $1664.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | France Government Bonds 82.82 PUT                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |     300000 | OU      | $46153.75     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMMIT DIGITEL INFRASTR                                                                             | Summit Digitel Infrastructure Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $159630.96    | 0.15%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B00123AG1 IRS AUD R V 12MAONIA 100123AG1_FLO CCPOIS / Short: B00123AG1 IRS AUD P F  3.91000 100123AG1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   12000000 | OU      | $-3374.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU DEC23                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -29 | NC      | $146346.83    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                              | Asian Development Bank                                                                                                                 | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    2100000 | PA      | $1494648.29   | 1.45%             | 2028-01-17      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 170123AH1 CYS CAD R V 03MCDOR / Short: 170123AH1 CYS USD P V 03MSOFR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |    3400000 | OU      | $13585.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR OPT FEB23C 95.25                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        265 | NC      | $4968.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgepoint CLO                                                                                     | Bridgepoint CLO IV DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 635400KDJN1XKCJGQI35 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $105215.71    | 0.10%             | 2037-01-20      | Floating      | 9.43%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6146983  CDS EUR R F  5.00000 26146983_FEE CCPITRAXX / Short: S6146983  CDS EUR P V 03MEVENT 26146983_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BALL CORP                                                                                           | Ball Corp                                                                                                                              | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96212.80     | 0.09%             | 2027-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B70123AE1 IRS JPY R V 12MTONAR 270123AE1_FLO CCPOIS / Short: B70123AE1 IRS JPY P F  1.46900 270123AE1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |  146000000 | OU      | $1422.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SPCM SA                                                                                             | SPCM SA                                                                                                                                | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $264110.91    | 0.26%             | 2027-03-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Jubilee CDO BV                                                                                      | Jubilee CLO 2021-XXV DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400APBYBGXMTWEE61 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $144363.40    | 0.14%             | 2035-10-15      | Floating      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8542401  CDS EUR R V 03MEVENT 28542401_PRO CCPITRAXX / Short: B8542401  CDS EUR P F  5.00000 28542401_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1830000 | OU      | $-66568.34    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6442842  CDS EUR R F  5.00000 26442842_FEE CCPITRAXX / Short: S6442842  CDS EUR P V 03MEVENT 26442842_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $7077.30      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8469380  CDS EUR R V 03MEVENT 28469380_PRO CCPCORPORATE / Short: B8469380  CDS EUR P F  5.00000 28469380_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-54745.16    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8636796  CDS USD R V 03MEVENT 28636796_PRO CCPCORPORATE / Short: B8636796  CDS USD P F  5.00000 28636796_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     152000 | OU      | $-24005.32    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                                                             | SO230206GB289GSR UNC ARDEA                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |     400000 | OU      | $421.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B30822AD3 IRS AUD R V 06MBBSW 230822AD3_FLO CCPVANILLA / Short: B30822AD3 IRS AUD P F  4.42400 230822AD3_FIX CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   26000000 | OU      | $46208.00     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: S61221H8  IRS CAD R F  1.84480 161221H8_FIX CCPVANILLA / Short: S61221H8  IRS CAD P V 03MCDOR 161221H8_FLO CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |    7000000 | OU      | $-89124.46    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | Long: 020222L1  CYS JPY R V 03MTONA XXCYBASIS SWAPRECJPY-0.34125BP / Short: 020222L1  CYS USD P V 03MSOFR XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |  674600000 | OU      | $550315.90    | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6408587  CDS USD R F  5.00000 26408587_FEE CCPCORPORATE / Short: S6408587  CDS USD P V 03MEVENT 26408587_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      17000 | OU      | $588.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-42495.93    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9990820  CDS EUR R F  5.00000 29990820_FEE CCPCORPORATE / Short: S9990820  CDS EUR P V 03MEVENT 29990820_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $45142.28     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562023  CDS USD R V 03MEVENT 28562023_PRO CCPCORPORATE / Short: B8562023  CDS USD P F  1.00000 28562023_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     340000 | OU      | $91677.00     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| GUSAP III LP                                                                                        | GUSAP III LP                                                                                                                           | CUSIP: 000000000<br>LEI: 549300WY05UJ7WTHIN64 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190072.00    | 0.18%             | 2030-01-21      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                                            | Altice France Holding SA                                                                                                               | CUSIP: 000000000<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     350000 | PA      | $256078.26    | 0.25%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-640847.22   | -0.62%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -110 | NC      | $-152586.66   | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $225545.87    | 0.22%             | 2027-07-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SPRINT LLC                                                                                          | Sprint LLC                                                                                                                             | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76115.48     | 0.07%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU JUN25                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         15 | NC      | $8003.25      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT JUN26                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -11 | NC      | $2215.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                 | Dow Chemical Co/The                                                                                                                    | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     195000 | PA      | $144601.32    | 0.14%             | 2040-03-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6926292  CDS USD R F  5.00000 26926292_FEE CCPCORPORATE / Short: S6926292  CDS USD P V 03MEVENT 26926292_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     153000 | OU      | $10174.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6460392  CDS EUR R F  5.00000 26460392_FEE CCPITRAXX / Short: S6460392  CDS EUR P V 03MEVENT 26460392_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0111119  CDS EUR R V 03MEVENT 30111119_PRO CCPCORPORATE / Short: B0111119  CDS EUR P F  1.00000 30111119_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     380000 | OU      | $3481.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: S00422CM1 IRS USD R F  2.62200 200422CM1_FIX CCPOIS / Short: S00422CM1 IRS USD P V 12MSOFR 200422CM1_FLO CCPOIS                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   15000000 | OU      | $-39824.40    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT DEC22                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         31 | NC      | $-60875.32    | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| LAGARDERE SCA                                                                                       | Lagardere SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500VX2NV2AQQ65G45 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $209200.34    | 0.20%             | 2027-10-07      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9314535  CDS USD R V 03MEVENT 29314535_PRO CCPCORPORATE / Short: B9314535  CDS USD P F  5.00000 29314535_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     170000 | OU      | $-4859.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8453075  CDS EUR R V 03MEVENT 28453075_PRO CCPCORPORATE / Short: B8453075  CDS EUR P F  1.00000 28453075_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-2968.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6747172  CDS EUR R F  5.00000 26747172_FEE CCPITRAXX / Short: S6747172  CDS EUR P V 03MEVENT 26747172_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NUTRIEN LTD                                                                                         | Nutrien Ltd                                                                                                                            | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $312270.62    | 0.30%             | 2030-05-13      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CF Industries Inc                                                                                   | CF Industries Inc                                                                                                                      | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50446.15     | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VTR COMUNICACIONES SPA                                                                              | VTR Comunicaciones SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $131704.00    | 0.13%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL SEP24                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -8 | NC      | $-684.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $13.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561957  CDS USD R F  5.00000 28561957_FEE CCPCORPORATE / Short: S8561957  CDS USD P V 03MEVENT 28561957_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $-173738.05   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0008570  CDS EUR R F  1.00000 30008570_FEE CCPCORPORATE / Short: S0008570  CDS EUR P V 03MEVENT 30008570_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $6403.71      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6264895  CDS USD R F  5.00000 26264895_FEE CCPCORPORATE / Short: S6264895  CDS USD P V 03MEVENT 26264895_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $18334.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0077538  CDS USD R V 03MEVENT 30077538_PRO CCPCORPORATE / Short: B0077538  CDS USD P F  1.00000 30077538_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     685000 | OU      | $-9396.10     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dowson                                                                                              | Dowson 2021-2 PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 213800OI5O7QF6XV6F68 | Long             | ABS-O            | CORP              | GB        |     109000 | PA      | $128605.06    | 0.12%             | 2028-10-20      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| ROTHESAY LIFE                                                                                       | Rothesay Life PLC                                                                                                                      | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |     150000 | PA      | $170882.56    | 0.17%             | 2026-07-12      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | BANK ACCEPT FUTR JUN23                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -68 | NC      | $2105.46      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                                                                         | Long: 25898301  CDS EUR R F  1.00000 CDS GS 20250620 L / Short: 25898301  CDS EUR P V 03MEVENT CDS GS 20250620 S                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     500000 | OU      | $-19411.85    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B51222AI1 IRS EUR R V 06MEURIB 051222AI1_FLO CCPVANILLA / Short: B51222AI1 IRS EUR P F  2.45255 051222AI1_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2000000 | OU      | $23501.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8636231  CDS USD R F  1.00000 28636231_FEE CCPCORPORATE / Short: S8636231  CDS USD P V 03MEVENT 28636231_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $-46274.38    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Northwoods Capital Euro                                                                             | Northwoods Capital 26 Euro DAC                                                                                                         | CUSIP: 000000000<br>LEI: 549300RHUHMC1SIMRO48 | Long             | ABS-CBDO         | CORP              | IE        |     170000 | PA      | $167369.71    | 0.16%             | 2035-07-15      | Floating      | 9.86%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8636803  CDS USD R F  5.00000 28636803_FEE CCPCORPORATE / Short: S8636803  CDS USD P V 03MEVENT 28636803_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     152000 | OU      | $25993.97     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                                            | Itau Unibanco Holding SA/Cayman Island                                                                                                 | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $183934.00    | 0.18%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR  MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -3 | NC      | $-51.38       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SBERBANK (SB CAP SA)                                                                                | Sberbank of Russia Via SB Capital SA                                                                                                   | CUSIP: 000000000<br>LEI: 222100YFG9QVABDS2B03 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $0.00         | 0.00%             | 2022-10-29      | Fixed         | 5.13%                 | Yes           | 3                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                                            | Altice France Holding SA                                                                                                               | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $134942.28    | 0.13%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Erna Srl                                                                                            | Erna Srl                                                                                                                               | CUSIP: 000000000<br>LEI: 8156000268F284900524 | Long             | ABS-MBS          | CORP              | IT        |     291645 | PA      | $309989.89    | 0.30%             | 2031-07-25      | Floating      | 3.79%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5656070  CDS EUR R F  5.00000 25656070_FEE CCPITRAXX / Short: S5656070  CDS EUR P V 03MEVENT 25656070_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                                                                                  | Province of Quebec Canada                                                                                                              | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $6958817.12   | 6.74%             | 2026-05-20      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $433.57       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0059175  CDS EUR R V 03MEVENT 30059175_PRO CCPCORPORATE / Short: B0059175  CDS EUR P F  5.00000 30059175_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-90042.56    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041489  CDS EUR R F  5.00000 30041489_FEE CCPCORPORATE / Short: S0041489  CDS EUR P V 03MEVENT 30041489_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $93144.67     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                                                                | Taylor Morrison Communities Inc                                                                                                        | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     450000 | PA      | $411525.00    | 0.40%             | 2030-08-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S41122CG1 IRS USD R F  3.56495 041122CG1_FIX CCPOIS / Short: S41122CG1 IRS USD P V 12MSOFR 041122CG1_FLO CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3800000 | OU      | $87870.14     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-3857.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VZ VENDOR FINANCING                                                                                 | VZ Vendor Financing II BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |     350000 | PA      | $298694.55    | 0.29%             | 2029-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | Long: 110123AD1 CYS CAD R V 03MCDOR / Short: 110123AD1 CYS USD P V 03MSOFR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    1700000 | OU      | $11301.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SPCM SA                                                                                             | SPCM SA                                                                                                                                | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     214000 | PA      | $181151.00    | 0.18%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562038  CDS USD R V 03MEVENT 28562038_PRO CCPCORPORATE / Short: B8562038  CDS USD P F  5.00000 28562038_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $-69509.89    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9974093  CDS EUR R V 03MEVENT 29974093_PRO CCPCORPORATE / Short: B9974093  CDS EUR P F  1.00000 29974093_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      75000 | OU      | $-1664.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                                          | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-14638.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041887  CDS EUR R V 03MEVENT 30041887_PRO CCPCORPORATE / Short: B0041887  CDS EUR P F  5.00000 30041887_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-82776.70    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     198000 | PA      | $194734.13    | 0.19%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ELIS SA                                                                                             | Elis SA                                                                                                                                | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $126355.27    | 0.12%             | 2029-09-22      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6245719  CDS EUR R F  5.00000 26245719_FEE CCPITRAXX / Short: S6245719  CDS EUR P V 03MEVENT 26245719_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1850000 | OU      | $87286.75     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8749854  CDS EUR R V 03MEVENT 28749854_PRO CCPITRAXX / Short: B8749854  CDS EUR P F  5.00000 28749854_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1610000 | OU      | $-58565.58    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR MAR27                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -34 | NC      | $1953.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B21222BV1 IRS AUD R V 12MAONIA 121222BV1_FLO CCPOIS / Short: B21222BV1 IRS AUD P F  3.40950 121222BV1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   75500000 | OU      | $21870.90     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR DEC25                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         11 | NC      | $-9131.39     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| J.P. Morgan Securities LLC                                                                          | Long: 17387414  CDS USD R F  5.00000 17387414_FEE CORPORATE / Short: 17387414  CDS USD P V 03MEVENT 17387414_PRO CORPORATE             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     175000 | OU      | $14376.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6244058  CDS EUR R F  5.00000 26244058_FEE CCPCORPORATE / Short: S6244058  CDS EUR P V 03MEVENT 26244058_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $28742.33     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B61122AW1 IRS USD R V 12MSOFR 161122AW1_FLO CCPOIS / Short: B61122AW1 IRS USD P F  3.23305 161122AW1_FIX CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3000000 | OU      | $-160286.25   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| TDC NET AS                                                                                          | TDC Net A/S                                                                                                                            | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |     150000 | PA      | $161039.69    | 0.16%             | 2028-05-31      | Fixed         | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5674298  CDS EUR R F  5.00000 25674298_FEE CCPITRAXX / Short: S5674298  CDS EUR P V 03MEVENT 25674298_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     600000 | OU      | $31092.89     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B00322CE4 IRS EUR R V 06MEURIB 100322CE4_FLO CCPVANILLA / Short: B00322CE4 IRS EUR P F   .00827 100322CE4_FIX CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $48106.46     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         61 | NC      | $18995.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                                              | Smurfit Kappa Treasury ULC                                                                                                             | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     425000 | PA      | $343572.12    | 0.33%             | 2033-09-22      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6207457  CDS USD R F  5.00000 26207457_FEE CCPCORPORATE / Short: S6207457  CDS USD P V 03MEVENT 26207457_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $69509.89     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6697557  CDS USD R F  5.00000 26697557_FEE CCPCORPORATE / Short: S6697557  CDS USD P V 03MEVENT 26697557_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      17000 | OU      | $588.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8436170  CDS USD R V 03MEVENT 28436170_PRO CCPCORPORATE / Short: B8436170  CDS USD P F  5.00000 28436170_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     525000 | OU      | $-82365.26    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8453065  CDS EUR R F  1.00000 28453065_FEE CCPCORPORATE / Short: S8453065  CDS EUR P V 03MEVENT 28453065_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     375000 | OU      | $5471.05      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9366165  CDS EUR R V 03MEVENT 29366165_PRO CCPITRAXX / Short: B9366165  CDS EUR P F  1.00000 29366165_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2800000 | OU      | $74988.39     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     280000 | PA      | $208320.00    | 0.20%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                                            | Banco BTG Pactual SA/Cayman Islands                                                                                                    | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     200000 | PA      | $182200.00    | 0.18%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| VERALLIA SA                                                                                         | Verallia SA                                                                                                                            | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $347583.70    | 0.34%             | 2031-11-10      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                                             | Barry Callebaut Services NV                                                                                                            | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |     200000 | PA      | $199100.00    | 0.19%             | 2023-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -97 | NC      | $-114626.50   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | BANK ACCEPT FUTR SEP24                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         10 | NC      | $-4268.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8579350  CDS USD R F  1.00000 28579350_FEE CCPCORPORATE / Short: S8579350  CDS USD P V 03MEVENT 28579350_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     700000 | OU      | $-19056.86    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                                                                                     | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $170080.00    | 0.16%             | 2029-03-23      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S21222CM1 IRS EUR R F  2.95395 221222CM1_FIX CCPVANILLA / Short: S21222CM1 IRS EUR P V 06MEURIB 221222CM1_FLO CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    5000000 | OU      | $35702.67     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6144965  CDS EUR R V 03MEVENT 26144965_PRO CCPITRAXX / Short: B6144965  CDS EUR P F  5.00000 26144965_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 30-DAY INTERBANK MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          1 | NC      | $16.82        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S31122AH1 IRS AUD R F  4.62500 231122AH1_FIX CCPVANILLA / Short: S31122AH1 IRS AUD P V 06MBBSW 231122AH1_FLO CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   18000000 | OU      | $-4609.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMMIT DIGITEL INFRASTR                                                                             | Summit Digitel Infrastructure Ltd                                                                                                      | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $159630.96    | 0.15%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                                            | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     500000 | PA      | $449991.25    | 0.44%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6907931  CDS USD R V 03MEVENT 26907931_PRO CCPCORPORATE / Short: B6907931  CDS USD P F  5.00000 26907931_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     350000 | OU      | $-56983.72    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6029687  CDS EUR R F  1.00000 26029687_FEE CCPCORPORATE / Short: S6029687  CDS EUR P V 03MEVENT 26029687_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      75000 | OU      | $1440.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5583420  CDS EUR R V 03MEVENT 25583420_PRO CCPITRAXX / Short: B5583420  CDS EUR P F  5.00000 25583420_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-10364.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                                                | IHO Verwaltungs GmbH                                                                                                                   | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     250000 | PA      | $255605.35    | 0.25%             | 2025-05-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| ASHLAND LLC                                                                                         | Ashland LLC                                                                                                                            | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |     266000 | PA      | $220780.00    | 0.21%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs International                                                                         | Long: 30008416  CDS EUR R F  1.00000 CDS GS 20280620 L / Short: 30008416  CDS EUR P V 03MEVENT CDS GS 20280620 S                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     200000 | OU      | $-3834.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S21122BU1 IRS GBP R F  4.01995 021122BU1_FIX CCPOIS / Short: S21122BU1 IRS GBP P V 12MSONIA 021122BU1_FLO CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    6000000 | OU      | $87572.46     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Trinitas Euro CLO                                                                                   | Trinitas Euro CLO III DAC                                                                                                              | CUSIP: 000000000<br>LEI: 635400NYXCJ1LEUXDC68 | Long             | ABS-CBDO         | CORP              | IE        |     180000 | PA      | $194388.28    | 0.19%             | 2037-01-25      | Floating      | 8.30%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0041534  CDS EUR R V 03MEVENT 30041534_PRO CCPCORPORATE / Short: B0041534  CDS EUR P F  5.00000 30041534_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-67010.05    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619355  CDS USD R V 03MEVENT 28619355_PRO CCPCORPORATE / Short: B8619355  CDS USD P F  5.00000 28619355_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     428000 | OU      | $-28460.94    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B11122AI1 IRS USD R V 12MSOFR 211122AI1_FLO CCPOIS / Short: B11122AI1 IRS USD P F  3.23305 211122AI1_FIX CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2000000 | OU      | $-106857.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT MAR25                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -12 | NC      | $2821.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-326989.45   | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5769637  CDS EUR R F  5.00000 25769637_FEE CCPITRAXX / Short: S5769637  CDS EUR P V 03MEVENT 25769637_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $25910.75     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9191204  CDS USD R V 03MEVENT 29191204_PRO CCPCORPORATE / Short: B9191204  CDS USD P F  5.00000 29191204_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-19429.37    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8468882  CDS EUR R V 03MEVENT 28468882_PRO CCPCORPORATE / Short: B8468882  CDS EUR P F  5.00000 28468882_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     700000 | OU      | $-109928.71   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 110123AE1 CYS USD R V 03MSOFR / Short: 110123AE1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     968058 | OU      | $-6580.90     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8469405  CDS EUR R F  5.00000 28469405_FEE CCPCORPORATE / Short: S8469405  CDS EUR P V 03MEVENT 28469405_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $59288.54     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      22000 | PA      | $18480.00     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | France Government Bonds 45.6 PUT                                                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    1500000 | OU      | $141833.52    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| NRW.BANK                                                                                            | NRW Bank                                                                                                                               | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $1342721.81   | 1.30%             | 2028-05-08      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9138100  CDS USD R F  5.00000 29138100_FEE CCPCORPORATE / Short: S9138100  CDS USD P V 03MEVENT 29138100_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     428000 | OU      | $27874.98     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8838365  CDS USD R V 03MEVENT 28838365_PRO CCPCORPORATE / Short: B8838365  CDS USD P F  1.00000 28838365_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $2045.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     685000 | PA      | $825396.28    | 0.80%             | 2027-07-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B50822AY1 IRS GBP R V 12MSONIA 150822AY1_FLO CCPOIS / Short: B50822AY1 IRS GBP P F  2.39400 150822AY1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   36000000 | OU      | $423676.14    | 0.41%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR  SEP24                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -45 | NC      | $-3255.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LEVI STRAUSS & CO                                                                                   | Levi Strauss & Co                                                                                                                      | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $417500.00    | 0.40%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0111265  CDS USD R V 03MEVENT 30111265_PRO CCPCORPORATE / Short: B0111265  CDS USD P F  1.00000 30111265_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $4083.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | Long: 310122N2  CYS JPY R V 03MTONA XXCYBASISSWAP RECJPY-616.25BPS / Short: 310122N2  CYS USD P V 03MSOFR XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |   71000000 | OU      | $68871.43     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CAISSE NAT REASSURANCE                                                                              | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                                                                             | CUSIP: 000000000<br>LEI: 969500P4HYOPYINEPE06 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110345.76    | 0.11%             | 2024-05-28      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                                                            | International Consolidated Airlines Group SA                                                                                           | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $92462.13     | 0.09%             | 2028-05-18      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S60123AD1 IRS GBP R F  3.30995 260123AD1_FIX CCPOIS / Short: S60123AD1 IRS GBP P V 12MSONIA 260123AD1_FLO CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3000000 | OU      | $-18278.67    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 3YR BOND FUT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -154 | NC      | $-30550.68    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| LCH Limited                                                                                         | Long: BBA220303 IRS USD R V 12MSOFR SBA220303C14_FLO CCPOIS / Short: BBA220303 IRS USD P F  1.10500 SBA220303C14_FIX CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $25631.93     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0060257  CDS USD R F  5.00000 30060257_FEE CCPCORPORATE / Short: S0060257  CDS USD P V 03MEVENT 30060257_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $16989.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6283311  CDS USD R F  1.00000 26283311_FEE CCPCORPORATE / Short: S6283311  CDS USD P V 03MEVENT 26283311_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     685000 | OU      | $9823.31      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8820848  CDS EUR R V 03MEVENT 28820848_PRO CCPCORPORATE / Short: B8820848  CDS EUR P F  1.00000 28820848_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $3192.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                                                                                  | Macquarie Bank Ltd                                                                                                                     | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $312174.50    | 0.30%             | 2036-03-03      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT SEP24                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         12 | NC      | $-10676.64    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6205899  CDS EUR R V 03MEVENT 26205899_PRO CCPITRAXX / Short: B6205899  CDS EUR P F  5.00000 26205899_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5933312  CDS EUR R V 03MEVENT 25933312_PRO CCPITRAXX / Short: B5933312  CDS EUR P F  5.00000 25933312_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8136256  CDS USD R F  5.00000 28136256_FEE CCPCDX / Short: S8136256  CDS USD P V 03MEVENT 28136256_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     204930 | OU      | $8094.38      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | France Government Bonds 134.5 CALL                                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |     700000 | OU      | $39960.42     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-482091.90   | -0.47%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619435  CDS USD R V 03MEVENT 28619435_PRO CCPCORPORATE / Short: B8619435  CDS USD P F  5.00000 28619435_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-7824.30     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT JUN25                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -1 | NC      | $-801.38      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICG Euro CLO                                                                                        | ICG Euro CLO 2022-1 DAC                                                                                                                | CUSIP: 000000000<br>LEI: 549300SLG3EXKMP1U822 | Long             | ABS-CBDO         | CORP              | IE        |     200000 | PA      | $208418.46    | 0.20%             | 2035-05-15      | Floating      | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0078275  CDS USD R F  5.00000 30078275_FEE CCPCORPORATE / Short: S0078275  CDS USD P V 03MEVENT 30078275_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     425000 | OU      | $35305.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9349511  CDS EUR R V 03MEVENT 29349511_PRO CCPCORPORATE / Short: B9349511  CDS EUR P F  5.00000 29349511_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1050000 | OU      | $-38194.94    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8562058  CDS USD R V 03MEVENT 28562058_PRO CCPCORPORATE / Short: B8562058  CDS USD P F  5.00000 28562058_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     550000 | OU      | $-18334.02    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                   | Chile Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     100000 | PA      | $90097.58     | 0.09%             | 2029-01-21      | Fixed         | 0.56%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8543282  CDS EUR R F  1.00000 28543282_FEE CCPCORPORATE / Short: S8543282  CDS EUR P V 03MEVENT 28543282_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $-8300.68     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6302030  CDS EUR R F  5.00000 26302030_FEE CCPITRAXX / Short: S6302030  CDS EUR P V 03MEVENT 26302030_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8542905  CDS EUR R V 03MEVENT 28542905_PRO CCPCORPORATE / Short: B8542905  CDS EUR P F  1.00000 28542905_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     950000 | OU      | $-13685.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0060179  CDS USD R V 03MEVENT 30060179_PRO CCPCORPORATE / Short: B0060179  CDS USD P F  1.00000 30060179_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     650000 | OU      | $8863.86      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NEXI SPA                                                                                            | Nexi SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $324595.70    | 0.31%             | 2028-02-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 168755197 CYS USD R V 03MLIBOR XCCY BASIS SWAP / Short: 168755197 CYS AUD P V 03MBBSW XCCY BASIS SWAP +193 BPS                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   22200750 | OU      | $-1020948.44  | -0.99%            |  |  |  | No            | 2                  | On Loan: No      |
| MATTERHORN TELECOM SA                                                                               | Matterhorn Telecom SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198404.93    | 0.19%             | 2026-09-15      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0111270  CDS USD R V 03MEVENT 30111270_PRO CCPCORPORATE / Short: B0111270  CDS USD P F  5.00000 30111270_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     120000 | OU      | $-20350.60    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AVIVA PLC                                                                                           | Aviva PLC                                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $228717.75    | 0.22%             | 2031-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 120123AK1 CYS USD R V 03MSOFR / Short: 120123AK1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    1047508 | OU      | $-5832.69     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | Long: 30042689  CDS EUR R F  5.00000 CDS JPM 20280620 L / Short: 30042689  CDS EUR P V 03MEVENT CDS JPM 20280620 S                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     375000 | OU      | $23328.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B30822AE3 IRS AUD R V 06MBBSW 230822AE3_FLO CCPVANILLA / Short: B30822AE3 IRS AUD P F  4.39200 230822AE3_FIX CCPVANILLA          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   31000000 | OU      | $52988.96     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU MAR24                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -59 | NC      | $-80814.90    | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 180123AH1 CYS USD R V 03MSOFR / Short: 180123AH1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     815721 | OU      | $-6765.83     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6283778  CDS USD R F  1.00000 26283778_FEE CCPCORPORATE / Short: S6283778  CDS USD P V 03MEVENT 26283778_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     563000 | OU      | $-1022.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0077865  CDS USD R V 03MEVENT 30077865_PRO CCPCORPORATE / Short: B0077865  CDS USD P F  5.00000 30077865_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-2617.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S61122AU1 IRS EUR R F  2.29300 161122AU1_FIX CCPVANILLA / Short: S61122AU1 IRS EUR P V 06MEURIB 161122AU1_FLO CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1000000 | OU      | $-12907.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S10722AG1 IRS EUR R F  2.30095 010722AG1_FIX CCPVANILLA / Short: S10722AG1 IRS EUR P V 06MEURIB 010722AG1_FLO CCPVANILLA         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   22000000 | OU      | $-74640.42    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0008545  CDS EUR R V 03MEVENT 30008545_PRO CCPCORPORATE / Short: B0008545  CDS EUR P F  1.00000 30008545_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $-3225.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     326000 | PA      | $275144.00    | 0.27%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR FUT SEP23                                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         31 | NC      | $-1418.74     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                                               | Trivium Packaging Finance BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $101104.98    | 0.10%             | 2026-08-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| UNIPOLSAI ASSICURAZIONI                                                                             | UnipolSai Assicurazioni SpA                                                                                                            | CUSIP: 000000000<br>LEI: 815600E31C4E7006AB54 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $195821.86    | 0.19%             | 2030-04-27      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Hops Hill                                                                                           | Hops Hill No2 plc                                                                                                                      | CUSIP: 000000000<br>LEI: 213800HS79HZG1YRY579 | Long             | ABS-MBS          | CORP              | GB        |     100000 | PA      | $120963.52    | 0.12%             | 2054-11-27      | Floating      | 7.33%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8488123  CDS EUR R F  1.00000 28488123_FEE CCPCORPORATE / Short: S8488123  CDS EUR P V 03MEVENT 28488123_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     850000 | OU      | $-3580.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B60123AH1 IRS AUD R V 12MAONIA 060123AH1_FLO CCPOIS / Short: B60123AH1 IRS AUD P F  3.88250 060123AH1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   20000000 | OU      | $-4745.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU SEP25                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         18 | NC      | $1541.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $171028.31    | 0.17%             | 2027-06-03      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         31 | NC      | $3280.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619278  CDS USD R V 03MEVENT 28619278_PRO CCPCORPORATE / Short: B8619278  CDS USD P F  1.00000 28619278_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     300000 | OU      | $-1595.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6029573  CDS EUR R F  1.00000 26029573_FEE CCPCORPORATE / Short: S6029573  CDS EUR P V 03MEVENT 26029573_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $2968.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8619272  CDS USD R F  1.00000 28619272_FEE CCPCORPORATE / Short: S8619272  CDS USD P V 03MEVENT 28619272_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-10909.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6645937  CDS EUR R F  5.00000 26645937_FEE CCPITRAXX / Short: S6645937  CDS EUR P V 03MEVENT 26645937_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $47182.03     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | BANK ACCEPT FUTR MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         30 | NC      | $2394.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                                                                              | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |    1699551 | NS      | $1699211.55   | 1.65%             |  |  |  | No            | N/A                | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5565528  CDS EUR R F  5.00000 25565528_FEE CCPITRAXX / Short: S5565528  CDS EUR P V 03MEVENT 25565528_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $10364.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0025432  CDS USD R V 03MEVENT 30025432_PRO CCPCORPORATE / Short: B0025432  CDS USD P F  5.00000 30025432_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-4615.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0008580  CDS EUR R V 03MEVENT 30008580_PRO CCPCORPORATE / Short: B0008580  CDS EUR P F  1.00000 30008580_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $-9646.11     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TENNET HOLDING BV                                                                                   | TenneT Holding BV                                                                                                                      | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $202753.53    | 0.20%             | 2025-07-22      | Fixed         | 2.37%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     263000 | PA      | $228735.34    | 0.22%             | 2027-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley International Ltd.                                                                   | Long: 180123AG1 CYS USD R V 03MSOFR / Short: 180123AG1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    1705599 | OU      | $-12270.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8801336  CDS EUR R V 03MEVENT 28801336_PRO CCPCORPORATE / Short: B8801336  CDS EUR P F  5.00000 28801336_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-32548.02    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S00922AP1 IRS GBP R F  3.01215 200922AP1_FIX CCPOIS / Short: S00922AP1 IRS GBP P V 12MSONIA 200922AP1_FLO CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    3000000 | OU      | $-12524.95    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6264797  CDS USD R F  5.00000 26264797_FEE CCPCORPORATE / Short: S6264797  CDS USD P V 03MEVENT 26264797_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     275000 | OU      | $18286.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                                                             | VZ Secured Financing BV                                                                                                                | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $259285.35    | 0.25%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619350  CDS USD R V 03MEVENT 28619350_PRO CCPCORPORATE / Short: B8619350  CDS USD P F  5.00000 28619350_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $-15161.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Macquarie Investment Management Global Ltd.                                                         | 3 Month Euro Euribor Futures                                                                                                           | CUSIP: 000000000<br>LEI: 549300D4WYNPHRHJY271 | N/A              | DIR              |  | AU        |        106 | NC      | $7922.61      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8505609  CDS EUR R F  1.00000 28505609_FEE CCPCORPORATE / Short: S8505609  CDS EUR P V 03MEVENT 28505609_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-15764.21    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -21 | NC      | $407654.18    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                                            | First Citizens BancShares Inc/NC                                                                                                       | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25102.23     | 0.02%             | 2027-01-04      | Variable      | 8.74%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S9956205  CDS USD R F  5.00000 29956205_FEE CCPCDX / Short: S9956205  CDS USD P V 03MEVENT 29956205_PRO CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      82000 | OU      | $2262.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                                                                       | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406594.22    | 0.39%             | 2025-01-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8468876  CDS EUR R F  5.00000 28468876_FEE CCPCORPORATE / Short: S8468876  CDS EUR P V 03MEVENT 28468876_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     700000 | OU      | $115887.39    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6048192  CDS EUR R F  1.00000 26048192_FEE CCPCORPORATE / Short: S6048192  CDS EUR P V 03MEVENT 26048192_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     375000 | OU      | $5089.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $560957.10    | 0.54%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                                             | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     202000 | PA      | $163451.53    | 0.16%             | 2026-10-15      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8924709  CDS EUR R F  5.00000 28924709_FEE CCPCORPORATE / Short: S8924709  CDS EUR P V 03MEVENT 28924709_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     113000 | OU      | $4129.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6188044  CDS USD R F  1.00000 26188044_FEE CCPCORPORATE / Short: S6188044  CDS USD P V 03MEVENT 26188044_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $-6623.00     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6477169  CDS USD R F  5.00000 26477169_FEE CCPCORPORATE / Short: S6477169  CDS USD P V 03MEVENT 26477169_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      14000 | OU      | $484.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Providus CLO                                                                                        | Providus Clo VI DAC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |     200000 | PA      | $195958.19    | 0.19%             | 2034-05-20      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Dryden Leveraged Loan CDO                                                                           | Dryden 91 Euro CLO 2021 DAC                                                                                                            | CUSIP: 000000000<br>LEI: 635400PXNO7XUODXYQ10 | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $140327.84    | 0.14%             | 2035-04-18      | Floating      | 9.39%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | 3MO EURO EURIBOR  SEP23                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         21 | NC      | $-11421.07    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0094850  CDS USD R V 03MEVENT 30094850_PRO CCPCORPORATE / Short: B0094850  CDS USD P F  5.00000 30094850_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     540000 | OU      | $-27043.29    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8453060  CDS EUR R F  1.00000 28453060_FEE CCPCORPORATE / Short: S8453060  CDS EUR P V 03MEVENT 28453060_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     250000 | OU      | $3225.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                                                                             | Samhallsbyggnadsbolaget i Norden AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |     500000 | PA      | $209591.71    | 0.20%             | 2025-12-14      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Volvo Car AB                                                                                        | Volvo Car AB                                                                                                                           | CUSIP: 000000000<br>LEI: 5299000EAMGGBEYP7J33 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $206867.31    | 0.20%             | 2025-01-24      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO BANK NV                                                                                    | ABN AMRO Bank NV                                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $204831.30    | 0.20%             | 2025-09-22      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5972651  CDS EUR R F  5.00000 25972651_FEE CCPCORPORATE / Short: S5972651  CDS EUR P V 03MEVENT 25972651_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     400000 | OU      | $55729.56     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                                                                           | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $162565.68    | 0.16%             | 2028-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                              | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     250000 | PA      | $240343.42    | 0.23%             | 2025-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5732037  CDS EUR R F  5.00000 25732037_FEE CCPITRAXX / Short: S5732037  CDS EUR P V 03MEVENT 25732037_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL DEC23                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -134 | NC      | $-12872.65    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                                                                                                    | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99500.00     | 0.10%             | 2023-05-01      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                                                                              | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $173215.36    | 0.17%             | 3021-02-18      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6067847  CDS EUR R F  5.00000 26067847_FEE CCPITRAXX / Short: S6067847  CDS EUR P V 03MEVENT 26067847_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0059994  CDS USD R F  5.00000 30059994_FEE CCPCORPORATE / Short: S0059994  CDS USD P V 03MEVENT 30059994_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     100000 | OU      | $8041.85      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7699458  CDS EUR R F  5.00000 27699458_FEE CCPITRAXX / Short: S7699458  CDS EUR P V 03MEVENT 27699458_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       8000 | OU      | $377.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B5565535  CDS USD R V 03MEVENT 25565535_PRO CCPCDX / Short: B5565535  CDS USD P F  5.00000 25565535_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3000000 | OU      | $-132931.83   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                                               | Long: S61221F8  IRS CAD R F  2.10300 161221F8_FIX CCPVANILLA / Short: S61221F8  IRS CAD P V 03MCDOR 161221F8_FLO CCPVANILLA            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DIR              |  | US        |   12000000 | OU      | $-139549.66   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0041540  CDS EUR R F  5.00000 30041540_FEE CCPCORPORATE / Short: S0041540  CDS EUR P V 03MEVENT 30041540_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $68981.53     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 90DAY EUR FUTR DEC24                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        -15 | NC      | $-17742.90    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     200000 | PA      | $168827.92    | 0.16%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6047993  CDS EUR R F  5.00000 26047993_FEE CCPITRAXX / Short: S6047993  CDS EUR P V 03MEVENT 26047993_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1350000 | OU      | $69959.00     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8452554  CDS EUR R V 03MEVENT 28452554_PRO CCPCORPORATE / Short: B8452554  CDS EUR P F  1.00000 28452554_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      75000 | OU      | $-1440.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | Long: 020222N1  CYS JPY R V 03MTONA XXCYBASIS SWAPRECJPY-0.62625BP / Short: 020222N1  CYS USD P V 03MSOFR XXCY BASIS SWAP              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | FR        |   33000000 | OU      | $29771.64     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B00922AL1 IRS GBP R V 12MSONIA 200922AL1_FLO CCPOIS / Short: B00922AL1 IRS GBP P F  3.76005 200922AL1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    4000000 | OU      | $-15761.19    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LKQ ITALIA BONDCO DI LKQ                                                                            | Lkq Italia Bondco Di Lkq Italia Bondco Gp SRL E C SAPA                                                                                 | CUSIP: 000000000<br>LEI: 815600EF740BA0904235 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $108587.84    | 0.11%             | 2024-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6225253  CDS EUR R F  5.00000 26225253_FEE CCPITRAXX / Short: S6225253  CDS EUR P V 03MEVENT 26225253_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8487327  CDS EUR R V 03MEVENT 28487327_PRO CCPCORPORATE / Short: B8487327  CDS EUR P F  5.00000 28487327_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     750000 | OU      | $-115703.84   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B41122CE1 IRS USD R V 12MSOFR 041122CE1_FLO CCPOIS / Short: B41122CE1 IRS USD P F  3.54365 041122CE1_FIX CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   25400000 | OU      | $-175303.43   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6246016  CDS USD R F  5.00000 26246016_FEE CCPCORPORATE / Short: S6246016  CDS USD P V 03MEVENT 26246016_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $172574.83    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S5749818  CDS EUR R F  5.00000 25749818_FEE CCPITRAXX / Short: S5749818  CDS EUR P V 03MEVENT 25749818_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $51821.49     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Jubilee CDO BV                                                                                      | Jubilee CLO 2022-XXVI DAC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     150000 | PA      | $162702.54    | 0.16%             | 2036-10-15      | Floating      | 8.22%                 | Yes           | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                              | Eurofins Scientific SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $168744.43    | 0.16%             | 2031-05-19      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                                                                      | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $306500.00    | 0.30%             | 2031-06-28      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                                                                                   | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     314000 | PA      | $255935.12    | 0.25%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B30123AI1 IRS AUD R V 12MAONIA 230123AI1_FLO CCPOIS / Short: B30123AI1 IRS AUD P F  3.56250 230123AI1_FIX CCPOIS                 | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   76000000 | OU      | $23692.67     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                                            | Bundesrepublik Deutschland Bundesanleihe                                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     500000 | PA      | $462170.43    | 0.45%             | 2030-08-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6242102  CDS EUR R V 03MEVENT 26242102_PRO CCPITRAXX / Short: B6242102  CDS EUR P F  5.00000 26242102_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6337133  CDS EUR R V 03MEVENT 26337133_PRO CCPITRAXX / Short: B6337133  CDS EUR P F  5.00000 26337133_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-47182.03    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8504902  CDS EUR R V 03MEVENT 28504902_PRO CCPCORPORATE / Short: B8504902  CDS EUR P F  5.00000 28504902_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     670000 | OU      | $-86592.12    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S8561942  CDS USD R F  1.00000 28561942_FEE CCPCORPORATE / Short: S8561942  CDS USD P V 03MEVENT 28561942_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     685000 | OU      | $9396.10      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                                                                             | Samhallsbyggnadsbolaget i Norden AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $41529.14     | 0.04%             | 2025-01-30      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | Long: 170123AG1 CYS USD R V 03MSOFR / Short: 170123AG1 CYS CAD P V 03MCDOR                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |    1793588 | OU      | $-9330.43     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8636191  CDS USD R V 03MEVENT 28636191_PRO CCPCORPORATE / Short: B8636191  CDS USD P F  1.00000 28636191_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $29132.60     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -4 | NC      | $-23603.80    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Bharti Airtel Ltd                                                                                   | Bharti Airtel Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $195577.25    | 0.19%             | 2025-06-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9189355  CDS EUR R V 03MEVENT 29189355_PRO CCPITRAXX / Short: B9189355  CDS EUR P F  5.00000 29189355_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1100000 | OU      | $-40013.75    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU JUN23                                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          9 | NC      | $-11088.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | BANK ACCEPT FUTR DEC23                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         54 | NC      | $-13322.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0078270  CDS USD R F  5.00000 30078270_FEE CCPCORPORATE / Short: S0078270  CDS USD P V 03MEVENT 30078270_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     308000 | OU      | $18976.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B9471698  CDS USD R V 03MEVENT 29471698_PRO CCPCDX / Short: B9471698  CDS USD P F  1.00000 29471698_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     900000 | OU      | $45978.88     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S20303F11 IRS USD R F  1.55400 220303F11_FIX CCPOIS / Short: S20303F11 IRS USD P V 12MSOFR 220303F11_FLO CCPOIS                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    1600000 | OU      | $-64793.15    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: SBA220303 IRS USD R F  1.58000 SBA220303B14_FIX CCPOIS / Short: SBA220303 IRS USD P V 12MSOFR SBA220303B14_FLO CCPOIS            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     800000 | OU      | $-31384.42    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: B20303G1  IRS USD R V 12MSOFR 220303G1_FLO CCPOIS / Short: B20303G1  IRS USD P F  1.07900 220303G1_FIX CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    2000000 | OU      | $53321.92     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MARB BONDCO PLC                                                                                     | MARB BondCo PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $157516.00    | 0.15%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL JUN23                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          3 | NC      | $1073.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S7699832  CDS EUR R F  5.00000 27699832_FEE CCPITRAXX / Short: S7699832  CDS EUR P V 03MEVENT 27699832_PRO CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      51000 | OU      | $2406.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TERNA RETE ELETTRICA                                                                                | Terna - Rete Elettrica Nazionale                                                                                                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $91976.18     | 0.09%             | 2027-11-09      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | 90-DAY BANK BILL MAR24                                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -40 | NC      | $4974.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6067310  CDS EUR R V 03MEVENT 26067310_PRO CCPITRAXX / Short: B6067310  CDS EUR P F  5.00000 26067310_FEE CCPITRAXX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1000000 | OU      | $-51821.49    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Limited                                                                                         | Long: S70722BR1 IRS EUR R V 06MEURIB 070722BR1_FLO1 CCPBASISSWAP / Short: S70722BR1 IRS EUR P V 03MEURIB 070722BR1_FLO2 CCPBASISSWAP   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    7000000 | OU      | $-8657.05     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -37 | NC      | $163477.92    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Merrill Lynch International                                                                         | 9LY7NDU ITRAXX EUROPE                                                                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | GB        |    4800000 | OU      | $26587.87     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| ILIAD SA                                                                                            | iliad SA                                                                                                                               | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $276551.47    | 0.27%             | 2028-02-11      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B8619360  CDS USD R V 03MEVENT 28619360_PRO CCPCORPORATE / Short: B8619360  CDS USD P F  1.00000 28619360_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     800000 | OU      | $6623.00      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B6372446  CDS USD R V 03MEVENT 26372446_PRO CCPCDX / Short: B6372446  CDS USD P F  5.00000 26372446_FEE CCPCDX                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2970000 | OU      | $-117309.92   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S6167380  CDS EUR R F  1.00000 26167380_FEE CCPCORPORATE / Short: S6167380  CDS EUR P V 03MEVENT 26167380_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-8574.22     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: S0042280  CDS EUR R F  1.00000 30042280_FEE CCPCORPORATE / Short: S0042280  CDS EUR P V 03MEVENT 30042280_PRO CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     200000 | OU      | $-20873.54    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Long: B0078409  CDS USD R V 03MEVENT 30078409_PRO CCPCORPORATE / Short: B0078409  CDS USD P F  5.00000 30078409_FEE CCPCORPORATE       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     500000 | OU      | $-67507.77    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| UPC BROADBAND FINCO BV                                                                              | UPC Broadband Finco BV                                                                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $395896.50    | 0.38%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | 3 MONTH SOFR OPT FEB23P 95.12                                                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         99 | NC      | $3712.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer